Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis.

The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm

The Taxation of Nonrenewable Natural Resources

We provide an analytical overview of the distortionary eff ects of some common forms of taxes faced by the nonrenewable resources sector of the economy. In the category of taxes meant speci fically to capture the resource rent, we look at a speci c severance tax, an 'ad valorem' severance tax, a profi t tax and a 'lump-sum' tax, with emphasis on their e ffects on the extraction decisions over time and on the initial reserves to be developed. In the category of taxes meant for all sectors of the economy, we look at the corporate income tax and its special provision for the resource sector in the form of a depletion allowance, with emphasis on the eff ects on the intra-industry resource extraction decisions and on the inter-industry allocation of investment.

Processability, hardness, andmagnetic properties of rubber ferrite composites containingmanganese zinc ferrites

Rubber ferrite composites have the unique advantage of mouldability, which is not easily obtainable using ceramic magnetic materials. The incorporation of mixed ferrites in appropriate weight ratios into the rubber matrix not only modi es the dielectric properties of the composite but also imparts magnetic properties to it. Mixed ferrites belonging to the series of Mn(1 – x )Znx Fe2O4 have been synthesised with diVerent values of x in steps of 0·2, using conventional ceramic processing techniques. Rubber ferrite composites were prepared by the incorporation of these pre-characterised polycrystallineMn(1 – x )Znx Fe2O4 ceramics into a natural rubber matrix at diVerent loadings according to a speci c recipe. The processability of these elastomers was determined by investigating their cure characteristics. The magnetic properties of the ceramic llers as well as of the rubber ferrite composites were evaluated and the results were correlated. Studies of the magnetic properties of these rubber ferrite composites indicate that the magnetisation increases with loading of the ller without changing the coercive eld. The hardness of these composites shows a steady increase with the loading of the magnetic llers. The evaluation of hardness andmagnetic characteristics indicates that composites with optimummagnetisation and almost minimum stiVness can be achieved with a maximum loading of 120 phr of the ller at x=0·4. From the data on the magnetisation of the composites, a simple relationship connecting the magnetisation of the rubber ferrite composite and the ller was formulated. This can be used to synthesise rubber ferrite composites with predetermined magnetic properties

Design and Development of Spectral Signature Based Chipless RFID Tags

The main objective of this thesis is to design and develop spectral signature based chipless RFID tags Multiresonators are essential component of spectral signature based chipless tags. To enhance the data coding capacity in spectral signature based tags require large number of resonances in a limited bandwidth. The frequency of the resonators have to be close to each other. To achieve this condition, the quality factor of each resonance needs to be high. The thesis discusses about various types of multiresonators, their practical implementation and how they can be used in design. Encoding of data into spectral domain is another challenge in chipless tag design. Here, the technique used is the presence or absence encoding technique. The presence of a resonance is used to encode Logic 1 and absence of a speci c resonance is used to encode Logic 0. Di erent types of multiresonators such as open stub multiresonators, coupled bunch hairpin resonators and shorted slot ground ring resonator are proposed in this thesis.

Efecto de la glicemia materna en la monitoría electrónica fetal

Introducción: Después del ingreso de la monitoría fetal electrónica como estudio de bienestar fetal, se ha considerado por décadas que un aporte de carbohidratos a la gestante antes de la realización de la monitoría fetal influye en el reporte pero existen estudios que consideran que los niveles de glicemia materna no afecta la variabilidad de la monitoría fetal. Metodología: Se realizó un estudio de corte transversal, para evaluar el efecto de la glicemia materna en la monitoría fetal electrónica comparando los valores de glicemia materna con su resultado, según la categorización del ACOG. Las principales variables fueron las horas de ayuno, valores de glicemia, variabilidad de la monitoría fetal y presencia de aceleraciones. Resultados: Se incluyeron un total de 60 pacientes, que ingresaron al servicio de obstetricia y ginecología del Hospital Universitario Mayor Méderi en el periodo de estudio. No se encontraron diferencias estadísticamente significativas entre los resultados de monitoría fetal y los valores de glicemia materna. Ninguna paciente presentó monitoría categoría III (según categorización de la ACOG). Discusión Se requieren estudios analíticos más amplios para evaluar el papel de la glicemia en el resultado de la monitoría, pero el presente estudio sugiere que no existe relación entre la glicemia materna y el resultado de la monitoría fetal electrónica en la categorización del Colegio Americano De Ginecología Y Obstetricia (ACOG).

De lo micro a lo macro prudencial: Un análisis de la supervisión bancaria desde la econometría espacial

La crisis que se desató en el mercado hipotecario en Estados Unidos en 2008 y que logró propagarse a lo largo de todo sistema financiero, dejó en evidencia el nivel de interconexión que actualmente existe entre las entidades del sector y sus relaciones con el sector productivo, dejando en evidencia la necesidad de identificar y caracterizar el riesgo sistémico inherente al sistema, para que de esta forma las entidades reguladoras busquen una estabilidad tanto individual, como del sistema en general. El presente documento muestra, a través de un modelo que combina el poder informativo de las redes y su adecuación a un modelo espacial auto regresivo (tipo panel), la importancia de incorporar al enfoque micro-prudencial (propuesto en Basilea II), una variable que capture el efecto de estar conectado con otras entidades, realizando así un análisis macro-prudencial (propuesto en Basilea III).

