Three-dimensional geological modelling and multivariate statistical analysis of water chemistry data to analyse and visualise aquifer structure and groundwater composition in the Wairau Plain, Marlborough District, New Zealand

Concerns regarding groundwater contamination with nitrate and the long-term sustainability of groundwater resources have prompted the development of a multi-layered three dimensional (3D) geological model to characterise the aquifer geometry of the Wairau Plain, Marlborough District, New Zealand. The 3D geological model which consists of eight litho-stratigraphic units has been subsequently used to synthesise hydrogeological and hydrogeochemical data for different aquifers in an approach that aims to demonstrate how integration of water chemistry data within the physical framework of a 3D geological model can help to better understand and conceptualise groundwater systems in complex geological settings. Multivariate statistical techniques(e.g. Principal Component Analysis and Hierarchical Cluster Analysis) were applied to groundwater chemistry data to identify hydrochemical facies which are characteristic of distinct evolutionary pathways and a common hydrologic history of groundwaters. Principal Component Analysis on hydrochemical data demonstrated that natural water-rock interactions, redox potential and human agricultural impact are the key controls of groundwater quality in the Wairau Plain. Hierarchical Cluster Analysis revealed distinct hydrochemical water quality groups in the Wairau Plain groundwater system. Visualisation of the results of the multivariate statistical analyses and distribution of groundwater nitrate concentrations in the context of aquifer lithology highlighted the link between groundwater chemistry and the lithology of host aquifers. The methodology followed in this study can be applied in a variety of hydrogeological settings to synthesise geological, hydrogeological and hydrochemical data and present them in a format readily understood by a wide range of stakeholders. This enables a more efficient communication of the results of scientific studies to the wider community.

On the efficacy of techniques for evaluating multivariate volatility forecasts

The performance of techniques for evaluating multivariate volatility forecasts are not yet as well understood as their univariate counterparts. This paper aims to evaluate the efficacy of a range of traditional statistical-based methods for multivariate forecast evaluation together with methods based on underlying considerations of economic theory. It is found that a statistical-based method based on likelihood theory and an economic loss function based on portfolio variance are the most effective means of identifying optimal forecasts of conditional covariance matrices.

Accurate stratospheric particle size distributions from two separate flat-plate collection surfaces

Over the past two decades, flat-plate particle collections have revealed the presence of a remarkable variety of both terrestrial and extraterrestrial material in the stratosphere [1-6]. The ratio of terrestrial to extraterrestrial material and the nature of material collected may vary over observable time scales. Variations in particle number density can be important since the earth’s atmospheric radiation balance, and therefore the earth’s climate, can be influenced by articulate absorption and scattering of radiation from the sun and earth [7-9]. In order to assess the number density of solid particles in the stratosphere, we have examined a representative fraction of the so1id particles from two flat-plate collection surfaces, whose collection dates are separated in time by 5 years.

Grain size distributions of Magneli phases and metallic titanium in chondritic porous interplanetary dust particles

A mineralogical survey of chondritic interplanetary dust particles (IDPs)showed that these micrometeorites differ significantly in form and texture from components of carbonaceous chondrites and contain some mineral assemblages which do not occur in any meteorite class1. Models of chondritic IDP mineral evolution generally ignore the typical (ultra-) fine grain size of consituent minerals which range between 0.002-0.1µm in size2. The chondritic porous (CP) subset of chondritic IDPs is probably debris from short period comets although evidence for a cometary origin is still circumstantial3. If CP IDPs represent dust from regions of the Solar System in which comet accretion occurred, it can be argued that pervasive mineralogical evolution of IDP dust has been arrested due to cryogenic storage in comet nuclei. Thus, preservation in CP IDPs of "unusual meteorite minerals", such as oxides of tin, bismuth and titanium4, should not be dismissed casually. These minerals may contain specific information about processes that occurred in regions of the solar nebula, and early Solar System, which spawned the IDP parent bodies such as comets and C, P and D asteroids6. It is not fully appreciated that the apparent disparity between the mineralogy of CP IDPs and carbonaceous chondrite matrix may also be caused by the choice of electron-beam techniques with different analytical resolution. For example, Mg-Si-Fe distributions of Cl matrix obtained by "defocussed beam" microprobe analyses are displaced towards lower Fe-values when using analytical electron microscope (AEM)data which resolve individual mineral grains of various layer silicates and magnetite in the same matrix6,7. In general, "unusual meteorite minerals" in chondritic IDPs, such as metallic titanium, Tin01-n(Magneli phases) and anatase8 add to the mineral data base of fine-grained Solar System materials and provide constraints on processes that occurred in the early Solar System.

