Estimating and Forecasting the Term Structure of Interest Rates:US and Colombia Analysis

In this paper we use the most representative models that exist in the literature on term structure of interest rates. In particular, we explore affine one factor models and polynomial-type approximations such as Nelson and Siegel. Our empirical application considers monthly data of USA and Colombia for estimation and forecasting. We find that affine models do not provide adequate performance either in-sample or out-of-sample. On the contrary, parsimonious models such as Nelson and Siegel have adequate results in-sample, however out-of-sample they are not able to systematically improve upon random walk base forecast.

Towards closure between measured and modelled UV under clear skies at four diverse sites

The purpose of this work is determine the extent of closure between measurements and models of UV irradiances at diverse sites using state of the art instruments, models, and the best available data as inputs to the models. These include information about aerosol optical depth (unfortunately not extending down as far into the UVB region as desirable because such information is not generally available), ozone column amounts, as well as vertical profiles of temperature. We concentrate on clear-sky irradiances, and report the results in terms of UV Index (UVI)

Label space reduction in GMPLs and All-Optical Label Swapping networks

All-Optical Label Swapping (AOLS) es una tecnología clave para la implementación de nodos de conmutación completamente óptica de paquetes. Sin embargo, el costo de su desarrollo es proporcional al tamaño del espacio de etiquetas (label space). Debido a que los principios de funcionamiento de AOLS son casos particulares de los del MultiProtocol Label Switching (MPLS), esta tesis estudia métodos generales, aplicables a ambos, con el propósito de reducir el espacio de etiquetas tanto como sea posible. Modelos de programación lineal entera y heurísticas son propuestos para el caso en el que se permite apilar una etiqueta extra. Encontramos que cerca del 50% del espacio de etiquetas puede ser reducido, si se permite colocar una etiqueta extra en la pila. Además, particularmente para AOLS, encontramos que se puede reducir el espacio de etiquetas cerca al 25% si se duplica la capacidad de los enlaces y se permite re-encaminar el tráfico.

Collaborative recommender agents based on case-based reasoning and trust

La comunitat científica que treballa en Intel·ligència Artificial (IA) ha dut a terme una gran quantitat de treball en com la IA pot ajudar a les persones a trobar el que volen dins d'Internet. La idea dels sistemes recomanadors ha estat extensament acceptada pels usuaris. La tasca principal d'un sistema recomanador és localitzar ítems, fonts d'informació i persones relacionades amb els interessos i preferències d'una persona o d'un grup de persones. Això comporta la construcció de models d'usuari i l'habilitat d'anticipar i predir les preferències de l'usuari. Aquesta tesi està focalitzada en l'estudi de tècniques d'IA que millorin el rendiment dels sistemes recomanadors. Inicialment, s'ha dut a terme un anàlisis detallat de l'actual estat de l'art en aquest camp. Aquest treball ha estat organitzat en forma de taxonomia on els sistemes recomanadors existents a Internet es classifiquen en 8 dimensions generals. Aquesta taxonomia ens aporta una base de coneixement indispensable pel disseny de la nostra proposta. El raonament basat en casos (CBR) és un paradigma per aprendre i raonar a partir de la experiència adequat per sistemes recomanadors degut als seus fonaments en el raonament humà. Aquesta tesi planteja una nova proposta de CBR aplicat al camp de la recomanació i un mecanisme d'oblit per perfils basats en casos que controla la rellevància i edat de les experiències passades. Els resultats experimentals demostren que aquesta proposta adapta millor els perfils als usuaris i soluciona el problema de la utilitat que pateixen el sistemes basats en CBR. Els sistemes recomanadors milloren espectacularment la qualitat dels resultats quan informació sobre els altres usuaris és utilitzada quan es recomana a un usuari concret. Aquesta tesi proposa l'agentificació dels sistemes recomanadors per tal de treure profit de propietats interessants dels agents com ara la proactivitat, la encapsulació o l'habilitat social. La col·laboració entre agents es realitza a partir del mètode de filtratge basat en la opinió i del mètode col·laboratiu de filtratge a partir de confiança. Els dos mètodes es basen en un model social de confiança que fa que els agents siguin menys vulnerables als altres quan col·laboren. Els resultats experimentals demostren que els agents recomanadors col·laboratius proposats milloren el rendiment del sistema mentre que preserven la privacitat de les dades personals de l'usuari. Finalment, aquesta tesi també proposa un procediment per avaluar sistemes recomanadors que permet la discussió científica dels resultats. Aquesta proposta simula el comportament dels usuaris al llarg del temps basat en perfils d'usuari reals. Esperem que aquesta metodologia d'avaluació contribueixi al progrés d'aquesta àrea de recerca.

