Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Front dynamics in turbulent media

A study of a stable front propagating in a turbulent medium is presented. The front is generated through a reaction-diffusion equation, and the turbulent medium is statistically modeled using a Langevin equation. Numerical simulations indicate the presence of two different dynamical regimes. These regimes appear when the turbulent flow either wrinkles a still rather sharp propagating interfase or broadens it. Specific dependences of the propagating velocities on stirring intensities appropriate to each case are found and fitted when possible according to theoretically predicted laws. Different turbulent spectra are considered.

Diffusion of passive scalars under stochastic convection

The diffusion of passive scalars convected by turbulent flows is addressed here. A practical procedure to obtain stochastic velocity fields with well¿defined energy spectrum functions is also presented. Analytical results are derived, based on the use of stochastic differential equations, where the basic hypothesis involved refers to a rapidly decaying turbulence. These predictions are favorable compared with direct computer simulations of stochastic differential equations containing multiplicative space¿time correlated noise.

Magnetic structure of Li2CuO2: From ab initio calculations to macroscopic simulations

The magnetic structure of the edge-sharing cuprate compound Li2CuO2 has been investigated with highly correlated ab initio electronic structure calculations. The first- and second-neighbor in-chain magnetic interactions are calculated to be 142 and -22 K, respectively. The ratio between the two parameters is smaller than suggested previously in the literature. The interchain interactions are antiferromagnetic in nature and of the order of a few K only. Monte Carlo simulations using the ab initio parameters to define the spin model Hamiltonian result in a Nel temperature in good agreement with experiment. Spin population analysis situates the magnetic moment on the copper and oxygen ions between the completely localized picture derived from experiment and the more delocalized picture based on local-density calculations.

Modeling storm events to investigate the influence of the stream¿catchment interface zone on stream biogeochemistry

We formulate a new mixing model to explore hydrological and chemical conditions under which the interface between the stream and catchment interface (SCI) influences the release of reactive solutes into stream water during storms. Physically, the SCI corresponds to the hyporheic/riparian sediments. In the new model this interface is coupled through a bidirectional water exchange to the conventional two components mixing model. Simulations show that the influence of the SCI on stream solute dynamics during storms is detectable when the runoff event is dominated by the infiltrated groundwater component that flows through the SCI before entering the stream and when the flux of solutes released from SCI sediments is similar to, or higher than, the solute flux carried by the groundwater. Dissolved organic carbon (DOC) and nitrate data from two small Mediterranean streams obtained during storms are compared to results from simulations using the new model to discern the circumstances under which the SCI is likely to control the dynamics of reactive solutes in streams. The simulations and the comparisons with empirical data suggest that the new mixing model may be especially appropriate for streams in which the periodic, or persistent, abrupt changes in the level of riparian groundwater exert hydrologic control on flux of biologically reactive fluxes between the riparian/hyporheic compartment and the stream water.

Social reciprocity measures based on dyadic discrepancies: Methodological review and software development

This paper examines statistical analysis of social reciprocity at group, dyadic, and individual levels. Given that testing statistical hypotheses regarding social reciprocity can be also of interest, a statistical procedure based on Monte Carlo sampling has been developed and implemented in R in order to allow social researchers to describe groups and make statistical decisions.

Lag-one autocorrelation in short series: Estimation and hypothesis testing

In the first part of the study, nine estimators of the first-order autoregressive parameter are reviewed and a new estimator is proposed. The relationships and discrepancies between the estimators are discussed in order to achieve a clear differentiation. In the second part of the study, the precision in the estimation of autocorrelation is studied. The performance of the ten lag-one autocorrelation estimators is compared in terms of Mean Square Error (combining bias and variance) using data series generated by Monte Carlo simulation. The results show that there is not a single optimal estimator for all conditions, suggesting that the estimator ought to be chosen according to sample size and to the information available of the possible direction of the serial dependence. Additionally, the probability of labelling an actually existing autocorrelation as statistically significant is explored using Monte Carlo sampling. The power estimates obtained are quite similar among the tests associated with the different estimators. These estimates evidence the small probability of detecting autocorrelation in series with less than 20 measurement times.

