How stable are 20th century calibration models? A high-resolution summer temperature reconstruction for the eastern Swiss Alps back to A.D. 1580 derived from proglacial varved sediments

We found a significant positive correlation between local summer air temperature (May-September) and the annual sediment mass accumulation rate (MAR) in Lake Silvaplana (46°N, 9°E, 1800 m a.s.l.) during the twentieth century (r = 0.69, p < 0.001 for decadal smoothed series). Sediment trap data (2001-2005) confirm this relation with exceptionally high particle yields during the hottest summer of the last 140 years in 2003. On this base we developed a decadal-scale summer temperature reconstruction back to AD 1580. Surprisingly, the comparison of our reconstruction with two other independent regional summer temperature reconstructions (based on tree-rings and documentary data) revealed a significant negative correlation for the pre-1900 data (ie, late ‘Little Ice Age’). This demonstrates that the correlation between MAR and summer temperature is not stable in time and the actualistic principle does not apply in this case. We suggest that different climatic regimes (modern/‘Little Ice Age’) lead to changing state conditions in the catchment and thus to considerably different sediment transport mechanisms. Therefore, we calibrated our MAR data with gridded early instrumental temperature series from AD 1760-1880 (r = -0.48, p < 0.01 for decadal smoothed series) to properly reconstruct the late LIA climatic conditions. We found exceptionally low temperatures between AD 1580 and 1610 (0.75°C below twentieth-century mean) and during the late Maunder Minimum from AD 1680 to 1710 (0.5°C below twentieth-century mean). In general, summer temperatures did not experience major negative departures from the twentieth-century mean during the late ‘Little Ice Age’. This compares well with the two existing independent regional reconstructions suggesting that the LIA in the Alps was mainly a phenomenon of the cold season.

Age models and stable isotope ratios from the Mid-Miocene

Mid-Miocene pelagic sedimentary sections can be correlated using intermediate and high resolution oxygen and carbon isotopic records of benthic foraminifera. Precision of a few tens of thousands of years is readily achievable at sites with high sedimentation rates, for example, Deep Sea Drilling Project sites 289 and 574. The mid-Miocene carbon isotope records are characterized by an interval of high d13C values between 17 and 13.5 Ma (the Monterey Excursion of Vincent and Berger 1985) upon which are superimposed a series of periodic or quasi-periodic fluctuations in d13C values. These fluctuations have a period of approximately 440 kyr, suggestive of the 413 kyr cycle predicted by Milankovitch theory. Vincent and Berger proposed that the Monterey Excursion was the result of increased organic carbon burial in continental margins sediments. The increased d13C values (called 13C maxima) superimposed on the generally high mid-Miocene signal coincide with increases in d18O values suggesting that periods of cooling and/or ice buildup were associated with exceptionally rapid burial of organic carbon and lowered atmospheric CO2 levels. It is likely that during the Monterey Excursion the ocean/atmosphere system became progressively more sensitive to small changes in insolation, ultimately leading to major cooling of deep water and expansion of continental ice. We have assigned an absolute chronology, based on biostratigraphic and magneto-biostratigraphic datum levels, to the isotope stratigraphy and have used that chronology to correlate unconformities, seismic reflectors, carbonate minima, and dissolution intervals. Intervals of sediment containing 13C maxima are usually better preserved than the overlying and underlying sediments, indicating that the d13C values of TCO2 in deep water and the corrosiveness of seawater are inversely correlated. This again suggests that the 13C maxima were associated with rapid burial of organic carbon and reduced levels of atmospheric CO2. The absolute chronology we have assigned to the isotopic record indicates that the major mid-Miocene deepwater cooling/ice volume expansion took 2 m.y. and was not abrupt as had been reported previously. The cooling appears abrupt at many sites because the interval is characterized by a number of dissolution intervals. The cooling was not monotonic, and the 2 m.y. interval included an episode of especially rapid cooling as well as a brief return to warmer conditions before the final phase of the cooling period. The increase in d18O values of benthic foraminifera between 14.9 and 12.9 Ma was greatest at deeper water sites and at sites closest to Antarctica. The data suggest that the d18O value of seawater increased by no more than about 1.1 per mil during this interval and that the remainder of the change in benthic d18O values resulted from cooling in Antarctic regions of deepwater formation. Equatorial planktonic foraminifera from sites 237 and 289 exhibit a series of 0.4 per mil steplike increases in d13C values. Only one of these increases in planktonic d13C is correlated with any of the features in the mid-Miocene benthic carbon isotope record.

