Spectrum of 100-kyr glacial cycle: Orbital inclination, not eccentricity

Spectral analysis of climate data shows a strong narrow peak with period ≈100 kyr, attributed by the Milankovitch theory to changes in the eccentricity of the earth’s orbit. The narrowness of the peak does suggest an astronomical origin; however the shape of the peak is incompatible with both linear and nonlinear models that attribute the cycle to eccentricity or (equivalently) to the envelope of the precession. In contrast, the orbital inclination parameter gives a good match to both the spectrum and bispectrum of the climate data. Extraterrestrial accretion from meteoroids or interplanetary dust is proposed as a mechanism that could link inclination to climate, and experimental tests are described that could prove or disprove this hypothesis.

Modelos não lineares resultantes da soma de regressões lineares ponderadas por funções distribuição acumulada

Os controladores eletrônicos de pulverização visam minimizar a variação das taxas de insumos aplicadas no campo. Eles fazem parte de um sistema de controle, e permitem a compensação da variação de velocidade de deslocamento do pulverizador durante a operação. Há vários tipos de controladores eletrônicos de pulverização disponíveis no mercado e uma das formas de selecionar qual o mais eficiente nas mesmas condições, ou seja, em um mesmo sistema de controle, é quantificar o tempo de resposta do sistema para cada controlador específico. O objetivo desse trabalho foi estimar os tempos de resposta para mudanças de velocidade de um sistema eletrônico de pulverização via modelos de regressão não lineares, estes, resultantes da soma de regressões lineares ponderadas por funções distribuição acumulada. Os dados foram obtidos no Laboratório de Tecnologia de Aplicação, localizado no Departamento de Engenharia de Biossistemas da Escola Superior de Agricultura \"Luiz de Queiroz\", Universidade de São Paulo, no município de Piracicaba, São Paulo, Brasil. Os modelos utilizados foram o logístico e de Gompertz, que resultam de uma soma ponderada de duas regressões lineares constantes com peso dado pela função distribuição acumulada logística e Gumbell, respectivamente. Reparametrizações foram propostas para inclusão do tempo de resposta do sistema de controle nos modelos, com o objetivo de melhorar a interpretação e inferência estatística dos mesmos. Foi proposto também um modelo de regressão não linear difásico que resulta da soma ponderada de regressões lineares constantes com peso dado pela função distribuição acumulada Cauchy seno hiperbólico exponencial. Um estudo de simulação foi feito, utilizando a metodologia de Monte Carlo, para avaliar as estimativas de máxima verossimilhança dos parâmetros do modelo.

Identification of MIMO Hammerstein systems using cardinal spline functions

A new approach to identify multivariable Hammerstein systems is proposed in this paper. By using cardinal cubic spline functions to model the static nonlinearities, the proposed method is effective in modelling processes with hard and/or coupled nonlinearities. With an appropriate transformation, the nonlinear models are parameterized such that the nonlinear identification problem is converted into a linear one. The persistently exciting condition for the transformed input is derived to ensure the estimates are consistent with the true system. A simulation study is performed to demonstrate the effectiveness of the proposed method compared with the existing approaches based on polynomials. (C) 2006 Elsevier Ltd. All rights reserved.

Essays on international macroeconomics and conflict analysis

This dissertation addressed two broad problems in international macroeconomics and conflict analysis. The first problem in the first chapter looked at the behavior of exchange rate and its interaction with industry-level tradable goods prices for three countries, USA, UK and Japan. This question has important monetary policy implications. Here, I computed to what extent changes in exchange rate affected prices of consumer, producer, and export goods. I also studied the timing of these changes in these prices. My results, based on thirty-four industrial prices for USA, UK and Japan, supported the view that changes in exchange rates significantly affect prices of industrial and consumer goods. It also provided an insight to the underlying economic process that led to changes in relative prices. ^ In the second chapter, I explored the predictability of future inflation by incorporating shocks to exchange rates and clearly specified the transmission mechanisms that link exchange rates to industry-level consumer and producer prices. Employing a variety of linear and state-of-the-art nonlinear models, I also predicted growth rates of future prices. Comparing levels of inflation obtained from the above approaches showed superiority of the structural model incorporating the exchange rate pass-through effect. ^ The second broad issue addressed in the third chapter of the dissertation investigated the economic motives for conflict, manifested by rebellion and civil war for seventeen Latin American countries. Based on the analytical framework of Garfinkel, Skaperdas and Syropoulos (2004), I employed ordinal regressions and Markov switching for a panel of seventeen countries to identify trade and openness factors responsible for conflict occurrence and intensity. The results suggested that increased trade openness reduced high intensity domestic conflicts but overdependence on agricultural exports, along with a lack of income earning opportunities lead to more conflicts. Thereafter, using the Cox Proportional Hazard model I studied “conflict duration” and found that over-reliance on agricultural exports explained a major part of the length of conflicts in addition to various socio-political factors. ^

