Testing for multicointegration in panel data with common factors

The paper addresses the concept of multicointegration in panel data frame- work. The proposal builds upon the panel data cointegration procedures developed in Pedroni (2004), for which we compute the moments of the parametric statistics. When individuals are either cross-section independent or cross-section dependence can be re- moved by cross-section demeaning, our approach can be applied to the wider framework of mixed I(2) and I(1) stochastic processes analysis. The paper also deals with the issue of cross-section dependence using approximate common factor models. Finite sample performance is investigated through Monte Carlo simulations. Finally, we illustrate the use of the procedure investigating inventories, sales and production relationship for a panel of US industries.

Building a Social Accounting Matrix within the ESA95 Framework: Obtaining a Dataset for Applied General Equilibrium Modelling

This research provides a description of the process followed in order to assemble a "Social Accounting Matrix" for Spain corresponding to the year 2000 (SAMSP00). As argued in the paper, this process attempts to reconcile ESA95 conventions with requirements of applied general equilibrium modelling. Particularly, problems related to the level of aggregation of net taxation data, and to the valuation system used for expressing the monetary value of input-output transactions have deserved special attention. Since the adoption of ESA95 conventions, input-output transactions have been preferably valued at basic prices, which impose additional difficulties on modellers interested in computing applied general equilibrium models. This paper addresses these difficulties by developing a procedure that allows SAM-builders to change the valuation system of input-output transactions conveniently. In addition, this procedure produces new data related to net taxation information.

Testing for multicointegration in panel data with common factors

The paper addresses the concept of multicointegration in panel data frame- work. The proposal builds upon the panel data cointegration procedures developed in Pedroni (2004), for which we compute the moments of the parametric statistics. When individuals are either cross-section independent or cross-section dependence can be re- moved by cross-section demeaning, our approach can be applied to the wider framework of mixed I(2) and I(1) stochastic processes analysis. The paper also deals with the issue of cross-section dependence using approximate common factor models. Finite sample performance is investigated through Monte Carlo simulations. Finally, we illustrate the use of the procedure investigating inventories, sales and production relationship for a panel of US industries.

Spatial variability of soil chemical properties after coffee tree removal

Assessing the spatial variability of soil chemical properties has become an important aspect of soil management strategies with a view to higher crop yields with minimal environmental degradation. This study was carried out at the Centro Experimental of the Instituto Agronomico, in Campinas, São Paulo, Brazil. The aim was to characterize the spatial variability of chemical properties of a Rhodic Hapludox on a recently bulldozer-cleaned area after over 30 years of coffee cultivation. Soil samples were collected in a 20 x 20 m grid with 36 sampling points across a 1 ha area in the layers 0.0-0.2 and 0.2-0.4 m to measure the following chemical properties: pH, organic matter, K+, P, Ca2+, Mg2+, potential acidity, NH4-N, and NO3-N. Descriptive statistics were applied to assess the central tendency and dispersion moments. Geostatistical methods were applied to evaluate and to model the spatial variability of variables by calculating semivariograms and kriging interpolation. Spatial dependence patterns defined by spherical model adjusted semivariograms were made for all cited soil properties. Moderate to strong degrees of spatial dependence were found between 31 and 60 m. It was still possible to map soil spatial variability properties in the layers 0-20 cm and 20-40 cm after plant removal with bulldozers.

Diagnostic techniques applied in geostatistics for agricultural data analysis

The structural modeling of spatial dependence, using a geostatistical approach, is an indispensable tool to determine parameters that define this structure, applied on interpolation of values at unsampled points by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations in sampled data. The purpose of this study was to use diagnostic techniques in Gaussian spatial linear models in geostatistics to evaluate the sensitivity of maximum likelihood and restrict maximum likelihood estimators to small perturbations in these data. For this purpose, studies with simulated and experimental data were conducted. Results with simulated data showed that the diagnostic techniques were efficient to identify the perturbation in data. The results with real data indicated that atypical values among the sampled data may have a strong influence on thematic maps, thus changing the spatial dependence structure. The application of diagnostic techniques should be part of any geostatistical analysis, to ensure a better quality of the information from thematic maps.

Soil-applied silicon decreases severity of wheat spot blotch on silicon-deficient soils

Spot bloth caused by Bipolaris sorokiniana is an important wheat desease mainly in hot and humid regions. The aim of this study was to evaluate the response of wheat to different sources and modes of Si application, as related to the severity of wheat spot blotch and plant growth, in two Si-deficient Latosols (Oxisols). An greenhouse experiment was arranged in a 2 x 5 factorial completely randomized design, with eight replications. The treatments consisted of two soils (Yellow Latosol and Red Latosol) and five Si supply modes (no Si application; Si applied as calcium silicate and monosilicic acid to the soil; and Si applied as potassium silicate or monosilicic acid to wheat leaves). No significant differences were observed between the two soils. When Si was applied to the soil, regardless the Si source, the disease incubation period, the shoot dry matter yield and the Si content in leaves were greater. Additionally, the final spot blotch severity was lower and the area under the spot blotch disease progress curve and the leaf insertion angle in the plant were smaller. Results of Si foliar application were similar to those observed in the control plants.

