Geomolecular dating and the origin of placental mammals

In modern evolutionary divergence analysis the role of geological information extends beyond providing a timescale, to informing molecular rate variation across the tree. Here I consider the implications of this development. I use fossil calibrations to test the accuracy of models of molecular rate evolution for placental mammals, and reveal substantial misspecification associated with life history rate correlates. Adding further calibrations to reduce dating errors at specific nodes unfortunately tends to transfer underlying rate errors to adjacent branches. Thus, tight calibration across the tree is vital to buffer against rate model errors. I argue that this must include allowing maximum bounds to be tight when good fossil records permit, otherwise divergences deep in the tree will tend to be inflated by the interaction of rate errors and asymmetric confidence in minimum and maximum bounds. In the case of placental mammals I sought to reduce the potential for transferring calibration and rate model errors across the tree by focusing on well-supported calibrations with appropriately conservative maximum bounds. The resulting divergence estimates are younger than others published recently, and provide the long-anticipated molecular signature for the placental mammal radiation observed in the fossil record near the 66 Ma Cretaceous–Paleogene extinction event.

Avian diversification patterns across the K-Pg boundary: Influence of calibrations, datasets, and model misspecification

Birds represent the most diverse extant tetrapod clade, with ca. 10,000 extant species, and the timing of the crown avian radiation remains hotly debated. The fossil record supports a primarily Cenozoic radiation of crown birds, whereas molecular divergence dating analyses generally imply that this radiation was well underway during the Cretaceous. Furthermore, substantial differences have been noted between published divergence estimates. These have been variously attributed to clock model, calibration regime, and gene type. One underappreciated phenomenon is that disparity between fossil ages and molecular dates tends to be proportionally greater for shallower nodes in the avian Tree of Life. Here, we explore potential drivers of disparity in avian divergence dates through a set of analyses applying various calibration strategies and coding methods to a mitochondrial genome dataset and an 18-gene nuclear dataset, both sampled across 72 taxa. Our analyses support the occurrence of two deep divergences (i.e., the Palaeognathae/Neognathae split and the Galloanserae/Neoaves split) well within the Cretaceous, followed by a rapid radiation of Neoaves near the K-Pg boundary. However, 95% highest posterior density intervals for most basal divergences in Neoaves cross the boundary, and we emphasize that, barring unreasonably strict prior distributions, distinguishing between a rapid Early Paleocene radiation and a Late Cretaceous radiation may be beyond the resolving power of currently favored divergence dating methods. In contrast to recent observations for placental mammals, constraining all divergences within Neoaves to occur in the Cenozoic does not result in unreasonably high inferred substitution rates. Comparisons of nuclear DNA (nDNA) versus mitochondrial DNA (mtDNA) datasets and NT- versus RY-coded mitochondrial data reveal patterns of disparity that are consistent with substitution model misspecifications that result in tree compression/tree extension artifacts, which may explain some discordance between previous divergence estimates based on different sequence types. Comparisons of fully calibrated and nominally calibrated trees support a correlation between body mass and apparent dating error. Overall, our results are consistent with (but do not require) a Paleogene radiation for most major clades of crown birds.

Novel fluorescence detection technique for non-contact temperature sensing in microchip PCR

DNA amplification using Polymerase Chain Reaction (PCR) in a small volume is used in Lab-on-a-chip systems involving DNA manipulation. For few microliters of volume of liquid, it becomes difficult to measure and monitor the thermal profile accurately and reproducibly, which is an essential requirement for successful amplification. Conventional temperature sensors are either not biocompatible or too large and hence positioned away from the liquid leading to calibration errors. In this work we present a fluorescence based detection technique that is completely biocompatible and measures directly the liquid temperature. PCR is demonstrated in a 3 ILL silicon-glass microfabricated device using non-contact induction heating whose temperature is controlled using fluorescence feedback from SYBR green I dye molecules intercalated within sensor DNA. The performance is compared with temperature feedback using a thermocouple sensor. Melting curve followed by gel electrophoresis is used to confirm product specificity after the PCR cycles. (c) 2007 Elsevier B.V. All rights reserved.