Applied evolution: An integrated approach to studying life history traits in response to drug selection

The use of chemical control measures to reduce the impact of parasite and pest species has frequently resulted in the development of resistance. Thus, resistance management has become a key concern in human and veterinary medicine, and in agricultural production. Although it is known that factors such as gene flow between susceptible and resistant populations, drug type, application methods, and costs of resistance can affect the rate of resistance evolution, less is known about the impacts of density-dependent eco-evolutionary processes that could be altered by drug-induced mortality. The overall aim of this thesis was to take an experimental evolution approach to assess how life history traits respond to drug selection, using a free-living dioecious worm (Caenorhabditis remanei) as a model. In Chapter 2, I defined the relationship between C. remanei survival and Ivermectin dose over a range of concentrations, in order to control the intensity of selection used in the selection experiment described in Chapter 4. The dose-response data were also used to appraise curve-fitting methods, using Akaike Information Criterion (AIC) model selection to compare a series of nonlinear models. The type of model fitted to the dose response data had a significant effect on the estimates of LD50 and LD99, suggesting that failure to fit an appropriate model could give misleading estimates of resistance status. In addition, simulated data were used to establish that a potential cost of resistance could be predicted by comparing survival at the upper asymptote of dose-response curves for resistant and susceptible populations, even when differences were as low as 4%. This approach to dose-response modeling ensures that the maximum amount of useful information relating to resistance is gathered in one study. In Chapter 3, I asked how simulations could be used to inform important design choices used in selection experiments. Specifically, I focused on the effects of both within- and between-line variation on estimated power, when detecting small, medium and large effect sizes. Using mixed-effect models on simulated data, I demonstrated that commonly used designs with realistic levels of variation could be underpowered for substantial effect sizes. Thus, use of simulation-based power analysis provides an effective way to avoid under or overpowering a study designs incorporating variation due to random effects. In Chapter 4, I 3 investigated how Ivermectin dosage and changes in population density affect the rate of resistance evolution. I exposed replicate lines of C. remanei to two doses of Ivermectin (high and low) to assess relative survival of lines selected in drug-treated environments compared to untreated controls over 10 generations. Additionally, I maintained lines where mortality was imposed randomly to control for differences in density between drug treatments and to distinguish between the evolutionary consequences of drug treatment versus ecological processes affected by changes in density-dependent feedback. Intriguingly, both drug-selected and random-mortality lines showed an increase in survivorship when challenged with Ivermectin; the magnitude of this increase varied with the intensity of selection and life-history stage. The results suggest that interactions between density-dependent processes and life history may mediate evolved changes in susceptibility to control measures, which could result in misleading conclusions about the evolution of heritable resistance following drug treatment. In Chapter 5, I investigated whether the apparent changes in drug susceptibility found in Chapter 4 were related to evolved changes in life-history of C. remanei populations after selection in drug-treated and random-mortality environments. Rapid passage of lines in the drug-free environment had no effect on the measured life-history traits. In the drug-free environment, adult size and fecundity of drug-selected lines increased compared to the controls but drug selection did not affect lifespan. In the treated environment, drug-selected lines showed increased lifespan and fecundity relative to controls. Adult size of randomly culled lines responded in a similar way to drug-selected lines in the drug-free environment, but no change in fecundity or lifespan was observed in either environment. The results suggest that life histories of nematodes can respond to selection as a result of the application of control measures. Failure to take these responses into account when applying control measures could result in adverse outcomes, such as larger and more fecund parasites, as well as over-estimation of the development of genetically controlled resistance. In conclusion, my thesis shows that there may be a complex relationship between drug selection, density-dependent regulatory processes and life history of populations challenged with control measures. This relationship could have implications for how resistance is monitored and managed if life histories of parasitic species show such eco-evolutionary responses to drug application.

