The specification of vector autoregressive moving average models

In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al. , 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.

Optimal sampling strategy for estimation of spatial genetic structure in tree populations

Fine-scale spatial genetic structure (SGS) in natural tree populations is largely a result of restricted pollen and seed dispersal. Understanding the link between limitations to dispersal in gene vectors and SGS is of key interest to biologists and the availability of highly variable molecular markers has facilitated fine-scale analysis of populations. However, estimation of SGS may depend strongly on the type of genetic marker and sampling strategy (of both loci and individuals). To explore sampling limits, we created a model population with simulated distributions of dominant and codominant alleles, resulting from natural regeneration with restricted gene flow. SGS estimates from subsamples (simulating collection and analysis with amplified fragment length polymorphism (AFLP) and microsatellite markers) were correlated with the 'real' estimate (from the full model population). For both marker types, sampling ranges were evident, with lower limits below which estimation was poorly correlated and upper limits above which sampling became inefficient. Lower limits (correlation of 0.9) were 100 individuals, 10 loci for microsatellites and 150 individuals, 100 loci for AFLPs. Upper limits were 200 individuals, five loci for microsatellites and 200 individuals, 100 loci for AFLPs. The limits indicated by simulation were compared with data sets from real species. Instances where sampling effort had been either insufficient or inefficient were identified. The model results should form practical boundaries for studies aiming to detect SGS. However, greater sample sizes will be required in cases where SGS is weaker than for our simulated population, for example, in species with effective pollen/seed dispersal mechanisms.

Spatial and ontogenetic variation in growth of nursery-bound juvenile lemon sharks, Negaprion brevirostris: a comparison of two age-assigning techniques

We compared growth rates of the lemon shark, Negaprion brevirostris, from Bimini, Bahamas and the Marquesas Keys (MK), Florida using data obtained in a multi-year annual census. We marked new neonate and juvenile sharks with unique electronic identity tags in Bimini and in the MK we tagged neonate and juvenile sharks. Sharks were tagged with tiny, subcutaneous transponders, a type of tagging thought to cause little, if any disruption to normal growth patterns when compared to conventional external tagging. Within the first 2 years of this project, no age data were recorded for sharks caught for the first time in Bimini. Therefore, we applied and tested two methods of age analysis: ( 1) a modified 'minimum convex polygon' method and ( 2) a new age-assigning method, the 'cut-off technique'. The cut-off technique proved to be the more suitable one, enabling us to identify the age of 134 of the 642 previously unknown aged sharks. This maximised the usable growth data included in our analysis. Annual absolute growth rates of juvenile, nursery-bound lemon sharks were almost constant for the two Bimini nurseries and can be best described by a simple linear model ( growth data was only available for age-0 sharks in the MK). Annual absolute growth for age-0 sharks was much greater in the MK than in either the North Sound (NS) and Shark Land (SL) at Bimini. Growth of SL sharks was significantly faster during the first 2 years of life than of the sharks in the NS population. However, in MK, only growth in the first year was considered to be reliably estimated due to low recapture rates. Analyses indicated no significant differences in growth rates between males and females for any area.

Conditional performance evaluation and the relevance of money flows for Australian international equity funds

This paper assesses the importance of fund flows in the performance evaluation of Australian international equity funds. Two concepts of fund flows are considered in the context of a conditional asset pricing model. The first measure is net fund flow relative to fund size and the second is net fund flow relative to sector flows. We find that incorporating a fund flow measure relative to the sector flow results in a reduction of measured perverse market timing. The results indicate that, at the individual fund level, cash flows are relevant in assessing management outcomes.