Metrology of gaseous air pollutants

The need for mutual recognition of accurate measurement results made by competent laboratories has been very widely accepted at the international level e.g., at the World Trade Organization. A partial solution to the problem was made by the International Committee for Weights and Measures (CIPM) in setting up the Mutual Recognition Arrangement (CIPM MRA), which was signed by National Metrology Institutes (NMI) around the world. The core idea of the CIPM MRA is to have global arrangements for the mutual acceptance of the calibration certificates of National Metrology Institutes. The CIPM MRA covers all the fields of science and technology for which NMIs have their national standards. The infrastructure for the metrology of the gaseous compounds carbon monoxide (CO), nitrogen monoxide (NO), nitrogen dioxide (NO2), sulphur dioxide (SO2) and ozone (O3) has been constructed at the national level at the Finnish Meteorological Institute (FMI). The calibration laboratory at the FMI was constructed for providing calibration services for air quality measurements and to fulfil the requirements of a metrology laboratory. The laboratory successfully participated, with good results, in the first comparison project, which was aimed at defining the state of the art in the preparation and analysis of the gas standards used by European metrology institutes and calibration laboratories in the field of air quality. To confirm the competence of the laboratory, the international external surveillance study was conducted at the laboratory. Based on the evidence, the Centre for Metrology and Accreditation (MIKES) designated the calibration laboratory at the Finnish Meteorological Institute (FMI) as a National Standard Laboratory in the field of air quality. With this designation, the MIKES-FMI Standards Laboratory became a member of CIPM MRA, and Finland was brought into the internationally-accepted forum in the field of gas metrology. The concept of ‘once measured - everywhere accepted’ is the leading theme of the CIPM MRA. The calibration service of the MIKES-FMI Standards Laboratory realizes the SI traceability system for the gas components, and is constructed to enable it to meet the requirements of the European air quality directives. In addition, all the relevant uncertainty sources that influence the measurement results have been evaluated, and the uncertainty budgets for the measurement results have been created.

Semi-supervised learning of WLAN radio maps

In this thesis a manifold learning method is applied to the problem of WLAN positioning and automatic radio map creation. Due to the nature of WLAN signal strength measurements, a signal map created from raw measurements results in non-linear distance relations between measurement points. These signal strength vectors reside in a high-dimensioned coordinate system. With the help of the so called Isomap-algorithm the dimensionality of this map can be reduced, and thus more easily processed. By embedding position-labeled strategic key points, we can automatically adjust the mapping to match the surveyed environment. The environment is thus learned in a semi-supervised way; gathering training points and embedding them in a two-dimensional manifold gives us a rough mapping of the measured environment. After a calibration phase, where the labeled key points in the training data are used to associate coordinates in the manifold representation with geographical locations, we can perform positioning using the adjusted map. This can be achieved through a traditional supervised learning process, which in our case is a simple nearest neighbors matching of a sampled signal strength vector. We deployed this system in two locations in the Kumpula campus in Helsinki, Finland. Results indicate that positioning based on the learned radio map can achieve good accuracy, especially in hallways or other areas in the environment where the WLAN signal is constrained by obstacles such as walls.

Direct Top-Quark Width Measurement at CDF

We present a measurement of the top-quark width using $t\bar{t}$ events produced in $p\bar{p}$ collisions at Fermilab's Tevatron collider and collected by the CDF II detector. In the mode where the top quark decays to a $W$ boson and a bottom quark, we select events in which one $W$ decays leptonically and the other hadronically~(lepton + jets channel) . From a data sample corresponding to 4.3~fb$^{-1}$ of integrated luminosity, we identify 756 candidate events. The top-quark mass and the mass of $W$ boson that decays hadronically are reconstructed for each event and compared with templates of different top-quark widths~($\Gamma_t$) and deviations from nominal jet energy scale~($\Delta_{JES}$) to perform a simultaneous fit for both parameters, where $\Delta_{JES}$ is used for the {\it in situ} calibration of the jet energy scale. By applying a Feldman-Cousins approach, we establish an upper limit at 95$\%$ confidence level~(CL) of $\Gamma_t $

