For better or for worse, till the human development index do us part?

This paper describes the results of research intended to explore the volatility inherent in the United Nations Development Programme's (UNDP) Human Development Index (HDI). The HDI is intended to be a simple and transparent device for comparing progress in human development, and is an aggregate of life expectancy, education and GDP per capita. Values of the HDI for each country are presented in the Human Development Reports (HDRs), the first being published in 1990. However, while the methodology is consistent for all countries in each year there are notable differences between years that make temporal comparisons of progress difficult. The paper presents the results of recalculating the HDI for a simplified sample of 114 countries using various methodologies employed by the UNDP. The results are a set of deviations of recalculated HDI ranks compared to the original ranks given in the HDRs. The volatility that can result from such recalculation is shown to be substantial (+/-10-15 ranks), yet reports in the popular press are frequently sensitive to movements of only a few ranks. Such movement can easily be accounted for by changes in the HDI methodology rather than genuine progress in human development. While the HDRs often carry warnings about the inadvisability of such year-on-year comparisons, it is argued that the existence of such a high-profile index and the overt presentation within league tables do encourage such comparison. Assuming that the HDI will be retained as a focal point within the HDRs, then it is suggested that greater focus be upon more meaningful and robust categories of human development (e.g. low, medium and high) rather than league tables where shifts of a few places, perhaps as a result of nothing more than a methodological or data artefact, may be highlighted in the press and by policy makers. (C) 2003 Elsevier Science B.V. All rights reserved.

Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

If stock and stock index futures markets are functioning properly price movements in these markets should best be described by a first order vector error correction model with the error correction term being the price differential between the two markets (the basis). Recent evidence suggests that there are more dynamics present than should be in effectively functioning markets. Using self-exciting threshold autoregressive (SETAR) models, this study analyses whether such dynamics can be related to different regimes within which the basis can fluctuate in a predictable manner without triggering arbitrage. These findings reveal that the basis shows strong evidence of autoregressive behaviour when its value is between the two thresholds but that the extra dynamics disappear once the basis moves above the upper threshold and their persistence is reduced, although not eradicated, once the basis moves below the lower threshold. This suggests that once nonlinearity associated with transactions costs is accounted for, stock and stock index futures markets function more effectively than is suggested by linear models of the pricing relationship.

An infrared desert dust index for the Along-Track Scanning Radiometers

A new aerosol index for the Along-Track Scanning Radiometers (ATSRs) is presented that provides a means to detect desert dust contamination in infrared SST retrievals. The ATSR Saharan dust index (ASDI) utilises only the thermal infrared channels and may therefore be applied consistently to the entire ATSR data record (1991 to present), for both day time and night time observations. The derivation of the ASDI is based on a principal component (PC) analysis (PCA) of two unique pairs of channel brightness temperature differences (BTDs). In 2-D space (i.e. BTD vs BTD), it is found that the loci of data unaffected by aerosol are confined to a single axis of variability. In contrast, the loci of aerosol-contaminated data fall off-axis, shifting in a direction that is approximately orthogonal to the clear-sky axis. The ASDI is therefore defined to be the second PC, where the first PC accounts for the clear-sky variability. The primary ASDI utilises the ATSR nadir and forward-view observations at 11 and 12 μm (ASDI2). A secondary, three-channel nadir-only ASDI (ASDI3) is also defined for situations where data from the forward view are not available. Empirical and theoretical analyses suggest that ASDI is well correlated with aerosol optical depth (AOD: correlation r is typically > 0.7) and provides an effective tool for detecting desert mineral dust. Overall, ASDI2 is found to be more effective than ASDI3, with the latter being sensitive only to very high dust loading. In addition, use of ASDI3 is confined to night time observations as it relies on data from the 3.7 μm channel, which is sensitive to reflected solar radiation. This highlights the benefits of having data from both a nadir- and a forward-view for this particular approach to aerosol detection.

