Modelos de dispersão para extremos de precipitação. Estudo de caso: o nordeste do Brasil

In this thesis used four different methods in order to diagnose the precipitation extremes on Northeastern Brazil (NEB): Generalized Linear Model s via logistic regression and Poisson, extreme value theory analysis via generalized extre me value (GEV) and generalized Pareto (GPD) distributions and Vectorial Generalized Linea r Models via GEV (MVLG GEV). The logistic regression and Poisson models were used to identify the interactions between the precipitation extremes and other variables based on the odds ratios and relative risks. It was found that the outgoing longwave radiation was the indicator variable for the occurrence of extreme precipitation on eastern, northern and semi arid NEB, and the relative humidity was verified on southern NEB. The GEV and GPD distribut ions (based on the 95th percentile) showed that the location and scale parameters were presented the maximum on the eastern and northern coast NEB, the GEV verified a maximum core on western of Pernambuco influenced by weather systems and topography. The GEV and GPD shape parameter, for most regions the data fitted by Weibull negative an d Beta distributions (ξ < 0) , respectively. The levels and return periods of GEV (GPD) on north ern Maranhão (centerrn of Bahia) may occur at least an extreme precipitation event excee ding over of 160.9 mm /day (192.3 mm / day) on next 30 years. The MVLG GEV model found tha t the zonal and meridional wind components, evaporation and Atlantic and Pacific se a surface temperature boost the precipitation extremes. The GEV parameters show the following results: a) location ( ), the highest value was 88.26 ± 6.42 mm on northern Maran hão; b) scale ( σ ), most regions showed positive values, except on southern of Maranhão; an d c) shape ( ξ ), most of the selected regions were adjusted by the Weibull negative distr ibution ( ξ < 0 ). The southern Maranhão and southern Bahia have greater accuracy. The level period, it was estimated that the centern of Bahia may occur at least an extreme precipitatio n event equal to or exceeding over 571.2 mm/day on next 30 years.

GLODS: Global and Local Optimization using Direct Search

Locating and identifying points as global minimizers is, in general, a hard and time-consuming task. Difficulties increase in the impossibility of using the derivatives of the functions defining the problem. In this work, we propose a new class of methods suited for global derivative-free constrained optimization. Using direct search of directional type, the algorithm alternates between a search step, where potentially good regions are located, and a poll step where the previously located promising regions are explored. This exploitation is made through the launching of several instances of directional direct searches, one in each of the regions of interest. Differently from a simple multistart strategy, direct searches will merge when sufficiently close. The goal is to end with as many direct searches as the number of local minimizers, which would easily allow locating the global extreme value. We describe the algorithmic structure considered, present the corresponding convergence analysis and report numerical results, showing that the proposed method is competitive with currently commonly used global derivative-free optimization solvers.

Dependence of IVIM-DWI estimations on acquisition parameters

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

On the Hill estimator: a comparison of methods

Extreme value theory (EVT) deals with the occurrence of extreme phenomena. The tail index is a very important parameter appearing in the estimation of the probability of rare events. Under a semiparametric framework, inference requires the choice of a number k of upper order statistics to be considered. This is the crux of the matter and there is no definite formula to do it, since a small k leads to high variance and large values of k tend to increase the bias. Several methodologies have emerged in literature, specially concerning the most popular Hill estimator (Hill, 1975). In this work we compare through simulation well-known procedures presented in Drees and Kaufmann (1998), Matthys and Beirlant (2000), Beirlant et al. (2002) and de Sousa and Michailidis (2004), with a heuristic scheme considered in Frahm et al. (2005) within the estimation of a different tail measure but with a similar context. We will see that the new method may be an interesting alternative.