A multivariate approach to the identification of surrogate parameters for heavy metals in stormwater

Stormwater is a potential and readily available alternative source for potable water in urban areas. However, its direct use is severely constrained by the presence of toxic pollutants, such as heavy metals (HMs). The presence of HMs in stormwater is of concern because of their chronic toxicity and persistent nature. In addition to human health impacts, metals can contribute to adverse ecosystem health impact on receiving waters. Therefore, the ability to predict the levels of HMs in stormwater is crucial for monitoring stormwater quality and for the design of effective treatment systems. Unfortunately, the current laboratory methods for determining HM concentrations are resource intensive and time consuming. In this paper, applications of multivariate data analysis techniques are presented to identify potential surrogate parameters which can be used to determine HM concentrations in stormwater. Accordingly, partial least squares was applied to identify a suite of physicochemical parameters which can serve as indicators of HMs. Datasets having varied characteristics, such as land use and particle size distribution of solids, were analyzed to validate the efficacy of the influencing parameters. Iron, manganese, total organic carbon, and inorganic carbon were identified as the predominant parameters that correlate with the HM concentrations. The practical extension of the study outcomes to urban stormwater management is also discussed.

Linking three-dimensional geological modelling and multivariate statistical analysis to define groundwater chemistry baseline and identify inter-aquifer connectivity within the Clarence-Moreton Basin, Southeast Queensland, Australia

The Clarence-Moreton Basin (CMB) covers approximately 26000 km2 and is the only sub-basin of the Great Artesian Basin (GAB) in which there is flow to both the south-west and the east, although flow to the south-west is predominant. In many parts of the basin, including catchments of the Bremer, Logan and upper Condamine Rivers in southeast Queensland, the Walloon Coal Measures are under exploration for Coal Seam Gas (CSG). In order to assess spatial variations in groundwater flow and hydrochemistry at a basin-wide scale, a 3D hydrogeological model of the Queensland section of the CMB has been developed using GoCAD modelling software. Prior to any large-scale CSG extraction, it is essential to understand the existing hydrochemical character of the different aquifers and to establish any potential linkage. To effectively use the large amount of water chemistry data existing for assessment of hydrochemical evolution within the different lithostratigraphic units, multivariate statistical techniques were employed.

Accurate stratospheric particle-size distributions from a flat-plate collection surface

The first representative chemical, structural, and morphological analysis of the solid particles from a single collection surface has been performed. This collection surface sampled the stratosphere between 17 and 19km in altitude in the summer of 1981, and therefore before the 1982 eruptions of El Chichón. A particle collection surface was washed free of all particles with rinses of Freon and hexane, and the resulting wash was directed through a series of vertically stacked Nucleopore filters. The size cutoff for the solid particle collection process in the stratosphere is found to be considerably less than 1 μm. The total stratospheric number density of solid particles larger than 1μm in diameter at the collection time is calculated to be about 2.7×10−1 particles per cubic meter, of which approximately 95% are smaller than 5μm in diameter. Previous classification schemes are expanded to explicitly recognize low atomic number material. With the single exception of the calcium-aluminum-silicate (CAS) spheres all solid particle types show a logarithmic increase in number concentration with decreasing diameter. The aluminum-rich particles are unique in showing bimodal size distributions. In addition, spheres constitute only a minor fraction of the aluminum-rich material. About 2/3 of the particles examined were found to be shards of rhyolitic glass. This abundant volcanic material could not be correlated with any eruption plume known to have vented directly to the stratosphere. The micrometeorite number density calculated from this data set is 5×10−2 micrometeorites per cubic meter of air, an order of magnitude greater than the best previous estimate. At the collection altitude, the maximum collision frequency of solid particles >5μm in average diameter is calculated to be 6.91×10−16 collisions per second, which indicates negligible contamination of extraterrestrial particles in the stratosphere by solid anthropogenic particles.