Semiparametric modeling of the spatial distribution of occupational accident risk in the casual labor market, Piracicaba, southeast Brazil

The objective of this study was to estimate the spatial distribution of work accident risk in the informal work market in the urban zone of an industrialized city in southeast Brazil and to examine concomitant effects of age, gender, and type of occupation after controlling for spatial risk variation. The basic methodology adopted was that of a population-based case-control study with particular interest focused on the spatial location of work. Cases were all casual workers in the city suffering work accidents during a one-year period; controls were selected from the source population of casual laborers by systematic random sampling of urban homes. The spatial distribution of work accidents was estimated via a semiparametric generalized additive model with a nonparametric bidimensional spline of the geographical coordinates of cases and controls as the nonlinear spatial component, and including age, gender, and occupation as linear predictive variables in the parametric component. We analyzed 1,918 cases and 2,245 controls between 1/11/2003 and 31/10/2004 in Piracicaba, Brazil. Areas of significantly high and low accident risk were identified in relation to mean risk in the study region (p < 0.01). Work accident risk for informal workers varied significantly in the study area. Significant age, gender, and occupational group effects on accident risk were identified after correcting for this spatial variation. A good understanding of high-risk groups and high-risk regions underpins the formulation of hypotheses concerning accident causality and the development of effective public accident prevention policies.

Modelos linear e não linear em análises genéticas para sobrevivência de crias de ovinos da raça Santa Inês.

Resumo: Registros de sobrevivência do nascimento ao desmame de 3846 crias de ovinos da raça Santa Inês foram analisados por modelos de reprodutor linear e não linear (modelo de limiar), para estimar componentes de variância e herdabilidade. Os modelos usados para sobrevivência, analisada como característica da cria, incluíram os efeitos fixos de sexo, da combinação tipo de nascimento-criação da cria e da idade da ovelha ao parto, efeito da covariável peso da cria ao nascer e efeitos aleatórios de reprodutor, da classe rebanho-ano-estação e do resíduo. Componentes de variância para o modelo linear foram estimados pelo método da máxima verossimilhança restrita (REML) e para o modelo não linear por uma aproximação da máxima verossimilhança marginal (MML), pelo programa CMMAT2. O coeficiente de herdabilidade (h2) estimado pelo modelo de limiar foi de 0,29, e pelo modelo linear, 0,14. A correlação de ordem de Spearman entre as capacidades de transmissão dos reprodutores, com base nos dois modelos foi de 0,96. As estimativas de h2 obtidas indicam a possibilidade de se obter, por seleção, ganho genético para sobrevivência. [Linear and nonlinear models in genetic analyses of lamb survival in the Santa Inês hair sheep breed]. Abstract: Records of 3,846 lambs survival from birth to weaning of Santa Inês hair sheep breed, were analyzed by linear and non linear sire models (threshold model) to estimate variance components and heritability (h2). The models that were used to analyze survival, considered in this study as a lamb trait, included the fixed effects of sex of the lamb, combination of type of birth-rearing of lamb, and age of ewe, birth weight of lamb as covariate, and random effects of sire, herd-year-season and residual. Variance components were obtained using restricted maximum likelihood (REML), in linear model and marginal maximum likelihood in threshold model through CMMAT2 program. Estimate of heritability (h2) obtained by threshold model was 0.29 and by linear model was 0.14. Rank correlation of Spearman, between sire solutions based on the two models was 0.96. The obtained estimates in this study indicate that it is possible to acquire genetic gain to survival by selection.

Robust control for power sharing in microgrids with low-inertia wind and PV generators

This paper presents a robust control design scheme for a multidistributed energy resource (DER) microgrid for power sharing in both interconnected and islanded modes. The scheme is proposed for micgrogrids consisting of photovoltaic (PV) units and wind turbine driven doubly fed induction generators (DFIGs). A battery is integrated with each of the wind and solar DER units. The control scheme has two levels: 1) one centralized multi-input–multi-output robust controller for regulating the set reference active and reactive powers and 2) local real and reactive power droop con-trollers, one on each DER unit. The robust control scheme utilizes multivariable H1 control to design controllers that are robust to the changes in the network and system nonlinearities. The effectiveness of the proposed controller is demonstrated through large-distur-bance simulations, with complete nonlinear models, on a test micro-grid. It is found that the power sharing controllers provide excellent performance against large disturbances and load variations during islanding transients and interconnected operation.

An analytical method to solve a general class of nonlinear reactive transport models

Three recent papers published in Chemical Engineering Journal studied the solution of a model of diffusion and nonlinear reaction using three different methods. Two of these studies obtained series solutions using specialized mathematical methods, known as the Adomian decomposition method and the homotopy analysis method. Subsequently it was shown that the solution of the same particular model could be written in terms of a transcendental function called Gauss’ hypergeometric function. These three previous approaches focused on one particular reactive transport model. This particular model ignored advective transport and considered one specific reaction term only. Here we generalize these previous approaches and develop an exact analytical solution for a general class of steady state reactive transport models that incorporate (i) combined advective and diffusive transport, and (ii) any sufficiently differentiable reaction term R(C). The new solution is a convergent Maclaurin series. The Maclaurin series solution can be derived without any specialized mathematical methods nor does it necessarily involve the computation of any transcendental function. Applying the Maclaurin series solution to certain case studies shows that the previously published solutions are particular cases of the more general solution outlined here. We also demonstrate the accuracy of the Maclaurin series solution by comparing with numerical solutions for particular cases.