BIO-INSPIRED COMPUTATIONAL TECHNIQUES APPLIED TO THE CLUSTERING AND VISUALIZATION OF SPATIO-TEMPORAL GEOSPATIAL DATA

The coverage and volume of geo-referenced datasets are extensive and incessantly¦growing. The systematic capture of geo-referenced information generates large volumes¦of spatio-temporal data to be analyzed. Clustering and visualization play a key¦role in the exploratory data analysis and the extraction of knowledge embedded in¦these data. However, new challenges in visualization and clustering are posed when¦dealing with the special characteristics of this data. For instance, its complex structures,¦large quantity of samples, variables involved in a temporal context, high dimensionality¦and large variability in cluster shapes.¦The central aim of my thesis is to propose new algorithms and methodologies for¦clustering and visualization, in order to assist the knowledge extraction from spatiotemporal¦geo-referenced data, thus improving making decision processes.¦I present two original algorithms, one for clustering: the Fuzzy Growing Hierarchical¦Self-Organizing Networks (FGHSON), and the second for exploratory visual data analysis:¦the Tree-structured Self-organizing Maps Component Planes. In addition, I present¦methodologies that combined with FGHSON and the Tree-structured SOM Component¦Planes allow the integration of space and time seamlessly and simultaneously in¦order to extract knowledge embedded in a temporal context.¦The originality of the FGHSON lies in its capability to reflect the underlying structure¦of a dataset in a hierarchical fuzzy way. A hierarchical fuzzy representation of¦clusters is crucial when data include complex structures with large variability of cluster¦shapes, variances, densities and number of clusters. The most important characteristics¦of the FGHSON include: (1) It does not require an a-priori setup of the number¦of clusters. (2) The algorithm executes several self-organizing processes in parallel.¦Hence, when dealing with large datasets the processes can be distributed reducing the¦computational cost. (3) Only three parameters are necessary to set up the algorithm.¦In the case of the Tree-structured SOM Component Planes, the novelty of this algorithm¦lies in its ability to create a structure that allows the visual exploratory data analysis¦of large high-dimensional datasets. This algorithm creates a hierarchical structure¦of Self-Organizing Map Component Planes, arranging similar variables' projections in¦the same branches of the tree. Hence, similarities on variables' behavior can be easily¦detected (e.g. local correlations, maximal and minimal values and outliers).¦Both FGHSON and the Tree-structured SOM Component Planes were applied in¦several agroecological problems proving to be very efficient in the exploratory analysis¦and clustering of spatio-temporal datasets.¦In this thesis I also tested three soft competitive learning algorithms. Two of them¦well-known non supervised soft competitive algorithms, namely the Self-Organizing¦Maps (SOMs) and the Growing Hierarchical Self-Organizing Maps (GHSOMs); and the¦third was our original contribution, the FGHSON. Although the algorithms presented¦here have been used in several areas, to my knowledge there is not any work applying¦and comparing the performance of those techniques when dealing with spatiotemporal¦geospatial data, as it is presented in this thesis.¦I propose original methodologies to explore spatio-temporal geo-referenced datasets¦through time. Our approach uses time windows to capture temporal similarities and¦variations by using the FGHSON clustering algorithm. The developed methodologies¦are used in two case studies. In the first, the objective was to find similar agroecozones¦through time and in the second one it was to find similar environmental patterns¦shifted in time.¦Several results presented in this thesis have led to new contributions to agroecological¦knowledge, for instance, in sugar cane, and blackberry production.¦Finally, in the framework of this thesis we developed several software tools: (1)¦a Matlab toolbox that implements the FGHSON algorithm, and (2) a program called¦BIS (Bio-inspired Identification of Similar agroecozones) an interactive graphical user¦interface tool which integrates the FGHSON algorithm with Google Earth in order to¦show zones with similar agroecological characteristics.

Geomodelling of a fluvial system with semi-supervised support vector regression

Fluvial deposits are a challenge for modelling flow in sub-surface reservoirs. Connectivity and continuity of permeable bodies have a major impact on fluid flow in porous media. Contemporary object-based and multipoint statistics methods face a problem of robust representation of connected structures. An alternative approach to model petrophysical properties is based on machine learning algorithm ? Support Vector Regression (SVR). Semi-supervised SVR is able to establish spatial connectivity taking into account the prior knowledge on natural similarities. SVR as a learning algorithm is robust to noise and captures dependencies from all available data. Semi-supervised SVR applied to a synthetic fluvial reservoir demonstrated robust results, which are well matched to the flow performance

Availability of a soluble phosphorus source applied to soil samples with different acidicity levels