Matching conditional moments in PDF modelling of nonpremixed combustion

The rate of generation of fluctuations with respect to the scalar values conditioned on the mixture fraction, which significantly affects turbulent nonpremixed combustion processes, is examined. Simulation of the rate in a major mixing model is investigated and the derived equations can assist in selecting the model parameters so that the level of conditional fluctuations is better reproduced by the models. A more general formulation of the multiple mapping conditioning (MMC) model that distinguishes the reference and conditioning variables is suggested. This formulation can be viewed as a methodology of enforcing certain desired conditional properties onto conventional mixing models. Examples of constructing consistent MMC models with dissipation and velocity conditioning as well as of combining MMC with large eddy simulations (LES) are also provided. (c) 2005 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

Analysis of cardiac ventricular wall motion based on a three-dimensional electromechanical biventricular model

This paper describes a biventricular model, which couples the electrical and mechanical properties of the heart, and computer simulations of ventricular wall motion and deformation by means of a biventricular model. In the constructed electromechanical model, the mechanical analysis was based on composite material theory and the finite-element method; the propagation of electrical excitation was simulated using an electrical heart model, and the resulting active forces were used to calculate ventricular wall motion. Regional deformation and Lagrangian strain tensors were calculated during the systole phase. Displacements, minimum principal strains and torsion angle were used to describe the motion of the two ventricles. The simulations showed that during the period of systole, (1) the right ventricular free wall moves towards the septum, and at the same time, the base and middle of the free wall move towards the apex, which reduces the volume of the right ventricle; the minimum principle strain (E3) is largest at the apex, then at the middle of the free wall and its direction is in the approximate direction of the epicardial muscle fibres; (2) the base and middle of the left ventricular free wall move towards the apex and the apex remains almost static; the torsion angle is largest at the apex; the minimum principle strain E3 is largest at the apex and its direction on the surface of the middle wall of the left ventricle is roughly in the fibre orientation. These results are in good accordance with results obtained from MR tagging images reported in the literature. This study suggests that such an electromechanical biventricular model has the potential to be used to assess the mechanical function of the two ventricles, and also could improve the accuracy ECG simulation when it is used in heart torso model-based body surface potential simulation studies.

A multiresolution terrain model for efficient visualization query processing

Multiresolution Triangular Mesh (MTM) models are widely used to improve the performance of large terrain visualization by replacing the original model with a simplified one. MTM models, which consist of both original and simplified data, are commonly stored in spatial database systems due to their size. The relatively slow access speed of disks makes data retrieval the bottleneck of such terrain visualization systems. Existing spatial access methods proposed to address this problem rely on main-memory MTM models, which leads to significant overhead during query processing. In this paper, we approach the problem from a new perspective and propose a novel MTM called direct mesh that is designed specifically for secondary storage. It supports available indexing methods natively and requires no modification to MTM structure. Experiment results, which are based on two real-world data sets, show an average performance improvement of 5-10 times over the existing methods.

Sensitivity of marine-reserve design to the spatial resolution of socioeconomic data

Socioeconomic considerations should have an important place in reserve design, Systematic reserve-selection tools allow simultaneous optimization for ecological objectives while minimizing costs but are seldom used to incorporate socioeconomic costs in the reserve-design process. The sensitivity of this process to biodiversity data resolution has been studied widely but the issue of socioeconomic data resolution has not previously been considered. We therefore designed marine reserves for biodiversity conservation with the constraint of minimizing commercial fishing revenue losses and investigated how economic data resolution affected the results. Incorporating coarse-resolution economic data from official statistics generated reserves that were only marginally less costly to the fishery than those designed with no attempt to minimize economic impacts. An intensive survey yielded fine-resolution data that, when incorporated in the design process, substantially reduced predicted fishery losses. Such an approach could help minimize fisher displacement because the least profitable grounds are selected for the reserve. Other work has shown that low-resolution biodiversity data can lead to underestimation of the conservation value of some sites, and a risk of overlooking the most valuable areas, and we have similarly shown that low-resolution economic data can cause underestimation of the profitability of some sites and a risk of inadvertently including these in the reserve. Detailed socioeconomic data are therefore an essential input for the design of cost-effective reserve networks.