Impacto del Internet en el ingreso laboral: análisis del lugar y manejo del Internet

Este estudio analiza el efecto del uso de Internet sobre el ingreso laboral, eliminado el problema de endogeneidad que existe por motivos de selección. También se analizan los efectos seg un el lugar de acceso y las actividades realizadas en Internet. Para esto se utiliza Propensity Score Matching, tomando información para Colombia entre el año 2009 a 2011. Los resultados muestran que existe un efecto positivo, significativo y heterogéneo entre trabajadores asalariados y cuenta propia, siendo los últimos los más beneficiados. Con respecto al lugar de uso se encuentra un impacto positivo del uso del Internet en el trabajo y/o en el hogar, con una mayor magnitud en el primer sitio de acceso. Para el tema del manejo del Internet, no se encuentra efecto cuando se utiliza en actividades de entretenimiento, pero si cuando se usa en tareas educativas diariamente. Esto siguiere que usar este servicio aumenta la productividad y el capital humano, lo que se transforma en un incremento en los ingresos. Por tanto, se encuentra que el lugar de uso es una señal informativa para el mercado laboral, mientras que el impacto del manejo de esta herramienta depende de la frecuencia con que se realicen las actividades.

Competition in two-sided markets with common network externalities

We study competition in two sided markets with common network externality rather than with the standard inter-group e¤ects. This type of externality occurs when both groups bene t, possibly with di¤erent intensities, from an increase in the size of one group and from a decrease in the size of the other. We explain why common externality is relevant for the health and education sectors. We focus on the symmetric equilibrium and show that when the externality itself satis es an homogeneity condition then platforms pro ts and price structure have some speci c properties. Our results reveal how the rents coming from network externalities are shifted by platforms from one side to other, according to the homogeneity degree. In the speci c but realistic case where the common network externality is homogeneous of degree zero, platform s pro t do not depend on the intensity of the (common) network externality. This is in sharp contrast to conventional results stating that the presence of network externalities in a two-sided market structure increases the intensity of competition when the externality is positive (and decreases it when the externality is negative). Prices are a¤ected but in such a way that platforms only transfer rents from consumers to providers.

Techno-economic modelling and cost functions of CO2 capture processes

The paper presents the techno-economic modelling of CO2 capture process in coal-fired power plants. An overall model is being developed to compare carbon capture and sequestration options at locations within the UK, and for studies of the sensitivity of the cost of disposal to changes in the major parameters of the most promising solutions identified. Technological options of CO2 capture have been studied and cost estimation relationships (CERs) for the chosen options calculated. Created models are related to the capital, operation and maintenance cost. A total annualised cost of plant electricity output and amount of CO2 avoided have been developed. The influence of interest rates and plant life has been analysed as well. The CERs are included as an integral part of the overall model.

Moisture vertical structure, column water vapor, and tropical deep convection

The vertical structure of the relationship between water vapor and precipitation is analyzed in 5 yr of radiosonde and precipitation gauge data from the Nauru Atmospheric Radiation Measurement (ARM) site. The first vertical principal component of specific humidity is very highly correlated with column water vapor (CWV) and has a maximum of both total and fractional variance captured in the lower free troposphere (around 800 hPa). Moisture profiles conditionally averaged on precipitation show a strong association between rainfall and moisture variability in the free troposphere and little boundary layer variability. A sharp pickup in precipitation occurs near a critical value of CWV, confirming satellite-based studies. A lag–lead analysis suggests it is unlikely that the increase in water vapor is just a result of the falling precipitation. To investigate mechanisms for the CWV–precipitation relationship, entraining plume buoyancy is examined in sonde data and simplified cases. For several different mixing schemes, higher CWV results in progressively greater plume buoyancies, particularly in the upper troposphere, indicating conditions favorable for deep convection. All other things being equal, higher values of lower-tropospheric humidity, via entrainment, play a major role in this buoyancy increase. A small but significant increase in subcloud layer moisture with increasing CWV also contributes to buoyancy. Entrainment coefficients inversely proportional to distance from the surface, associated with mass flux increase through a deep lower-tropospheric layer, appear promising. These yield a relatively even weighting through the lower troposphere for the contribution of environmental water vapor to midtropospheric buoyancy, explaining the association of CWV and buoyancy available for deep convection.