Free and Fair? A Challenge for the EU as Georgia and Ukraine gear up for elections. CEPS Commentary, 27 September 2012

In an important test for democracy, Georgia and Ukraine will go to the polls for parliamentary elections on the 1st and 28th of October, respectively. The political leaders of these two Eastern Partnership countries have committed themselves to European values and principles – rhetorically. In reality, the promise of their colour revolutions is unrealised and they have shifted further towards authoritarianism, albeit following different paths in their respective post-revolution periods.

Modeling and Mapping Golden-winged Warbler Abundance to Improve Regional Conservation Strategies

Conservation planning requires identifying pertinent habitat factors and locating geographic locations where land management may improve habitat conditions for high priority species. I derived habitat models and mapped predicted abundance for the Golden-winged Warbler (Vermivora chrysoptera), a species of high conservation concern, using bird counts, environmental variables, and hierarchical models applied at multiple spatial scales. My aim was to understand habitat associations at multiple spatial scales and create a predictive abundance map for purposes of conservation planning for the Golden-winged Warbler. My models indicated a substantial influence of landscape conditions, including strong positive associations with total forest composition within the landscape. However, many of the associations I observed were counter to reported associations at finer spatial extents; for instance, I found Golden-winged Warblers negatively associated with several measures of edge habitat. No single spatial scale dominated, indicating that this species is responding to factors at multiple spatial scales. I found Golden-winged Warbler abundance was negatively related with Blue-winged Warbler (Vermivora cyanoptera) abundance. I also observed a north-south spatial trend suggestive of a regional climate effect that was not previously noted for this species. The map of predicted abundance indicated a large area of concentrated abundance in west-central Wisconsin, with smaller areas of high abundance along the northern periphery of the Prairie Hardwood Transition. This map of predicted abundance compared favorably with independent evaluation data sets and can thus be used to inform regional planning efforts devoted to conserving this species.

A general-method for tracking analysis and its application to meteorological data

Recent interest in the validation of general circulation models (GCMs) has been devoted to objective methods. A small number of authors have used the direct synoptic identification of phenomena together with a statistical analysis to perform the objective comparison between various datasets. This paper describes a general method for performing the synoptic identification of phenomena that can be used for an objective analysis of atmospheric, or oceanographic, datasets obtained from numerical models and remote sensing. Methods usually associated with image processing have been used to segment the scene and to identify suitable feature points to represent the phenomena of interest. This is performed for each time level. A technique from dynamic scene analysis is then used to link the feature points to form trajectories. The method is fully automatic and should be applicable to a wide range of geophysical fields. An example will be shown of results obtained from this method using data obtained from a run of the Universities Global Atmospheric Modelling Project GCM.

Cannabidiol displays antiepileptiform and antiseizure properties in vitro and in vivo

Plant-derived cannabinoids (phytocannabinoids) are compounds with emerging therapeutic potential. Early studies suggested that cannabidiol (CBD) has anticonvulsant properties in animal models and reduced seizure frequency in limited human trials. Here, we examine the anti-epileptiform and anti-seizure potential of CBD using in vitro electrophysiology and an in vivo animal seizure model, respectively. CBD (0.01-100 muM) effects were assessed in vitro using the Mg(2+)-free and 4-aminopyridine (4-AP) models of status epilepticus-like epileptiform activity in hippocampal brain slices via multi-electrode array (MEA) recordings. In the Mg(2+)-free model, CBD decreased epileptiform local field potential (LFP) burst amplitude (in CA1 and dentate gyrus (DG) regions) and burst duration (in all regions) and increased burst frequency (in all regions). In the 4-AP model, CBD decreased LFP burst amplitude (in CA1, only at 100 muM CBD), burst duration (in CA3 and DG), and burst frequency (in all regions). CBD (1, 10 and 100 mg/kg) effects were also examined in vivo using the pentylenetetrazole (PTZ) model of generalised seizures. CBD (100 mg/kg) exerted clear anticonvulsant effects with significant decreases in incidence of severe seizures and mortality in comparison to vehicle-treated animals. Finally, CBD acted with only low affinity at cannabinoid CB(1) receptors and displayed no agonist activity in [(35)S]GTPgammaS assays in cortical membranes. These findings suggest that CBD acts to inhibit epileptiform activity in vitro and seizure severity in vivo. Thus, we demonstrate the potential of CBD as a novel anti-epileptic drug (AED) in the unmet clinical need associated with generalised seizures.