Age models and stable isotope analysis on sediment core Site 199-1218 from the equatorial Pacific

A 13-million-year continuous record of Oligocene climate from the equatorial Pacific reveals a pronounced "heartbeat" in the global carbon cycle and periodicity of glaciations. This heartbeat consists of 405,000-, 127,000-, and 96,000-year eccentricity cycles and 1.2-million-year obliquity cycles in periodically recurring glacial and carbon cycle events. That climate system response to intricate orbital variations suggests a fundamental interaction of the carbon cycle, solar forcing, and glacial events. Box modeling shows that the interaction of the carbon cycle and solar forcing modulates deep ocean acidity as well as the production and burial of global biomass. The pronounced 405,000-year eccentricity cycle is amplified by the long residence time of carbon in the oceans.

Age models and stable isotope ratios of SO12 and SO35 sediment cores

Based on organic carbon accumulation rates, nine time slices of oceanic export paleoproductivity (Pnew) are presented which depict the variability of Pnew on a global scale through the last 30,000 years and document that the basic distribution patterns did not change through glacial and interglacial times. However, the glacial ocean shows an increased contrast of high- versus low-productivity zones. d13C values of near-surface-dwelling planktonic foraminifera Globigerinoides ruber suggest that the same contrast applies to the glacial nutrient inventories of the ambient surface waters, with a significant glacial transfer of PO4 from low- to high-productivity zones. In this way, glacial Pnew increased by a global average of about 2-4 Gt C/yr and led, via an enhanced CaCO3 dissolution and alkalinity in the deep ocean, to a significant extraction of CO2 from the surface water and the atrnosphere.

Age models and stable isotope record of sediment cores from the Atlantic Ocean

The high-resolution delta18O and delta13C records of benthic foraminifera from a 150,000-year long core from the Caribbean Sea indicate that there was generally high delta13C during glaciations and low delta13C during interglaciations. Due to its 1800-m sill depth, the properties of deep water in the Caribbean Sea are similar to those of middepth tropical Atlantic water. During interglaciations, the water filling the deep Caribbean Sea is an admixture of low delta13C Upper Circumpolar Water (UCPW) and high delta13C Upper North Atlantic Deep Water (UNADW). By contrast, only high delta13C UNADW enters during glaciations. Deep ocean circulation changes can influence atmospheric CO2 levels (Broecker and Takahashi, 1985; Boyle, 1988 doi:10.1029/JC093iC12p15701; Keir, 1988 doi:10.1029/PA003i004p00413; Broecker and Peng, 1989 doi:10.1029/GB003i003p00215). By comparing delta13C records of benthic foraminifera from cores lying in Southern Ocean Water, the Caribbean Sea, and at several other Atlantic Ocean sites, the thermohaline state of the Atlantic Ocean (how close it was to a full glacial or full interglacial configuration) is characterized. A continuum of circulation patterns between the glacial and interglacial extremes appears to have existed in the past. Subtracting the deep Pacific (~mean ocean water) delta13C record from the Caribbean delta13C record yields a record which describes large changes in the Atlantic Ocean thermohaline circulation. The delta13C difference varies as the vertical nutrient distribution changes. This new proxy record bears a striking resemblance to the 150,000-year-long atmospheric CO2 record (Barnola et al., 1987 doi:10.1038/329408a0). This favorable comparison between the new proxy record and the atmospheric CO2 record is consistent with Boyle's (1988a) model that vertical nutrient redistribution has driven large atmospheric CO2 changes in the past. Changes in the relative contribution of NADW and Pacific outflow water to the Southern Ocean are also consistent with Broecker and Peng's (1989) recent model for atmospheric CO2 changes.

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.

Age models and stable isotopes of sediment cores from the northern seas

Oxygen and carbon isotope measurements were carried out on tests of planktic foraminifers N. pachyderma (sin.) from eight sediment cores taken from the eastern Arctic Ocean, the Fram Strait, and the lceland Sea, in order to reconstruct Arctic Ocean and Norwegian-Greenland Sea circulation patterns and ice covers during the last 130,000 years. In addition, the influence of ice, temperature and salinity effects on the isotopic signal was quantified. Isotope measurements on foraminifers from sediment surface samples were used to elucidate the ecology of N. pachyderma (sin.). Changes in the oxygen and carbon isotope composition of N. pachyderma (sin.) from sediment surface samples document the horizontal and vertical changes of water mass boundaries controlled by water temperature and salinity, because N. pachyderma (sin.) shows drastic changes in depth habitats, depending on the water mass properties. It was able to be shown that in the investigated areas a regional and spatial apparent increase of the ice effect occurred. This happened especially during the termination I by direct advection of meltwaters from nearby continents or during the termination and in interglacials by supply of isotopically light water from rivers. A northwardly proceeding overprint of the 'global' ice effect, increasing from the Norwegian-Greenland Sea to the Arctic Ocean, was not able to be demonstrated. By means of a model the influence of temperature and salinity on the global ice volume signal during the last 130,000 years was recorded. In combination with the results of this study, the model was the basis for a reconstruction of the paleoceanographic development of the Arctic Ocean and the Norwegian-Greenland Sea during this time interval. The conception of a relatively thick and permanent sea ice cover in the Nordic Seas during glacial times should be replaced by the model of a seasonally and regionally highly variable ice cover. Only during isotope stage 5e may there have been a local deep water formation in the Fram Strait.