Considerations on the interactions of P in the soil-plant system have a long history, but are still topical and not yet satisfactorily understood. One concern is the effect of liming before or after application of soluble sources on the crop yield and efficiency of available P under these conditions. The aim of this study was to evaluate the effect of soil acidity on availability of P from a soluble source, based on plant growth and chemical extractants. Nine soil samples were incubated with a dose of 200 mg kg-1 P in soil with different levels of previously adjusted acidity (pH H2O 4.5; 5.0; 5.5; 6.0 and 6.5) and compared to soils without P application. After 40 days of soil incubation with a P source, each treatment was limed again so that all pH values were adjusted to 6.5 and then sorghum was planted. After the first and second liming the P levels were determined by the extractants Mehlich-1, Bray-1 and Resin, and the fractionated inorganic P forms. In general, the different acidity levels did not influence the P availability measured by plant growth and P uptake at the studied P dose. For some soils however these values increased or decreased according to the initial soil pH (from 4.5 to 6.5). Plant growth, P uptake and P extractable by Mehlich-1 and Bray-1 were significantly correlated, unlike resin-extractable P, at pH values raised to 6.5. These latter correlations were however significant before the second liming. The P contents extracted by Mehlich-1 and Bray-1 were significantly correlated with each other in the entire test range of soil acidity, even after adjusting pH to 6.5, besides depending on the soil buffering capacity for P. Resin was also sensitive to the properties that express the soil buffering capacity for P, but less clearly than Mehlich-1 and Bray-1. The application of triple superphosphate tended to increase the levels of P-Al, P-Fe and P-Ca and the highest P levels extracted by Bray-1 were due to a higher occurrence of P-Al and P-Fe in the soils.

A joint back calculation model for the imputation of the date of HIV infection in a prevalent cohort.

In studies of the natural history of HIV-1 infection, the time scale of primary interest is the time since infection. Unfortunately, this time is very often unknown for HIV infection and using the follow-up time instead of the time since infection is likely to provide biased results because of onset confounding. Laboratory markers such as the CD4 T-cell count carry important information concerning disease progression and can be used to predict the unknown date of infection. Previous work on this topic has made use of only one CD4 measurement or based the imputation on incident patients only. However, because of considerable intrinsic variability in CD4 levels and because incident cases are different from prevalent cases, back calculation based on only one CD4 determination per person or on characteristics of the incident sub-cohort may provide unreliable results. Therefore, we propose a methodology based on the repeated individual CD4 T-cells marker measurements that use both incident and prevalent cases to impute the unknown date of infection. Our approach uses joint modelling of the time since infection, the CD4 time path and the drop-out process. This methodology has been applied to estimate the CD4 slope and impute the unknown date of infection in HIV patients from the Swiss HIV Cohort Study. A procedure based on the comparison of different slope estimates is proposed to assess the goodness of fit of the imputation. Results of simulation studies indicated that the imputation procedure worked well, despite the intrinsic high volatility of the CD4 marker.

Statistics of avalanches in martensitic transformations, II. Modelling

Using a scaling assumption, we propose a phenomenological model aimed to describe the joint probability distribution of two magnitudes A and T characterizing the spatial and temporal scales of a set of avalanches. The model also describes the correlation function of a sequence of such avalanches. As an example we study the joint distribution of amplitudes and durations of the acoustic emission signals observed in martensitic transformations [Vives et al., preceding paper, Phys. Rev. B 52, 12 644 (1995)].

E-learning initiatives in forensic interpretation: report on experiences from current projects and outlook

This paper reports on the purpose, design, methodology and target audience of E-learning courses in forensic interpretation offered by the authors since 2010, including practical experiences made throughout the implementation period of this project. This initiative was motivated by the fact that reporting results of forensic examinations in a logically correct and scientifically rigorous way is a daily challenge for any forensic practitioner. Indeed, interpretation of raw data and communication of findings in both written and oral statements are topics where knowledge and applied skills are needed. Although most forensic scientists hold educational records in traditional sciences, only few actually followed full courses that focussed on interpretation issues. Such courses should include foundational principles and methodology - including elements of forensic statistics - for the evaluation of forensic data in a way that is tailored to meet the needs of the criminal justice system. In order to help bridge this gap, the authors' initiative seeks to offer educational opportunities that allow practitioners to acquire knowledge and competence in the current approaches to the evaluation and interpretation of forensic findings. These cover, among other aspects, probabilistic reasoning (including Bayesian networks and other methods of forensic statistics, tools and software), case pre-assessment, skills in the oral and written communication of uncertainty, and the development of independence and self-confidence to solve practical inference problems. E-learning was chosen as a general format because it helps to form a trans-institutional online-community of practitioners from varying forensic disciplines and workfield experience such as reporting officers, (chief) scientists, forensic coordinators, but also lawyers who all can interact directly from their personal workplaces without consideration of distances, travel expenses or time schedules. In the authors' experience, the proposed learning initiative supports participants in developing their expertise and skills in forensic interpretation, but also offers an opportunity for the associated institutions and the forensic community to reinforce the development of a harmonized view with regard to interpretation across forensic disciplines, laboratories and judicial systems.