The cost of uniqueness in groundwater model calibration

Calibration of a groundwater model requires that hydraulic properties be estimated throughout a model domain. This generally constitutes an underdetermined inverse problem, for which a Solution can only be found when some kind of regularization device is included in the inversion process. Inclusion of regularization in the calibration process can be implicit, for example through the use of zones of constant parameter value, or explicit, for example through solution of a constrained minimization problem in which parameters are made to respect preferred values, or preferred relationships, to the degree necessary for a unique solution to be obtained. The cost of uniqueness is this: no matter which regularization methodology is employed, the inevitable consequence of its use is a loss of detail in the calibrated field. This, ill turn, can lead to erroneous predictions made by a model that is ostensibly well calibrated. Information made available as a by-product of the regularized inversion process allows the reasons for this loss of detail to be better understood. In particular, it is easily demonstrated that the estimated value for an hydraulic property at any point within a model domain is, in fact, a weighted average of the true hydraulic property over a much larger area. This averaging process causes loss of resolution in the estimated field. Where hydraulic conductivity is the hydraulic property being estimated, high averaging weights exist in areas that are strategically disposed with respect to measurement wells, while other areas may contribute very little to the estimated hydraulic conductivity at any point within the model domain, this possibly making the detection of hydraulic conductivity anomalies in these latter areas almost impossible. A study of the post-calibration parameter field covariance matrix allows further insights into the loss of system detail incurred through the calibration process to be gained. A comparison of pre- and post-calibration parameter covariance matrices shows that the latter often possess a much smaller spectral bandwidth than the former. It is also demonstrated that, as all inevitable consequence of the fact that a calibrated model cannot replicate every detail of the true system, model-to-measurement residuals can show a high degree of spatial correlation, a fact which must be taken into account when assessing these residuals either qualitatively, or quantitatively in the exploration of model predictive uncertainty. These principles are demonstrated using a synthetic case in which spatial parameter definition is based oil pilot points, and calibration is Implemented using both zones of piecewise constancy and constrained minimization regularization. (C) 2005 Elsevier Ltd. All rights reserved.

The displacement and strain field of three-dimensional rheologic model of earthquake preparation

Based on the three-dimensional elastic inclusion model proposed by Dobrovolskii, we developed a rheological inclusion model to study earthquake preparation processes. By using the Corresponding Principle in the theory of rheologic mechanics, we derived the analytic expressions of viscoelastic displacement U(r, t) , V(r, t) and W(r, t), normal strains epsilon(xx) (r, t), epsilon(yy) (r, t) and epsilon(zz) (r, t) and the bulk strain theta (r, t) at an arbitrary point (x, y, z) in three directions of X axis, Y axis and Z axis produced by a three-dimensional inclusion in the semi-infinite rheologic medium defined by the standard linear rheologic model. Subsequent to the spatial-temporal variation of bulk strain being computed on the ground produced by such a spherical rheologic inclusion, interesting results are obtained, suggesting that the bulk strain produced by a hard inclusion change with time according to three stages (alpha, beta, gamma) with different characteristics, similar to that of geodetic deformation observations, but different with the results of a soft inclusion. These theoretical results can be used to explain the characteristics of spatial-temporal evolution, patterns, quadrant-distribution of earthquake precursors, the changeability, spontaneity and complexity of short-term and imminent-term precursors. It offers a theoretical base to build physical models for earthquake precursors and to predict the earthquakes.

The temporal and spatial limits of compensation for fixational eye movements

High-fidelity eye tracking is combined with a perceptual grouping task to provide insight into the likely mechanisms underlying the compensation of retinal image motion caused by movement of the eyes. The experiments describe the covert detection of minute temporal and spatial offsets incorporated into a test stimulus. Analysis of eye motion on individual trials indicates that the temporal offset sensitivity is actually due to motion of the eye inducing artificial spatial offsets in the briefly presented stimuli. The results have strong implications for two popular models of compensation for fixational eye movements, namely efference copy and image-based models. If an efference copy model is assumed, the results place constraints on the spatial accuracy and source of compensation. If an image-based model is assumed then limitations are placed on the integration time window over which motion estimates are calculated. (c) 2006 Elsevier Ltd. All rights reserved.