Bayesian estimation in generalized autoregressive conditional heteroskedasticity models

Esta tesis doctoral nace con el propósito de entender, analizar y sobre todo modelizar el comportamiento estadístico de las series financieras. En este sentido, se puede afirmar que los modelos que mejor recogen las especiales características de estas series son los modelos de heterocedasticidad condicionada en tiempo discreto,si los intervalos de tiempo en los que se recogen los datos lo permiten, y en tiempo continuo si tenemos datos diarios o datos intradía. Con esta finalidad, en esta tesis se proponen distintos estimadores bayesianos para la estimación de los parámetros de los modelos GARCH en tiempo discreto (Bollerslev (1986)) y COGARCH en tiempo continuo (Kluppelberg et al. (2004)). En el capítulo 1 se introducen las características de las series financieras y se presentan los modelos ARCH, GARCH y COGARCH, así como sus principales propiedades. Mandelbrot (1963) destacó que las series financieras no presentan estacionariedad y que sus incrementos no presentan autocorrelación, aunque sus cuadrados sí están correlacionados. Señaló también que la volatilidad que presentan no es constante y que aparecen clusters de volatilidad. Observó la falta de normalidad de las series financieras, debida principalmente a su comportamiento leptocúrtico, y también destacó los efectos estacionales que presentan las series, analizando como se ven afectadas por la época del año o el día de la semana. Posteriormente Black (1976) completó la lista de características especiales incluyendo los denominados leverage effects relacionados con como las fluctuaciones positivas y negativas de los precios de los activos afectan a la volatilidad de las series de forma distinta.

Sedimentology, age models and stable isotope ratios of sediment cores from the equatorial Pacific

Based on detailed reconstructions of global distribution patterns, both paleoproductivity and the benthic d13C record of CO2, which is dissolved in the deep ocean, strongly differed between the Last Glacial Maximum and the Holocene. With the onset of Termination I about 15,000 years ago, the new (export) production of low- and mid-latitude upwelling cells started to decline by more than 2-4 Gt carbon/year. This reduction is regarded as a main factor leading to both the simultaneous rise in atmospheric CO2 as recorded in ice cores and, with a slight delay of more than 1000 years, to a large-scale gradual CO2 depletion of the deep ocean by about 650 Gt C. This estimate is based on an average increase in benthic d13C by 0.4-0.5 per mil. The decrease in new production also matches a clear 13C depletion of organic matter, possibly recording an end of extreme nutrient utilization in upwelling cells. As shown by Sarnthein et al., [1987], the productivity reversal appears to be triggered by a rapid reduction in the strength of meridional trades, which in turn was linked via a shrinking extent of sea ice to a massive increase in high-latitude insolation, i.e., to orbital forcing as primary cause.

Dynamical models for computer viruses propagation

Nowadays, digital computer systems and networks are the main engineering tools, being used in planning, design, operation, and control of all sizes of building, transportation, machinery, business, and life maintaining devices. Consequently, computer viruses became one of the most important sources of uncertainty, contributing to decrease the reliability of vital activities. A lot of antivirus programs have been developed, but they are limited to detecting and removing infections, based on previous knowledge of the virus code. In spite of having good adaptation capability, these programs work just as vaccines against diseases and are not able to prevent new infections based on the network state. Here, a trial on modeling computer viruses propagation dynamics relates it to other notable events occurring in the network permitting to establish preventive policies in the network management. Data from three different viruses are collected in the Internet and two different identification techniques, autoregressive and Fourier analyses, are applied showing that it is possible to forecast the dynamics of a new virus propagation by using the data collected from other viruses that formerly infected the network. Copyright (c) 2008 J. R. C. Piqueira and F. B. Cesar. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Merging Resource Availability with Isotope Mixing Models: The Role of Neutral Interaction Assumptions

Background: Bayesian mixing models have allowed for the inclusion of uncertainty and prior information in the analysis of trophic interactions using stable isotopes. Formulating prior distributions is relatively straightforward when incorporating dietary data. However, the use of data that are related, but not directly proportional, to diet (such as prey availability data) is often problematic because such information is not necessarily predictive of diet, and the information required to build a reliable prior distribution for all prey species is often unavailable. Omitting prey availability data impacts the estimation of a predator's diet and introduces the strong assumption of consumer ultrageneralism (where all prey are consumed in equal proportions), particularly when multiple prey have similar isotope values. Methodology: We develop a procedure to incorporate prey availability data into Bayesian mixing models conditional on the similarity of isotope values between two prey. If a pair of prey have similar isotope values (resulting in highly uncertain mixing model results), our model increases the weight of availability data in estimating the contribution of prey to a predator's diet. We test the utility of this method in an intertidal community against independently measured feeding rates. Conclusions: Our results indicate that our weighting procedure increases the accuracy by which consumer diets can be inferred in situations where multiple prey have similar isotope values. This suggests that the exchange of formalism for predictive power is merited, particularly when the relationship between prey availability and a predator's diet cannot be assumed for all species in a system.