An Investigation of User Costs and Benefits of Winter Road Closures, June 2005

This project explores the user costs and benefits of winter road closures. Severe winter weather makes travel unsafe and dramatically increases crash rates. When conditions become unsafe due to winter weather, road closures should allow users to avoid crash costs and eliminate costs associated with rescuing stranded motorists. Therefore, the benefits of road closures are the avoided safety costs. The costs of road closures are the delays that are imposed on motorists and motor carriers who would have made the trip had the road not been closed. This project investigated the costs and benefits of road closures and found that evaluating the benefits and costs is not as simple as it appears. To better understand the costs and benefits of road closures, the project investigates the literature, conducts interviews with shippers and motor carriers, and conducts case studies of road closures to determine what actually occurred on roadways during closures. The project also estimates a statistical model that relates weather severity to crash rates. Although, the statistical model is intended to illustrate the possibility to quantitatively relate measurable and predictable weather conditions to the safety performance of a roadway. In the future, weather conditions such as snow fall intensity, visibility, etc., can be used to make objective measures of the safety performance of a roadway rather than relying on subjective evaluations of field staff. The review of the literature and the interviews clearly illustrate that not all delays (increased travel time) are valued the same. Expected delays (routine delays) are valued at the generalized costs (value of the driver’s time, fuel, insurance, wear and tear on the vehicle, etc.), but unexpected delays are valued much higher because they result in interruption of synchronous activities at the trip’s destination. To reduce the costs of delays resulting from road closures, public agencies should communicate as early as possible the likelihood of a road closure.

Statistical variation of weld profiles and their expected influence on fatigue strength

The general objective of this study was to conduct astatistical analysis on the variation of the weld profiles and their influence on the fatigue strength of the joint. Weld quality with respect to its fatigue strength is of importance which is the main concept behind this thesis. The intention of this study was to establish the influence of weld geometric parameters on the weld quality and fatigue strength. The effect of local geometrical variations of non-load carrying cruciform fillet welded joint under tensile loading wasstudied in this thesis work. Linear Elastic Fracture Mechanics was used to calculate fatigue strength of the cruciform fillet welded joints in as-welded condition and under cyclic tensile loading, for a range of weld geometries. With extreme value statistical analysis and LEFM, an attempt was made to relate the variation of the cruciform weld profiles such as weld angle and weld toe radius to respective FAT classes.

Innovaation luoman arvon jakautuminen arvoverkostossa

Innovaation kaupallinen menestys ei läheskään aina tuota samassa suhteessa menestystä kyseisen innovaation kehittäjälle. Arvoverkostojen muuttuessa yhä monimutkaisemmiksi on entistä tärkeämpää kyetä tunnistamaan innovaation hyötyjen jakautumisen logiikka, jotta yritykset voivat maksimoida innovaatiosta saatavat hyödyt ja turvata oman asemansa kilpailutilanteessa. Ongelma on viime vuosikymmeninä korostunut, kun yritykset ovat keskittyneet ydintoimintoihinsa ja tuotteen tai palveluksen tuottamiseksi tarvittava yritysverkosto on laajentunut. Myös aineettoman omaisuuden rooli on kasvattanut merkitystään erityisesti teknologiateollisuudessa ja luonut uudentyyppisiä yrityksiä ja liiketoimintamalleja yritysverkostoon. Tämän työn takoituksena on tarkastella kirjallisuudessa tehtyä tutkimusta innovaation hyötyjen jakautumisesta arvoketjussa ja –verkossa. Työssä pyritään tunnistamaan mitkä asiat vaikuttavat innovaation hyötyjen jakautumiseen verkoston eri toimijoiden kesken. Työssä ei pureuduta yksittäistapauksiin vaan käsitellään asioita yleisellä tasolla. Tällä tavoin työ pyrkii kasvattamaan lukijan ymmärrystä arvoketjun ja –verkon sisäisestä dynamiikasta ja siihen vaikuttavista ilmiöistä. Työssä esitellään innovaatiomallit ja arvoketjun käsite lyhyesti sekä tunnistetaan toimialojen siirtyminen arvoketjumaisesta rakenteesta arvoverkkomaiseen. Innovaation hyötyjen jakautumista käsitellään innovaattorin ja arvoketjun alkupään näkökulmasta sekä innovaation loppukäyttäjän näkökulmasta. Johtopäätöksissä on kiteytetty kirjallisuudesta tunnistettu dynamiikka oivallisen analyysin avulla. Tuloksissa on myös todettu aihealueen tutkimuksen olevan arvoketjun näkökulmasta suhteellisen vähäistä lukuunottamatta yksittäisiä casetutkimuksia ja pohdittu hieman syitä siihen.

Stability of Random Sums and Extremes

This study is about the stability of random sums and extremes.The difficulty in finding exact sampling distributions resulted in considerable problems of computing probabilities concerning the sums that involve a large number of terms.Functions of sample observations that are natural interest other than the sum,are the extremes,that is , the minimum and the maximum of the observations.Extreme value distributions also arise in problems like the study of size effect on material strengths,the reliability of parallel and series systems made up of large number of components,record values and assessing the levels of air pollution.It may be noticed that the theories of sums and extremes are mutually connected.For instance,in the search for asymptotic normality of sums ,it is assumed that at least the variance of the population is finite.In such cases the contributions of the extremes to the sum of independent and identically distributed(i.i.d) r.vs is negligible.