Open solar flux estimates from near-Earth measurements of the interplanetary magnetic field: comparison of the first two perihelion passes of the Ulysses spacecraft

Results from all phases of the orbits of the Ulysses spacecraft have shown that the magnitude of the radial component of the heliospheric field is approximately independent of heliographic latitude. This result allows the use of near- Earth observations to compute the total open flux of the Sun. For example, using satellite observations of the interplanetary magnetic field, the average open solar flux was shown to have risen by 29% between 1963 and 1987 and using the aa geomagnetic index it was found to have doubled during the 20th century. It is therefore important to assess fully the accuracy of the result and to check that it applies to all phases of the solar cycle. The first perihelion pass of the Ulysses spacecraft was close to sunspot minimum, and recent data from the second perihelion pass show that the result also holds at solar maximum. The high level of correlation between the open flux derived from the various methods strongly supports the Ulysses discovery that the radial field component is independent of latitude. We show here that the errors introduced into open solar flux estimates by assuming that the heliospheric field’s radial component is independent of latitude are similar for the two passes and are of order 25% for daily values, falling to 5% for averaging timescales of 27 days or greater. We compare here the results of four methods for estimating the open solar flux with results from the first and second perehelion passes by Ulysses. We find that the errors are lowest (1–5% for averages over the entire perehelion passes lasting near 320 days), for near-Earth methods, based on either interplanetary magnetic field observations or the aa geomagnetic activity index. The corresponding errors for the Solanki et al. (2000) model are of the order of 9–15% and for the PFSS method, based on solar magnetograms, are of the order of 13–47%. The model of Solanki et al. is based on the continuity equation of open flux, and uses the sunspot number to quantify the rate of open flux emergence. It predicts that the average open solar flux has been decreasing since 1987, as Correspondence to: M. Lockwood (m.lockwood@rl.ac.uk) is observed in the variation of all the estimates of the open flux. This decline combines with the solar cycle variation to produce an open flux during the second (sunspot maximum) perihelion pass of Ulysses which is only slightly larger than that during the first (sunspot minimum) perihelion pass.

Soil quality assessment based on carbon stratification index in different olive grove management practices in Mediterranean areas

In Mediterranean areas, conventional tillage increases soil organic matter losses, reduces soil quality, and contributes to climate change due to increased CO2 emissions. CO2 sequestration rates in soil may be enhanced by appropriate agricultural soil management and increasing soil organic matter content. This study analyzes the stratification ratio (SR) index of soil organic carbon (SOC), nitrogen (N) and C:N ratio under different management practices in an olive grove (OG) in Mediterranean areas (Andalusia, southern Spain). Management practices considered in this study are conventional tillage (CT) and no tillage (NT). In the first case, CT treatments included addition of alperujo (A) and olive leaves (L). A control plot with no addition of olive mill waste was considered (CP). In the second case, NT treatments included addition of chipped pruned branches (NT1) and chipped pruned branches and weeds (NT2). The SRs of SOC increased with depth for all treatments. The SR of SOC was always higher in NT compared to CT treatments, with the highest SR of SOC observed under NT2. The SR of N increased with depth in all cases, ranging between 0.89 (L-SR1) and 39.11 (L-SR3 and L-SR4).The SR of C:N ratio was characterized by low values, ranging from 0.08 (L-SR3) to 1.58 (NT1-SR2) and generally showing higher values in SR1 and SR2 compared to those obtained in SR3 and SR4. This study has evaluated several limitations to the SR index such as the fact that it is descriptive but does not analyze the behavior of the variable over time. In addition, basing the assessment of soil quality on a single variable could lead to an oversimplification of the assessment. Some of these limitations were experienced in the assessment of L, where SR1 of SOC was the lowest of the studied soils. In this case, the higher content in the second depth interval compared to the first was caused by the intrinsic characteristics of this soil's formation process rather than by degradation. Despite the limitations obtained SRs demonstrate that NT with the addition of organic material improves soil quality.