Understanding the processes governing climate variability and change, climate predictability and the probability of extreme events

The purpose of Research Theme 4 (RT4) was to advance understanding of the basic science issues at the heart of the ENSEMBLES project, focusing on the key processes that govern climate variability and change, and that determine the predictability of climate. Particular attention was given to understanding linear and non-linear feedbacks that may lead to climate surprises,and to understanding the factors that govern the probability of extreme events. Improved understanding of these issues will contribute significantly to the quantification and reduction of uncertainty in seasonal to decadal predictions and projections of climate change. RT4 exploited the ENSEMBLES integrations (stream 1) performed in RT2A as well as undertaking its own experimentation to explore key processes within the climate system. It was working at the cutting edge of problems related to climate feedbacks, the interaction between climate variability and climate change � especially how climate change pertains to extreme events, and the predictability of the climate system on a range of time-scales. The statisticalmethodologies developed for extreme event analysis are new and state-of-the-art. The RT4-coordinated experiments, which have been conducted with six different atmospheric GCMs forced by common timeinvariant sea surface temperature (SST) and sea-ice fields (removing some sources of inter-model variability), are designed to help to understand model uncertainty (rather than scenario or initial condition uncertainty) in predictions of the response to greenhouse-gas-induced warming. RT4 links strongly with RT5 on the evaluation of the ENSEMBLES prediction system and feeds back its results to RT1 to guide improvements in the Earth system models and, through its research on predictability, to steer the development of methods for initialising the ensembles

A new set of orthogonal patterns in weather and climate: Optimally interpolated patterns.

A new spectral-based approach is presented to find orthogonal patterns from gridded weather/climate data. The method is based on optimizing the interpolation error variance. The optimally interpolated patterns (OIP) are then given by the eigenvectors of the interpolation error covariance matrix, obtained using the cross-spectral matrix. The formulation of the approach is presented, and the application to low-dimension stochastic toy models and to various reanalyses datasets is performed. In particular, it is found that the lowest-frequency patterns correspond to largest eigenvalues, that is, variances, of the interpolation error matrix. The approach has been applied to the Northern Hemispheric (NH) and tropical sea level pressure (SLP) and to the Indian Ocean sea surface temperature (SST). Two main OIP patterns are found for the NH SLP representing respectively the North Atlantic Oscillation and the North Pacific pattern. The leading tropical SLP OIP represents the Southern Oscillation. For the Indian Ocean SST, the leading OIP pattern shows a tripole-like structure having one sign over the eastern and north- and southwestern parts and an opposite sign in the remaining parts of the basin. The pattern is also found to have a high lagged correlation with the Niño-3 index with 6-months lag.

Velocities of compressional and shear waves in limestones

Carbonate rocks are important hydrocarbon reservoir rocks with complex textures and petrophysical properties (porosity and permeability) mainly resulting from various diagenetic processes (compaction, dissolution, precipitation, cementation, etc.). These complexities make prediction of reservoir characteristics (e.g. porosity and permeability) from their seismic properties very difficult. To explore the relationship between the seismic, petrophysical and geological properties, ultrasonic compressional- and shear-wave velocity measurements were made under a simulated in situ condition of pressure (50 MPa hydrostatic effective pressure) at frequencies of approximately 0.85 MHz and 0.7 MHz, respectively, using a pulse-echo method. The measurements were made both in vacuum-dry and fully saturated conditions in oolitic limestones of the Great Oolite Formation of southern England. Some of the rocks were fully saturated with oil. The acoustic measurements were supplemented by porosity and permeability measurements, petrological and pore geometry studies of resin-impregnated polished thin sections, X-ray diffraction analyses and scanning electron microscope studies to investigate submicroscopic textures and micropores. It is shown that the compressional- and shear-wave velocities (V-p and V-s, respectively) decrease with increasing porosity and that V-p decreases approximately twice as fast as V-s. The systematic differences in pore structures (e.g. the aspect ratio) of the limestones produce large residuals in the velocity versus porosity relationship. It is demonstrated that the velocity versus porosity relationship can be improved by removing the pore-structure-dependent variations from the residuals. The introduction of water into the pore space decreases the shear moduli of the rocks by about 2 GPa, suggesting that there exists a fluid/matrix interaction at grain contacts, which reduces the rigidity. The predicted Biot-Gassmann velocity values are greater than the measured velocity values due to the rock-fluid interaction. This is not accounted for in the Biot-Gassmann velocity models and velocity dispersion due to a local flow mechanism. The velocities predicted by the Raymer and time-average relationships overestimated the measured velocities even more than the Biot model.

The role of atmosphere feedbacks during ENSO in the CMIP3 models

Several studies using ocean-atmosphere GCMs suggest that the atmospheric component plays a dominant role in the modelled ENSO. To help elucidate these findings, the two main atmosphere feedbacks relevant to ENSO, the Bjerknes positive feedback (µ) and the heat flux negative feedback (), are analysed here in 12 coupled GCMs. We find that the models generally underestimate both feedbacks, leading to an error compensation. The strength of is inversely related to the ENSO amplitude in the models and the latent heat and shortwave flux components of this feedback dominate. Furthermore, the shortwave component could help explain the model diversity in both overall and ENSO amplitude.