Type III secretion contact-dependent model for the intracellular development of Chlamydia

The medically significant genus Chlamydia is a class of obligate intracellular bacterial pathogens that replicate within vacuoles in host eukaryotic cells termed inclusions. Chlamydia's developmental cycle involves two forms; an infectious extracellular form, known as an elementary body (EB), and a non-infectious form, known as the reticulate body (RB), that replicates inside the vacuoles of the host cells. The RB surface is covered in projections that are in intimate contact with the inclusion membrane. Late in the developmental cycle, these reticulate bodies differentiate into the elementary body form. In this paper, we present a hypothesis for the modulation of these developmental events involving the contact-dependent type III secretion (TTS) system. TTS surface projections mediate intimate contact between the RB and the inclusion membrane. Below a certain number of projections, detachment of the RB provides a signal for late differentiation of RB into EB. We use data and develop a mathematical model investigating this hypothesis. If the hypothesis proves to be accurate, then we have shown that increasing the number of inclusions per host cell will increase the number of infectious progeny EB until some optimal number of inclusions. For more inclusions than this optimum, the infectious yield is reduced because of spatial restrictions. We also predict that a reduction in the number of projections on the surface of the RB (and as early as possible during development) will significantly reduce the burst size of infectious EB particles. Many of the results predicted by the model can be tested experimentally and may lead to the identification of potential targets for drug design. © Society for Mathematical Biology 2006.

AUSLEM (AUStralian Land Erodibility Model): A tool for identifying wind erosion hazard in Australia

We present AUSLEM (AUStralian Land Erodibility Model), a land erodibility modelling system that utilizes a rule-set of surficial and climatic thresholds applied through a Geographic Information System (GIs) modelling framework to predict landscape susceptibility to wind erosion. AUSLEM is distinctive in that it quantitatively assesses landscape susceptibility to wind erosion at a 5 x 5 km. spatial resolution on a monthly time-step across Australia. The system was implemented for representative wet (1984), dry (1994), and average rainfall (1997) years with corresponding low, high and moderate dust storm day frequencies. Results demonstrate that AUSLEM can identify landscape erodibility, and provide an interpretation of the physical nature and distribution of erodible landscapes in Australia. Further, results offer an assessment of the dynamic tendencies of erodibility in space and time in response to the El Nino Southern Oscillation (ENSO) and seasonal synoptic scale climate variability. A comparative analysis of AUSLEM output with independent national and international wind erosion, atmospheric aerosol and dust event records indicates a high level of model competency. (c) 2006 Elsevier B.V. All rights reserved.

Semantic caching for multiresolution spatial query processing in mobile environments

Spatial data are particularly useful in mobile environments. However, due to the low bandwidth of most wireless networks, developing large spatial database applications becomes a challenging process. In this paper, we provide the first attempt to combine two important techniques, multiresolution spatial data structure and semantic caching, towards efficient spatial query processing in mobile environments. Based on the study of the characteristics of multiresolution spatial data (MSD) and multiresolution spatial query, we propose a new semantic caching model called Multiresolution Semantic Caching (MSC) for caching MSD in mobile environments. MSC enriches the traditional three-category query processing in semantic cache to five categories, thus improving the performance in three ways: 1) a reduction in the amount and complexity of the remainder queries; 2) the redundant transmission of spatial data already residing in a cache is avoided; 3) a provision for satisfactory answers before 100% query results have been transmitted to the client side. Our extensive experiments on a very large and complex real spatial database show that MSC outperforms the traditional semantic caching models significantly

An electrical heart model incorporating real geometry and motion

Abstract—This paper describes an electrical model of the ventricles incorporating real geometry and motion. Cardiac geometry and motion is obtained from segmentations of multipleslice MRI time sequences. A static heart model developed previously is deformed to match the observed geometry using a novel shape registration algorithm. The resulting electrocardiograms and body surface potential maps are compared to a static simulation in the resting heart. These results demonstrate that introducing motion into the cardiac model modifies the ECG during the T wave at peak contraction of the ventricles.