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

Provenance, Isolation and Characterisation of Organic Matter in the Cochin Estuarine Sediment-“a Diagenetic Amino Acid Marker Scenario

Cochin estuarine system is among the most productive aquatic environment along the Southwest coast of India, exhibits unique ecological features and possess greater socioeconomic relevance. Serious investigations carried out during the past decades on the hydro biogeochemical variables pointed out variations in the health and ecological functioning of this ecosystem. Characterisation of organic matter in the estuary has been attempted in many investigations. But detailed studies covering the degradation state of organic matter using molecular level approach is not attempted. The thesis entitled Provenance, Isolation and Characterisation of Organic Matter in the Cochin Estuarine Sediment-“ A Diagenetic Amino Acid Marker Scenario” is an integrated approach to evaluate the source, quantity, quality, and degradation state of the organic matter in the surface sediments of Cochin estuarine system with the combined application of bulk and molecular level tools. Sediment and water samples from nine stations situated at Cochin estuary were collected in five seasonal sampling campaigns, for the biogeochemical assessment and their distribution pattern of sedimentary organic matter. The sampling seasons were described and abbreviated as follows: April- 2009 (pre monsoon: PRM09), August-2009 (monsoon: MON09), January-2010 (post monsoon: POM09), April-2010 (pre monsoon: PRM10) and September- 2012 (monsoon: MON12). In order to evaluate the general environmental conditions of the estuary, water samples were analysed for water quality parameters, chlorophyll pigments and nutrients by standard methods. Investigations suggested the fact that hydrographical variables and nutrients in Cochin estuary supports diverse species of flora and fauna. Moreover the sedimentary variables such as pH, Eh, texture, TOC, fractions of nitrogen and phosphorous were determined to assess the general geochemical setting as well as redox status. The periodically fluctuating oxic/ anoxic conditions and texture serve as the most significant variables controlling other variables of the aquatic environment. The organic matter in estuary comprise of a complex mixture of autochthonous as well as allochthonous materials. Autochthonous input is limited or enhanced by the nutrient elements like N and P (in their various fractions), used as a tool to evaluate their bioavailability. Bulk parameter approach like biochemical composition, stoichiometric elemental ratios and stable carbon isotope ratio was also employed to assess the quality and quantity of sedimentary organic matter in the study area. Molecular level charactersation of free sugars and amino acids were carried out by liquid chromatographic techniques. Carbohydrates are the products of primary production and their occurrence in sediments as free sugars can provide information on the estuarine productivity. Amino acid biogeochemistry provided implications on the system productivity, nature of organic matter as well as degradation status of the sedimentary organic matter in the study area. The predominance of carbohydrates over protein indicated faster mineralisation of proteinaceous organic matter in sediments and the estuary behaves as a detrital trap for the accumulation of aged organic matter. The higher lipid content and LPD/CHO ratio pointed towards the better food quality that supports benthic fauna and better accumulation of lipid compounds in the sedimentary environment. Allochthonous addition of carbohydrates via terrestrial run off was responsible for the lower PRT/CHO ratio estimated in thesediments and the lower ratios also denoted a detrital heterotrophic environment. Biopolymeric carbon and the algal contribution to BPC provided important information on the better understanding the trophic state of the estuarine system and the higher values of chlorophyll-a to phaeophytin ratio indicated deposition of phytoplankton to sediment at a rapid rate. The estimated TOC/TN ratios implied the combined input of both terrestrial and autochthonous organic matter to sedimentsAmong the free sugars, depleted levels of glucose in sediments in most of the stations and abundance of mannose at station S5 was observed during the present investigation. Among aldohexoses, concentration of galactose was found to be higher in most of the stationsRelative abundance of AAs in the estuarine sediments based on seasons followed the trend: PRM09-Leucine > Phenylalanine > Argine > Lysine, MON09-Lysine > Aspartic acid > Histidine > Tyrosine > Phenylalanine, POM09-Lysine > Histadine > Phenyalanine > Leucine > Methionine > Serine > Proline > Aspartic acid, PRM10-Valine > Aspartic acid > Histidine > Phenylalanine > Serine > Proline, MON12-Lysine > Phenylalanine > Aspartic acid > Histidine > Valine > Tyrsine > MethionineThe classification of study area into three zones based on salinity was employed in the present study for the sake of simplicity and generalized interpretations. The distribution of AAs in the three zones followed the trend: Fresh water zone (S1, S2):- Phenylalanine > Lysine > Aspartic acid > Methionine > Valine ῀ Leucine > Proline > Histidine > Glycine > Serine > Glutamic acid > Tyrosine > Arginine > Alanine > Threonine > Cysteine > Isoleucine. Estuarine zone (S3, S4, S5, S6):- Lysine > Aspartic acid > Phenylalanine > Leucine > Valine > Histidine > Methionine > Tyrosine > Serine > Glutamic acid > Proline > Glycine > Arginine > Alanine > Isoleucine > Cysteine > Threonine. Riverine /Industrial zone (S7, S8, S9):- Phenylalanine > Lysine > Aspartic acid > Histidine > Serine > Arginine > Tyrosine > Leucine > Methionine > Glutamic acid > Alanine > Glycine > Cysteine > Proline > Isoleucine > Threonine > Valine. The abundance of AAs like glutamic acid, aspartic acid, isoleucine, valine, tyrosine, and phenylalanine in sediments of the study area indicated freshly derived organic matter.