Choosing among techniques for quantifying single-case intervention effectiveness

If single case experimental designs are to be used to establish guidelines for evidence-based interventions in clinical and educational settings, numerical values that reflect treatment effect sizes are required. The present study compares four recently developed procedures for quantifying the magnitude of intervention effect using data with known characteristics. Monte Carlo methods were used to generate AB designs data with potential confounding variables (serial dependence, linear and curvilinear trend, and heteroscedasticity between phases) and two types of treatment effect (level and slope change). The results suggest that data features are important for choosing the appropriate procedure and, thus, inspecting the graphed data visually is a necessary initial stage. In the presence of serial dependence or a change in data variability, the Nonoverlap of All Pairs (NAP) and the Slope and Level Change (SLC) were the only techniques of the four examined that performed adequately. Introducing a data correction step in NAP renders it unaffected by linear trend, as is also the case for the Percentage of Nonoverlapping Corrected Data and SLC. The performance of these techniques indicates that professionals" judgments concerning treatment effectiveness can be readily complemented by both visual and statistical analyses. A flowchart to guide selection of techniques according to the data characteristics identified by visual inspection is provided.

A semi-grand canonical Monte Carlo simulation model for ion binding to ionizable surfaces: proton binding of carboxylated latex particles as a case study

In this paper, we present a computer simulation study of the ion binding process at an ionizable surface using a semi-grand canonical Monte Carlo method that models the surface as a discrete distribution of charged and neutral functional groups in equilibrium with explicit ions modelled in the context of the primitive model. The parameters of the simulation model were tuned and checked by comparison with experimental titrations of carboxylated latex particles in the presence of different ionic strengths of monovalent ions. The titration of these particles was analysed by calculating the degree of dissociation of the latex functional groups vs. pH curves at different background salt concentrations. As the charge of the titrated surface changes during the simulation, a procedure to keep the electroneutrality of the system is required. Here, two approaches are used with the choice depending on the ion selected to maintain electroneutrality: counterion or coion procedures. We compare and discuss the difference between the procedures. The simulations also provided a microscopic description of the electrostatic double layer (EDL) structure as a function of p H and ionic strength. The results allow us to quantify the effect of the size of the background salt ions and of the surface functional groups on the degree of dissociation. The non-homogeneous structure of the EDL was revealed by plotting the counterion density profiles around charged and neutral surface functional groups.

Mètode Llisterri : Cada alumne és un món i cada món té el seu propi context

L'objecte d'aquest projecte es troba en l'aplicació d'un mètode que, atenent a les característiques individuals dels alumnes de la forma el més acurada possible i des d'una perspectiva constructivista, permeti establir uns horaris d'estudi personalitzats que mostrin a l'estudiant el temps que ha de dedicar a cada assignatura, el seu ordre i la seva durada per sessió.

A statistical procedure for testing social reciprocity at group, dyadic and individual levels

This paper examines statistical analysis of social reciprocity, that is, the balance between addressing and receiving behaviour in social interactions. Specifically, it focuses on the measurement of social reciprocity by means of directionality and skew-symmetry statistics at different levels. Two statistics have been used as overall measures of social reciprocity at group level: the directional consistency and the skew-symmetry statistics. Furthermore, the skew-symmetry statistic allows social researchers to obtain complementary information at dyadic and individual levels. However, having computed these measures, social researchers may be interested in testing statistical hypotheses regarding social reciprocity. For this reason, it has been developed a statistical procedure, based on Monte Carlo sampling, in order to allow social researchers to describe groups and make statistical decisions.