Exploiting satellite-based rainfall for weather index insurance: the challenges of spatial and temporal aggregation

Lack of access to insurance exacerbates the impact of climate variability on smallholder famers in Africa. Unlike traditional insurance, which compensates proven agricultural losses, weather index insurance (WII) pays out in the event that a weather index is breached. In principle, WII could be provided to farmers throughout Africa. There are two data-related hurdles to this. First, most farmers do not live close enough to a rain gauge with sufficiently long record of observations. Second, mismatches between weather indices and yield may expose farmers to uncompensated losses, and insurers to unfair payouts – a phenomenon known as basis risk. In essence, basis risk results from complexities in the progression from meteorological drought (rainfall deficit) to agricultural drought (low soil moisture). In this study, we use a land-surface model to describe the transition from meteorological to agricultural drought. We demonstrate that spatial and temporal aggregation of rainfall results in a clearer link with soil moisture, and hence a reduction in basis risk. We then use an advanced statistical method to show how optimal aggregation of satellite-based rainfall estimates can reduce basis risk, enabling remotely sensed data to be utilized robustly for WII.

Effects of Cobalt Chloride in Junctional Epithelium and Reduced Enamel Epithelium of the Rat Maxillary First Molar

Cobalt is one of the main components of cast metal alloys broadly used in dentistry. It is the constituent of 45 to 70% of numerous prosthetic works. There are evidences that metal elements cause systemic and local toxicity. The purpose of the present study was to evaluate the effects of cobalt on the junctional epithelium and reduced enamel epithelium of the first superior molar in rats, during lactation. To do this, 1-day old rats were used, whose mothers received 300mg of cobalt chloride per liter of distilled water in the drinker, during lactation. After 21 days, the rat pups were killed with an anesthetic overdose. The heads were separated, fixed in ""alfac"", decalcified and embedded in paraffin. Frontal sections stained with hematoxylin and eosin were employed. Karyometric methods allowed to estimate the following parameters: biggest, smallest and mean diameters, D/d ratio, perimeter, area, volume, volume/area ratio, eccentricity, form coefficient and contour index. Stereologic methods allow to evaluate: cytoplasm/nucleus ratio, cell and cytoplasm volume, cell number density, external surface/basal membrane ratio, thickness of the epithelial layers and surface density. All the collected data were subjected to statistic analysis by the non-parametric Wilcoxon-Mann-Whitney test. The nuclei of the studied tissues showed smaller values after karyometry for: diameters; perimeter, area, volume and volume/area ratio. Stereologically, it was observed, in the junctional epithelium and in the reduced enamel epithelium, smaller cells with scarce cytoplasm, reflected in the greater number of cells per mm3 of tissue. In this study, cobalt caused epithelial atrophy, indicating a direct action on the junctional and enamel epithelium.

Climate perspective on the large-scale circulation associated with the transition of the first South Atlantic hurricane

The landfall of Cyclone Catarina on the Brazilian coast in March 2004 became known as the first documented hurricane in the South Atlantic Ocean, promoting a new view oil how large-scale features can contribute to tropical transition. The aim of this paper is to put the large-scale circulation associated with Catarina`s transition in climate perspective. This is discussed in the light of a robust pattern of spatial correlations between thermodynamic and dynamic variables of importance for hurricane formation. A discussion on how transition mechanisms respond to the present-day circulation is presented. These associations help in understanding why Catarina was formed in a region previously thought to be hurricane-free. Catarina developed over a large-scale area of thermodynamically favourable air/sea temperature contrast. This aspect explains the paradox that such a rare system developed when the sea surface temperature was slightly below average. But, although thermodynamics played an important role, it is apparent that Catarina would not have formed without the key dynamic interplay triggered by a high latitude blocking. The blocking was associated with an extreme positive phase of the Southern Annular Mode (SAM) both hemispherically and locally, and the nearby area where Catarina developed is found to be more cyclonic during the positive phase of the SAM. A conceptual model is developed and a `South Atlantic index` is introduced as a useful diagnostic of potential conditions leading to tropical transition in the area, where large-scale indices indicate trends towards more favourable atmospheric conditions for tropical cyclone formation. Copyright (c) 2008 Royal Meteorological Society