Efficient method for obtaining Lep(ob)/Lep(ob)-derived animal models using adipose tissue transplantations

Background: Leptin-deficient mice (Lep(ob)/Lep(ob), also known as ob/ob) are of great importance for studies of obesity, diabetes and other correlated pathologies. Thus, generation of animals carrying the Lep(ob) gene mutation as well as additional genomic modifications has been used to associate genes with metabolic diseases. However, the infertility of Lep(ob)/Lep(ob) mice impairs this kind of breeding experiment. Objective: To propose a new method for production of Lep(ob)/Lep(ob) animals and Lep(ob)/Lep(ob)-derived animal models by restoring the fertility of Lep(ob)/Lep(ob) mice in a stable way through white adipose tissue transplantations. Methods: For this purpose, 1 g of peri-gonadal adipose tissue from lean donors was used in subcutaneous transplantations of Lep(ob)/Lep(ob) animals and a crossing strategy was established to generate Lep(ob)/Lep(ob)-derived mice. Results: The presented method reduced by four times the number of animals used to generate double transgenic models (from about 20 to 5 animals per double mutant produced) and minimized the number of genotyping steps (from 3 to 1 genotyping step, reducing the number of Lep gene genotyping assays from 83 to 6). Conclusion: The application of the adipose transplantation technique drastically improves both the production of Lep(ob)/Lep(ob) animals and the generation of Lep(ob)/Lep(ob)-derived animal models. International Journal of Obesity (2009) 33, 938-944; doi: 10.1038/ijo.2009.95; published online 16 June 2009

Long-range automaton models of earthquakes: Power-law accelerations, correlation evolution, and mode-switching

We introduce a conceptual model for the in-plane physics of an earthquake fault. The model employs cellular automaton techniques to simulate tectonic loading, earthquake rupture, and strain redistribution. The impact of a hypothetical crustal elastodynamic Green's function is approximated by a long-range strain redistribution law with a r(-p) dependance. We investigate the influence of the effective elastodynamic interaction range upon the dynamical behaviour of the model by conducting experiments with different values of the exponent (p). The results indicate that this model has two distinct, stable modes of behaviour. The first mode produces a characteristic earthquake distribution with moderate to large events preceeded by an interval of time in which the rate of energy release accelerates. A correlation function analysis reveals that accelerating sequences are associated with a systematic, global evolution of strain energy correlations within the system. The second stable mode produces Gutenberg-Richter statistics, with near-linear energy release and no significant global correlation evolution. A model with effectively short-range interactions preferentially displays Gutenberg-Richter behaviour. However, models with long-range interactions appear to switch between the characteristic and GR modes. As the range of elastodynamic interactions is increased, characteristic behaviour begins to dominate GR behaviour. These models demonstrate that evolution of strain energy correlations may occur within systems with a fixed elastodynamic interaction range. Supposing that similar mode-switching dynamical behaviour occurs within earthquake faults then intermediate-term forecasting of large earthquakes may be feasible for some earthquakes but not for others, in alignment with certain empirical seismological observations. Further numerical investigation of dynamical models of this type may lead to advances in earthquake forecasting research and theoretical seismology.

Improving accuracy of inflation forecasts using macroeconomic information

This thesis examines the effects of macroeconomic factors on inflation level and volatility in the Euro Area to improve the accuracy of inflation forecasts with econometric modelling. Inflation aggregates for the EU as well as inflation levels of selected countries are analysed, and the difference between these inflation estimates and forecasts are documented. The research proposes alternative models depending on the focus and the scope of inflation forecasts. I find that models with a Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) in mean process have better explanatory power for inflation variance compared to the regular GARCH models. The significant coefficients are different in EU countries in comparison to the aggregate EU-wide forecast of inflation. The presence of more pronounced GARCH components in certain countries with more stressed economies indicates that inflation volatility in these countries are likely to occur as a result of the stressed economy. In addition, other economies in the Euro Area are found to exhibit a relatively stable variance of inflation over time. Therefore, when analysing EU inflation one have to take into consideration the large differences on country level and focus on those one by one.

Exploring the role of O-Mannosylation in the modulation of E-Cadherin function in Gastric Cancer cell line models

Dissertação de mestrado em Bioquímica Aplicada – Biomedicina