Modelling economic returns to plant variety protection in the UK

This paper attempts an empirical assessment of the incentive effects of plant variety protection regimes in the generation of crop variety innovations. A duration model of plant variety protection certificates is used to infer the private appropriability of returns from agricultural crop variety innovations in the UK over the period 1965-2000. The results suggest that plant variety protection provides only modest appropriability of returns to innovators of agricultural crop varieties. The value distribution of plant variety protection certificates is highly skewed with a large proportion of innovations providing virtually no returns to innovators. Increasing competition from newer varieties appears to have accelerated the turnover of varieties reducing appropriability further. Plant variety protection emerges as a relatively weak instrument of protection.

Future change of precipitation extremes in Europe: intercomparison of scenarios from regional climate mode

An analysis of the climate of precipitation extremes as simulated by six European regional climate models (RCMs) is undertaken in order to describe/quantify future changes and to examine/interpret differences between models. Each model has adopted boundary conditions from the same ensemble of global climate model integrations for present (1961–1990) and future (2071–2100) climate under the Intergovernmental Panel on Climate Change A2 emission scenario. The main diagnostics are multiyear return values of daily precipitation totals estimated from extreme value analysis. An evaluation of the RCMs against observations in the Alpine region shows that model biases for extremes are comparable to or even smaller than those for wet day intensity and mean precipitation. In winter, precipitation extremes tend to increase north of about 45°N, while there is an insignificant change or a decrease to the south. In northern Europe the 20-year return value of future climate corresponds to the 40- to 100-year return value of present climate. There is a good agreement between the RCMs, and the simulated change is similar to a scaling of present-day extremes by the change in average events. In contrast, there are large model differences in summer when RCM formulation contributes significantly to scenario uncertainty. The model differences are well explained by differences in the precipitation frequency and intensity process, but in all models, extremes increase more or decrease less than would be expected from the scaling of present-day extremes. There is evidence for a component of the change that affects extremes specifically and is consistent between models despite the large variation in the total response.

On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis

The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

A new class of survival regression models with heavy-tailed errors: robustness and diagnostics

Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

Statistical bound of genetic solutions to quadratic assignment problems

Quadratic assignment problems (QAPs) are commonly solved by heuristic methods, where the optimum is sought iteratively. Heuristics are known to provide good solutions but the quality of the solutions, i.e., the confidence interval of the solution is unknown. This paper uses statistical optimum estimation techniques (SOETs) to assess the quality of Genetic algorithm solutions for QAPs. We examine the functioning of different SOETs regarding biasness, coverage rate and length of interval, and then we compare the SOET lower bound with deterministic ones. The commonly used deterministic bounds are confined to only a few algorithms. We show that, the Jackknife estimators have better performance than Weibull estimators, and when the number of heuristic solutions is as large as 100, higher order JK-estimators perform better than lower order ones. Compared with the deterministic bounds, the SOET lower bound performs significantly better than most deterministic lower bounds and is comparable with the best deterministic ones.