The electronic and optical properties of sodalite (Na(8)Al(6)Si(6)O(24)Cl(2)) from first principles

This study reports the results of ab initio electronic and optical calculations for pure socialite crystal using the linear augmented plane wave (LAPW) method within density functional theory (DFT). The calculated electronic structure revealed predominantly orbital characters of the valence band and the conduction band, and enabled us to determine the type and the value of the fundamental gap of the compound. The imaginary part of the dielectric tensor, extinction coefficient and refraction index were calculated as functions of the incident radiation wavelength. It is shown that the O 2p states and Na 3s states play the major role in optical transitions as initial and final states, respectively. The absorption spectrum is localized in the ultraviolet range between 40 and 250 nm. Furthermore, we concluded that the material does not absorb radiation in the visible range. (C) 2009 Elsevier Ltd. All rights reserved.

First-principle data-driven models for assessment of motor disorders in Parkinson’s disease

Parkinson’s disease (PD) is an increasing neurological disorder in an aging society. The motor and non-motor symptoms of PD advance with the disease progression and occur in varying frequency and duration. In order to affirm the full extent of a patient’s condition, repeated assessments are necessary to adjust medical prescription. In clinical studies, symptoms are assessed using the unified Parkinson’s disease rating scale (UPDRS). On one hand, the subjective rating using UPDRS relies on clinical expertise. On the other hand, it requires the physical presence of patients in clinics which implies high logistical costs. Another limitation of clinical assessment is that the observation in hospital may not accurately represent a patient’s situation at home. For such reasons, the practical frequency of tracking PD symptoms may under-represent the true time scale of PD fluctuations and may result in an overall inaccurate assessment. Current technologies for at-home PD treatment are based on data-driven approaches for which the interpretation and reproduction of results are problematic.  The overall objective of this thesis is to develop and evaluate unobtrusive computer methods for enabling remote monitoring of patients with PD. It investigates first-principle data-driven model based novel signal and image processing techniques for extraction of clinically useful information from audio recordings of speech (in texts read aloud) and video recordings of gait and finger-tapping motor examinations. The aim is to map between PD symptoms severities estimated using novel computer methods and the clinical ratings based on UPDRS part-III (motor examination). A web-based test battery system consisting of self-assessment of symptoms and motor function tests was previously constructed for a touch screen mobile device. A comprehensive speech framework has been developed for this device to analyze text-dependent running speech by: (1) extracting novel signal features that are able to represent PD deficits in each individual component of the speech system, (2) mapping between clinical ratings and feature estimates of speech symptom severity, and (3) classifying between UPDRS part-III severity levels using speech features and statistical machine learning tools. A novel speech processing method called cepstral separation difference showed stronger ability to classify between speech symptom severities as compared to existing features of PD speech. In the case of finger tapping, the recorded videos of rapid finger tapping examination were processed using a novel computer-vision (CV) algorithm that extracts symptom information from video-based tapping signals using motion analysis of the index-finger which incorporates a face detection module for signal calibration. This algorithm was able to discriminate between UPDRS part III severity levels of finger tapping with high classification rates. Further analysis was performed on novel CV based gait features constructed using a standard human model to discriminate between a healthy gait and a Parkinsonian gait. The findings of this study suggest that the symptom severity levels in PD can be discriminated with high accuracies by involving a combination of first-principle (features) and data-driven (classification) approaches. The processing of audio and video recordings on one hand allows remote monitoring of speech, gait and finger-tapping examinations by the clinical staff. On the other hand, the first-principles approach eases the understanding of symptom estimates for clinicians. We have demonstrated that the selected features of speech, gait and finger tapping were able to discriminate between symptom severity levels, as well as, between healthy controls and PD patients with high classification rates. The findings support suitability of these methods to be used as decision support tools in the context of PD assessment.