Observational constraints on past attributable warming and predictions of future global warming

This paper investigates the impact of aerosol forcing uncertainty on the robustness of estimates of the twentieth-century warming attributable to anthropogenic greenhouse gas emissions. Attribution analyses on three coupled climate models with very different sensitivities and aerosol forcing are carried out. The Third Hadley Centre Coupled Ocean - Atmosphere GCM (HadCM3), Parallel Climate Model (PCM), and GFDL R30 models all provide good simulations of twentieth-century global mean temperature changes when they include both anthropogenic and natural forcings. Such good agreement could result from a fortuitous cancellation of errors, for example, by balancing too much ( or too little) greenhouse warming by too much ( or too little) aerosol cooling. Despite a very large uncertainty for estimates of the possible range of sulfate aerosol forcing obtained from measurement campaigns, results show that the spatial and temporal nature of observed twentieth-century temperature change constrains the component of past warming attributable to anthropogenic greenhouse gases to be significantly greater ( at the 5% level) than the observed warming over the twentieth century. The cooling effects of aerosols are detected in all three models. Both spatial and temporal aspects of observed temperature change are responsible for constraining the relative roles of greenhouse warming and sulfate cooling over the twentieth century. This is because there are distinctive temporal structures in differential warming rates between the hemispheres, between land and ocean, and between mid- and low latitudes. As a result, consistent estimates of warming attributable to greenhouse gas emissions are obtained from all three models, and predictions are relatively robust to the use of more or less sensitive models. The transient climate response following a 1% yr(-1) increase in CO2 is estimated to lie between 2.2 and 4 K century(-1) (5-95 percentiles).

Radiative forcing since preindustrial times due to ozone change in the troposphere and the lower stratosphere

Changes in atmospheric ozone have occurred since the preindustrial era as a result of increasing anthropogenic emissions. Within ACCENT, a European Network of Excellence, ozone changes between 1850 and 2000 are assessed for the troposphere and the lower stratosphere ( up to 30 km) by a variety of seven chemistry-climate models and three chemical transport models. The modeled ozone changes are taken as input for detailed calculations of radiative forcing. When only changes in chemistry are considered ( constant climate) the modeled global-mean tropospheric ozone column increase since preindustrial times ranges from 7.9 DU to 13.8 DU among the ten participating models, while the stratospheric column reduction lies between 14.1 DU and 28.6 DU in the models considering stratospheric chemistry. The resulting radiative forcing is strongly dependent on the location and altitude of the modeled ozone change and varies between 0.25 Wm(-2) and 0.45 Wm(-2) due to ozone change in the troposphere and - 0.123 Wm(-2) and + 0.066 Wm(-2) due to the stratospheric ozone change. Changes in ozone and other greenhouse gases since preindustrial times have altered climate. Six out of the ten participating models have performed an additional calculation taking into account both chemical and climate change. In most models the isolated effect of climate change is an enhancement of the tropospheric ozone column increase, while the stratospheric reduction becomes slightly less severe. In the three climate-chemistry models with detailed tropospheric and stratospheric chemistry the inclusion of climate change increases the resulting radiative forcing due to tropospheric ozone change by up to 0.10 Wm(-2), while the radiative forcing due to stratospheric ozone change is reduced by up to 0.034 Wm(-2). Considering tropospheric and stratospheric change combined, the total ozone column change is negative while the resulting net radiative forcing is positive.

Direct radiative effect of aerosols emitted by transport from road, shipping and aviation

Aerosols and their precursors are emitted abundantly by transport activities. Transportation constitutes one of the fastest growing activities and its growth is predicted to increase significantly in the future. Previous studies have estimated the aerosol direct radiative forcing from one transport sub-sector, but only one study to our knowledge estimated the range of radiative forcing from the main aerosol components (sulphate, black carbon (BC) and organic carbon) for the whole transportation sector. In this study, we compare results from two different chemical transport models and three radiation codes under different hypothesis of mixing: internal and external mixing using emission inventories for the year 2000. The main results from this study consist of a positive direct radiative forcing for aerosols emitted by road traffic of +20±11 mW m−2 for an externally mixed aerosol, and of +32±13 mW m−2 when BC is internally mixed. These direct radiative forcings are much higher than the previously published estimate of +3±11 mW m−2. For transport activities from shipping, the net direct aerosol radiative forcing is negative. This forcing is dominated by the contribution of the sulphate. For both an external and an internal mixture, the radiative forcing from shipping is estimated at −26±4 mW m−2. These estimates are in very good agreement with the range of a previously published one (from −46 to −13 mW m−2) but with a much narrower range. By contrast, the direct aerosol forcing from aviation is estimated to be small, and in the range −0.9 to +0.3 mW m−2.