Relevance of sampling schemes in light of Ruelle's linear response theory

We reconsider the theory of the linear response of non-equilibrium steady states to perturbations. We �rst show that by using a general functional decomposition for space-time dependent forcings, we can de�ne elementary susceptibilities that allow to construct the response of the system to general perturbations. Starting from the de�nition of SRB measure, we then study the consequence of taking di�erent sampling schemes for analysing the response of the system. We show that only a speci�c choice of the time horizon for evaluating the response of the system to a general time-dependent perturbation allows to obtain the formula �rst presented by Ruelle. We also discuss the special case of periodic perturbations, showing that when they are taken into consideration the sampling can be �ne-tuned to make the de�nition of the correct time horizon immaterial. Finally, we discuss the implications of our results in terms of strategies for analyzing the outputs of numerical experiments by providing a critical review of a formula proposed by Reick.

Soil management in relation to sustainable agriculture and ecosystem services

Requirements for research, practices and policies affecting soil management in relation to global food security are reviewed. Managing soil organic carbon (C) is central because soil organic matter influences numerous soil properties relevant to ecosystem functioning and crop growth. Even small changes in total C content can have disproportionately large impacts on key soil physical properties. Practices to encourage maintenance of soil C are important for ensuring sustainability of all soil functions. Soil is a major store of C within the biosphere – increases or decreases in this large stock can either mitigate or worsen climate change. Deforestation, conversion of grasslands to arable cropping and drainage of wetlands all cause emission of C; policies and international action to minimise these changes are urgently required. Sequestration of C in soil can contribute to climate change mitigation but the real impact of different options is often misunderstood. Some changes in management that are beneficial for soil C, increase emissions of nitrous oxide (a powerful greenhouse gas) thus cancelling the benefit. Research on soil physical processes and their interactions with roots can lead to improved and novel practices to improve crop access to water and nutrients. Increased understanding of root function has implications for selection and breeding of crops to maximise capture of water and nutrients. Roots are also a means of delivering natural plant-produced chemicals into soil with potentially beneficial impacts. These include biocontrol of soil-borne pests and diseases and inhibition of the nitrification process in soil (conversion of ammonium to nitrate) with possible benefits for improved nitrogen use efficiency and decreased nitrous oxide emission. The application of molecular methods to studies of soil organisms, and their interactions with roots, is providing new understanding of soil ecology and the basis for novel practical applications. Policy makers and those concerned with development of management approaches need to keep a watching brief on emerging possibilities from this fast-moving area of science. Nutrient management is a key challenge for global food production: there is an urgent need to increase nutrient availability to crops grown by smallholder farmers in developing countries. Many changes in practices including inter-cropping, inclusion of nitrogen-fixing crops, agroforestry and improved recycling have been clearly demonstrated to be beneficial: facilitating policies and practical strategies are needed to make these widely available, taking account of local economic and social conditions. In the longer term fertilizers will be essential for food security: policies and actions are needed to make these available and affordable to small farmers. In developed regions, and those developing rapidly such as China, strategies and policies to manage more precisely the necessarily large flows of nutrients in ways that minimise environmental damage are essential. A specific issue is to minimise emissions of nitrous oxide whilst ensuring sufficient nitrogen is available for adequate food production. Application of known strategies (through either regulation or education), technological developments, and continued research to improve understanding of basic processes will all play a part. Decreasing soil erosion is essential, both to maintain the soil resource and to minimise downstream damage such as sedimentation of rivers with adverse impacts on fisheries. Practical strategies are well known but often have financial implications for farmers. Examples of systems for paying one group of land users for ecosystem services affecting others exist in several parts of the world and serve as a model.

Vehicle subtype, make and model classification from side profile video

This paper addresses the challenging domain of vehicle classification from pole-mounted roadway cameras, specifically from side-profile views. A new public vehicle dataset is made available consisting of over 10000 side profile images (86 make/model and 9 sub-type classes). 5 state-of-the-art classifiers are applied to the dataset, with the best achieving high classification rates of 98.7% for sub-type and 99.7- 99.9% for make and model recognition, confirming the assertion made that single vehicle side profile images can be used for robust classification.

The multiple team formation problem using sociometry

The Team Formation problem (TFP) has become a well-known problem in the OR literature over the last few years. In this problem, the allocation of multiple individuals that match a required set of skills as a group must be chosen to maximise one or several social positive attributes. Speci�cally, the aim of the current research is two-fold. First, two new dimensions of the TFP are added by considering multiple projects and fractions of people's dedication. This new problem is named the Multiple Team Formation Problem (MTFP). Second, an optimization model consisting in a quadratic objective function, linear constraints and integer variables is proposed for the problem. The optimization model is solved by three algorithms: a Constraint Programming approach provided by a commercial solver, a Local Search heuristic and a Variable Neighbourhood Search metaheuristic. These three algorithms constitute the first attempt to solve the MTFP, being a variable neighbourhood local search metaheuristic the most effi�cient in almost all cases. Applications of this problem commonly appear in real-life situations, particularly with the current and ongoing development of social network analysis. Therefore, this work opens multiple paths for future research.