The brazilian education quality index (Ideb): measurement and incentives upgrades

The increasing availability of social statistics in Latin America opens new possibilities in terms of accountability and incentive mechanisms for policy makers. This paper addresses these issues within the institutional context of the Brazilian educational system. We build a theoretical model based on the theory of incentives to analyze the role of the recently launched Basic Education Development Index (Ideb) in the provision of incentives at the sub-national level. The first result is to demonstrate that an education target system has the potential to improve the allocation of resources to education through conditional transfers to municipalities and schools. Second, we analyze the local government’s decision about how to allocate its education budget when seeking to accomplish the different objectives contemplated by the index, which involves the interaction between its two components, average proficiency and the passing rate. We discuss as well policy issues concerning the implementation of the synthetic education index in the light of this model arguing that there is room for improving the Ideb’s methodology itself. In addition, we analyze the desirable properties of an ideal education index and we argue in favor of an ex-post relative learning evaluation system for different municipalities (schools) based on the value added across different grades

Modeling and predicting the CBOE market volatility index

This paper performs a thorough statistical examination of the time-series properties of the daily market volatility index (VIX) from the Chicago Board Options Exchange (CBOE). The motivation lies not only on the widespread consensus that the VIX is a barometer of the overall market sentiment as to what concerns investors' risk appetite, but also on the fact that there are many trading strategies that rely on the VIX index for hedging and speculative purposes. Preliminary analysis suggests that the VIX index displays long-range dependence. This is well in line with the strong empirical evidence in the literature supporting long memory in both options-implied and realized variances. We thus resort to both parametric and semiparametric heterogeneous autoregressive (HAR) processes for modeling and forecasting purposes. Our main ndings are as follows. First, we con rm the evidence in the literature that there is a negative relationship between the VIX index and the S&P 500 index return as well as a positive contemporaneous link with the volume of the S&P 500 index. Second, the term spread has a slightly negative long-run impact in the VIX index, when possible multicollinearity and endogeneity are controlled for. Finally, we cannot reject the linearity of the above relationships, neither in sample nor out of sample. As for the latter, we actually show that it is pretty hard to beat the pure HAR process because of the very persistent nature of the VIX index.

Short-term temporal changes of soil carbon losses after tillage described by a first-order decay model

Tillage stimulates soil carbon (C) losses by increasing aeration, changing temperature and moisture conditions, and thus favoring microbial decomposition. In addition, soil aggregate disruption by tillage exposes once protected organic matter to decomposition. We propose a model to explain carbon dioxide (CO2) emission after tillage as a function of the no-till emission plus a correction due to the tillage disturbance. The model assumes that C in the readily decomposable organic matter follows a first-order reaction kinetics equation as: dC(sail)(t)/dt = -kC(soil)(t) and that soil C-CO2 emission is proportional to the C decay rate in soil, where C-soil(t) is the available labile soil C (g m(-2)) at any time (t). Emissions are modeled in terms soil C available to decomposition in the tilled and non-tilled plots, and a relationship is derived between no-till (F-NT) and tilled (F-Gamma) fluxes, which is: F-T = a1F(NT)e(-a2t), where t is time after tillage. Predicted and observed fluxes showed good agreement based on determination coefficient (R-2), index of agreement and model efficiency, with R-2 as high as 0.97. The two parameters included in the model are related to the difference between the decay constant (k factor) of tilled and no-till plots (a(2)) and also to the amount of labile carbon added to the readily decomposable soil organic matter due to tillage (a,). These two parameters were estimated in the model ranging from 1.27 and 2.60 (a(1)) and - 1.52 x 10(-2) and 2.2 x 10(-2) day(-1) (a(2)). The advantage is that temporal variability of tillage-induced emissions can be described by only one analytical function that includes the no-till emission plus an exponential term modulated by tillage and environmentally dependent parameters. (C) 2008 Elsevier B.V. All rights reserved.

Short-term temporal changes of bare soil CO2 fluxes after tillage described by first-order decay models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)