Top quark mass measurement in the lepton plus jets channel using a modified matrix element method

We report a measurement of the top quark mass, m_t, obtained from ppbar collisions at sqrt(s) = 1.96 TeV at the Fermilab Tevatron using the CDF II detector. We analyze a sample corresponding to an integrated luminosity of 1.9 fb^-1. We select events with an electron or muon, large missing transverse energy, and exactly four high-energy jets in the central region of the detector, at least one of which is tagged as coming from a b quark. We calculate a signal likelihood using a matrix element integration method, with effective propagators to take into account assumptions on event kinematics. Our event likelihood is a function of m_t and a parameter JES that determines /in situ/ the calibration of the jet energies. We use a neural network discriminant to distinguish signal from background events. We also apply a cut on the peak value of each event likelihood curve to reduce the contribution of background and badly reconstructed events. Using the 318 events that pass all selection criteria, we find m_t = 172.7 +/- 1.8 (stat. + JES) +/- 1.2 (syst.) GeV/c^2.

Disjunct eddy covariance measurements of volatile organic compound fluxes using proton transfer reaction mass spectrometry

Volatile organic compounds (VOCs) are emitted into the atmosphere from natural and anthropogenic sources, vegetation being the dominant source on a global scale. Some of these reactive compounds are deemed major contributors or inhibitors to aerosol particle formation and growth, thus making VOC measurements essential for current climate change research. This thesis discusses ecosystem scale VOC fluxes measured above a boreal Scots pine dominated forest in southern Finland. The flux measurements were performed using the micrometeorological disjunct eddy covariance (DEC) method combined with proton transfer reaction mass spectrometry (PTR-MS), which is an online technique for measuring VOC concentrations. The measurement, calibration, and calculation procedures developed in this work proved to be well suited to long-term VOC concentration and flux measurements with PTR-MS. A new averaging approach based on running averaged covariance functions improved the determination of the lag time between wind and concentration measurements, which is a common challenge in DEC when measuring fluxes near the detection limit. The ecosystem scale emissions of methanol, acetaldehyde, and acetone were substantial. These three oxygenated VOCs made up about half of the total emissions, with the rest comprised of monoterpenes. Contrary to the traditional assumption that monoterpene emissions from Scots pine originate mainly as evaporation from specialized storage pools, the DEC measurements indicated a significant contribution from de novo biosynthesis to the ecosystem scale monoterpene emissions. This thesis offers practical guidelines for long-term DEC measurements with PTR-MS. In particular, the new averaging approach to the lag time determination seems useful in the automation of DEC flux calculations. Seasonal variation in the monoterpene biosynthesis and the detailed structure of a revised hybrid algorithm, describing both de novo and pool emissions, should be determined in further studies to improve biological realism in the modelling of monoterpene emissions from Scots pine forests. The increasing number of DEC measurements of oxygenated VOCs will probably enable better estimates of the role of these compounds in plant physiology and tropospheric chemistry. Keywords: disjunct eddy covariance, lag time determination, long-term flux measurements, proton transfer reaction mass spectrometry, Scots pine forests, volatile organic compounds

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Simulating and Forecasting the Demand for New Consumer Durables

A diffusion/replacement model for new consumer durables designed to be used as a long-term forecasting tool is developed. The model simulates new demand as well as replacement demand over time. The model is called DEMSIM and is built upon a counteractive adoption model specifying the basic forces affecting the adoption behaviour of individual consumers. These forces are the promoting forces and the resisting forces. The promoting forces are further divided into internal and external influences. These influences are operationalized within a multi-segmental diffusion model generating the adoption behaviour of the consumers in each segment as an expected value. This diffusion model is combined with a replacement model built upon the same segmental structure as the diffusion model. This model generates, in turn, the expected replacement behaviour in each segment. To be able to use DEMSIM as a forecasting tool in early stages of a diffusion process estimates of the model parameters are needed as soon as possible after product launch. However, traditional statistical techniques are not very helpful in estimating such parameters in early stages of a diffusion process. To enable early parameter calibration an optimization algorithm is developed by which the main parameters of the diffusion model can be estimated on the basis of very few sales observations. The optimization is carried out in iterative simulation runs. Empirical validations using the optimization algorithm reveal that the diffusion model performs well in early long-term sales forecasts, especially as it comes to the timing of future sales peaks.