Regression and hypothesis tests for multivariate GNSS state time series

A satellite based observation system can continuously or repeatedly generate a user state vector time series that may contain useful information. One typical example is the collection of International GNSS Services (IGS) station daily and weekly combined solutions. Another example is the epoch-by-epoch kinematic position time series of a receiver derived by a GPS real time kinematic (RTK) technique. Although some multivariate analysis techniques have been adopted to assess the noise characteristics of multivariate state time series, statistic testings are limited to univariate time series. After review of frequently used hypotheses test statistics in univariate analysis of GNSS state time series, the paper presents a number of T-squared multivariate analysis statistics for use in the analysis of multivariate GNSS state time series. These T-squared test statistics have taken the correlation between coordinate components into account, which is neglected in univariate analysis. Numerical analysis was conducted with the multi-year time series of an IGS station to schematically demonstrate the results from the multivariate hypothesis testing in comparison with the univariate hypothesis testing results. The results have demonstrated that, in general, the testing for multivariate mean shifts and outliers tends to reject less data samples than the testing for univariate mean shifts and outliers under the same confidence level. It is noted that neither univariate nor multivariate data analysis methods are intended to replace physical analysis. Instead, these should be treated as complementary statistical methods for a prior or posteriori investigations. Physical analysis is necessary subsequently to refine and interpret the results.

A multivariate approach to bidding strategies

A multivariate approach to bidding strategy is presented in comparison with previous standard approaches. An optimal formulation is derived and a method of parameter estimation proposed. A case study illustrates the derivation of optimal and other strategic mark up values against a single bidder. Concluding remarks concern extensions to multiple competitors differing levels of information, and sensitivity analysis.

The distribution of construction project bids

This paper describes an analysis of construction project bids to determine (a) the global distribution and (b) factors influencing the distribution of bids. The global distribution of bids was found, by using a battery of ll test statistics, to be approximated by a three-parameter log normal distribution. No global spread parameter was found. A multivariate analysis revealed the year of tender to be the major influencing factor. Consideration of the construction order, tender price and output indices lead to the conclusion that distributional spread reflected the degree of difference in pricing policies between bidders and the skewness of the distributions reflected the degree of competition. The paper concludes with a tentative model of the causal relationships between the factors and distributional characteristics involved.

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true transitional density and for nonlinear drift and diffusion functions the approximation is extremely good and is as effective as alternative methods based on likelihood approximations. The estimation procedure generalises to models with latent factors. A conditioning procedure is developed that allows parameter estimation in the absence of proxies.

Remote measurement of diesel locomotive emission factors and particle size distributions

A technique for analysing exhaust emission plumes from unmodified locomotives under real world conditions is described and applied to the task of characterizing plumes from railway trains servicing an Australian shipping port. The method utilizes the simultaneous measurement, downwind of the railway line, of the following pollutants; particle number, PM2.5 mass fraction, SO2, NOx and CO2, with the last of these being used as an indicator of fuel combustion. Emission factors are then derived, in terms of number of particles and mass of pollutant emitted per unit mass of fuel consumed. Particle number size distributions are also presented. The practical advantages of the method are discussed including the capacity to routinely collect emission factor data for passing trains and to thereby build up a comprehensive real world database for a wide range of pollutants. Samples from 56 train movements were collected, analyzed and presented. The quantitative results for emission factors are: EF(N)=(1.7±1)×1016 kg-1, EF(PM2.5)= (1.1±0.5) g·kg-1, EF(NOx)= (28±14) g·kg-1, and EF(SO2 )= (1.4±0.4) g·kg-1. The findings are compared with comparable previously published work. Statistically significant (p<α, α=0.05) correlations within the group of locomotives sampled were found between the emission factors for particle number and both SO2 and NOx.