Impacte d'un programa d'activitat física basat en el mètode Klapp i Stretching Global Actiu sobre la postura de persones adultes amb escoliosi idiopàtica

La simetria entre espatlles i l’alçada de les dues crestes ilíaques es perd quan es pateix escoliosi. Aquest empitjorament de la bona postura té conseqüències negatives per a la salut, especialment en el sistema musculoesquelètic. L’objecte principal d’aquest treball és avaluar l’impacte d’un programa d’activitat física basat en la combinació dels mètodes “Klapp” i l’“Stretching Global Actiu” sobre la postura en bipedestació de persones adultes que pateixen escoliosi idiopàtica. L’aplicació d’ambdós mètodes de forma individual no obtenen millores en aquests paràmetres en persones adultes, però en canvi en nens i nenes sí. El treball és un estudi experimental en el qual es va assignar un subjecte al grup intervenció i un subjecte al grup control. El subjecte del grup intervenció va realitzar un programa de 20 sessions de 45 – 60 minuts de treball amb aquests dos mètodes de treball físic. El subjecte del grup control va seguir la seva activitat habitual. Abans i després de la intervenció, es varen mesurar les variables dependents principals i secundaries respectivament. Els resultats obtinguts han revelat una petita millora en la simetria de les espatlles (+0,2 cms.) en el grup intervenció però no en la simetria de l’altura de les crestes ilíaques. El grup control no ha presentat canvis. Per tant, podem dir que és útil utilitzar la combinació dels dos mètodes físics per a millorar la postura en persones adultes que pateixen escoliosi idiopàtica.

Anàlisi d'una experiència basada en el mètode de la recerca del medi i amb el suport de les TIC

Avui en dia les Tecnologies de la Informació i la Comunicació (TIC) s’han convertit en eines d’ús quotidià i alhora invisibles en diversos àmbits de la societat i les escoles no n’estan al marge. No cal ensenyar a fer servir eines tecnològiques, sinó que cal entendre-les com un suport. Recerques recents han demostrat que un bon ús d’aquestes potencien un bon ensenyament i aprenentatge. Al mateix temps, es potencien mètodes globalitzats a les aules que permeten construir coneixements significatius a partir de situacions i problemes. Per això, l’objectiu principal d’aquest estudi consisteix en investigar quins canvis s’observen en la motivació de l’alumnat i quins canvis succeeixen a l’aula en general quan s’usen les TIC com a suport en un mètode globalitzat anomenat la recerca del medi. Per tal de resoldre aquest problema d’investigació es recullen diverses dades d’una intervenció didàctica basada en aquest mètode que es porta a terme en dos cursos de cinquè de Primària. Tal com s’observarà, l’ús de les noves tecnologies en un mètode que permet apropar els infants a la realitat n’augmenta la motivació i promou canvis a l’aula que ajuden i faciliten la tasca del docent i alhora afavoreix un aprenentatge significatiu.

L’Experimentació com a mètode de coneixement a l'escola primària : el cas de l'Arenal de Llevant

Aquest estudi consisteix en l’anàlisi de les practiques educatives que porta a terme una escola pública d’Educació Infantil i Primària, en relació a les estratègies d’ensenyament i aprenentatge de les ciències. Per aquest motiu, es presenta què proposa actualment la recerca educativa sobre l’ensenyament i aprenentatge de les ciències, la qual emfatitza en la necessitat de situar l’infant en el centre del seu procés educatiu, partint del seu coneixement intuïtiu, per tal que pensi, faci i comuniqui d’una manera similar a la que segueix la comunitat científica. Aquesta manera d’entendre l’educació científica és, segons els estudis actuals, condició sine qua non per a que l’alumne desenvolupi la competència científica, és a dir, aprengui ciència, aprenent com funciona la ciència i aprenent sobre la ciència. En base a aquesta teoria, s’han portat a terme observacions directes a diferents cursos, les quals s’han recollit en un diari d’observacions, per tractar d’analitzar com el centre escolar desenvolupa la pràctica educativa de les ciències en el seu dia a dia.