Comparison of ANN models for predicting water quality in distribution systems

Deterministic models have been widely used to predict water quality in distribution systems, but their calibration requires extensive and accurate data sets for numerous parameters. In this study, alternative data-driven modeling approaches based on artificial neural networks (ANNs) were used to predict temporal variations of two important characteristics of water quality chlorine residual and biomass concentrations. The authors considered three types of ANN algorithms. Of these, the Levenberg-Marquardt algorithm provided the best results in predicting residual chlorine and biomass with error-free and ``noisy'' data. The ANN models developed here can generate water quality scenarios of piped systems in real time to help utilities determine weak points of low chlorine residual and high biomass concentration and select optimum remedial strategies.

Effect of interaction of macrocracks on the stress intensity factor in a beam

Beams with a central edge crack, as well as other noncentral vertical and inclined edge cracks distributed symmetrically, subjected to three-point as well as four-point bending, are analysed using the finite element technique. Values of stress intensity factor K1 at the central crack tip for a crack-to-beam depth ratio Image equal to 0.5, are calculated for various cracked-beam configurations, using the compliance calibration technique as well as method of strain energy release rate. These are compared with the value of K1 for the case of a beam with central edge crack alone. Results of the present parametric study are used to specify the range of values pertaining to basic parameters such as crack-to-beam depth ratios, geometry and position with respect to central edge crack, of other macrocracks for which interaction exists. Accordingly, the macrocracks are classified as either interacting or noninteracting types. Hence for noninteracting types of cracks, analytical expressions available for the determination of K1 in the case of beam with a central edge crack alone, are applicable.

Development of a low-cost portable colorimeter for the estimation of fluoride in drinking water

People in many countries are affected by fluorosis owing to the high levels of fluoride in drinking water. An inexpensive method for estimating the concentration of the fluoride ion in drinking water would be helpful in identifying safe sources of water and also in monitoring the performance of defluoridation techniques. For this purpose, a simple, inexpensive, and portable colorimeter has been developed in the present work. It is used in conjunction with the SPADNS method, which shows a color change in the visible region on addition of water containing fluoride to a reagent solution. Groundwater samples were collected from different parts of the state of Karnataka, India and analysed for fluoride. The results obtained using the colorimeter and the double beam spectrophotometer agreed fairly well. The costs of the colorimeter and of the chemicals required per test were about Rs. 250 (US$ 5) and Rs. 2.5 (US$ 0.05), respectively. In addition, the cost of the chemicals required for constructing the calibration curve was about Rs. 15 (US$ 0.3). (C) 2010 Elsevier B.V. All rights reserved.

A pulsed field gradient spin echo NMR spectrometer for diffusion coefficient measurements

A pulsed field gradient spin echo NMR spectrometer has been assembled by interfacing a programmable pulse generator and a data acquisition system designed and fabricated in our laboratory with other imported units. Calibration results of the magnetic field gradients are presented.

Change detection and controlling forest information using multi-temporal Landsat TM imagery.

A method was developed for relative radiometric calibration of single multitemporal Landsat TM image, several multitemporal images covering each others, and several multitemporal images covering different geographic locations. The radiometricly calibrated difference images were used for detecting rapid changes on forest stands. The nonparametric Kernel method was applied for change detection. The accuracy of the change detection was estimated by inspecting the image analysis results in field. The change classification was applied for controlling the quality of the continuously updated forest stand information. The aim was to ensure that all the manmade changes and any forest damages were correctly updated including the attribute and stand delineation information. The image analysis results were compared with the registered treatments and the stand information base. The stands with discrepancies between these two information sources were recommended to be field inspected.