Higher-Order spectra of nonlinear polynomial models for Chua's circuit

Polynomial models are shown to simulate accurately the quadratic and cubic nonlinear interactions (e.g. higher-order spectra) of time series of voltages measured in Chua's circuit. For circuit parameters resulting in a spiral attractor, bispectra and trispectra of the polynomial model are similar to those from the measured time series, suggesting that the individual interactions between triads and quartets of Fourier components that govern the process dynamics are modeled accurately. For parameters that produce the double-scroll attractor, both measured and modeled time series have small bispectra, but nonzero trispectra, consistent with higher-than-second order nonlinearities dominating the chaos.

A general method to determine sampling windows for nonlinear mixed effects models with an application to population pharmacokinetic studies

Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models.

Exploring new and emerging models for nonlinear performative works

This dissertation seeks to define and classify potential forms of Nonlinear structure and explore the possibilities they afford for the creation of new musical works. It provides the first comprehensive framework for the discussion of Nonlinear structure in musical works and provides a detailed overview of the rise of nonlinearity in music during the 20th century. Nonlinear events are shown to emerge through significant parametrical discontinuity at the boundaries between regions of relatively strong internal cohesion. The dissertation situates Nonlinear structures in relation to linear structures and unstructured sonic phenomena and provides a means of evaluating Nonlinearity in a musical structure through the consideration of the degree to which the structure is integrated, contingent, compressible and determinate as a whole. It is proposed that Nonlinearity can be classified as a three dimensional space described by three continuums: the temporal continuum, encompassing sequential and multilinear forms of organization, the narrative continuum encompassing processual, game structure and developmental narrative forms and the referential continuum encompassing stylistic allusion, adaptation and quotation. The use of spectrograms of recorded musical works is proposed as a means of evaluating Nonlinearity in a musical work through the visual representation of parametrical divergence in pitch, duration, timbre and dynamic over time. Spectral and structural analysis of repertoire works is undertaken as part of an exploration of musical nonlinearity and the compositional and performative features that characterize it. The contribution of cultural, ideological, scientific and technological shifts to the emergence of Nonlinearity in music is discussed and a range of compositional factors that contributed to the emergence of musical Nonlinearity is examined. The evolution of notational innovations from the mobile score to the screen score is plotted and a novel framework for the discussion of these forms of musical transmission is proposed. A computer coordinated performative model is discussed, in which a computer synchronises screening of notational information, provides temporal coordination of the performers through click-tracks or similar methods and synchronises the audio processing and synthesized elements of the work. It is proposed that such a model constitutes a highly effective means of realizing complex Nonlinear structures. A creative folio comprising 29 original works that explore nonlinearity is presented, discussed and categorised utilising the proposed classifications. Spectrograms of these works are employed where appropriate to illustrate the instantiation of parametrically divergent substructures and examples of structural openness through multiple versioning.

Model-predictive control and closed-loop stability considerations for nonlinear plants described by local ARX-type models

In this paper, a model-predictive control (MPC) method is detailed for the control of nonlinear systems with stability considerations. It will be assumed that the plant is described by a local input/output ARX-type model, with the control potentially included in the premise variables, which enables the control of systems that are nonlinear in both the state and control input. Additionally, for the case of set point regulation, a suboptimal controller is derived which has the dual purpose of ensuring stability and enabling finite-iteration termination of the iterative procedure used to solve the nonlinear optimization problem that is used to determine the control signal.

Damping structure selection in nonlinear ship manoeuvring models

This paper presents the application of a statistical method for model structure selection of lift-drag and viscous damping components in ship manoeuvring models. The damping model is posed as a family of linear stochastic models, which is postulated based on previous work in the literature. Then a nested test of hypothesis problem is considered. The testing reduces to a recursive comparison of two competing models, for which optimal tests in the Neyman sense exist. The method yields a preferred model structure and its initial parameter estimates. Alternatively, the method can give a reduced set of likely models. Using simulated data we study how the selection method performs when there is both uncorrelated and correlated noise in the measurements. The first case is related to instrumentation noise, whereas the second case is related to spurious wave-induced motion often present during sea trials. We then consider the model structure selection of a modern high-speed trimaran ferry from full scale trial data.