Improved estimation of size-transition matrices using tag-recapture data

We derive a new method for determining size-transition matrices (STMs) that eliminates probabilities of negative growth and accounts for individual variability. STMs are an important part of size-structured models, which are used in the stock assessment of aquatic species. The elements of STMs represent the probability of growth from one size class to another, given a time step. The growth increment over this time step can be modelled with a variety of methods, but when a population construct is assumed for the underlying growth model, the resulting STM may contain entries that predict negative growth. To solve this problem, we use a maximum likelihood method that incorporates individual variability in the asymptotic length, relative age at tagging, and measurement error to obtain von Bertalanffy growth model parameter estimates. The statistical moments for the future length given an individual's previous length measurement and time at liberty are then derived. We moment match the true conditional distributions with skewed-normal distributions and use these to accurately estimate the elements of the STMs. The method is investigated with simulated tag-recapture data and tag-recapture data gathered from the Australian eastern king prawn (Melicertus plebejus).

Estimating equations for removal data analysis

We consider the problem of estimating a population size from successive catches taken during a removal experiment and propose two estimating functions approaches, the traditional quasi-likelihood (TQL) approach for dependent observations and the conditional quasi-likelihood (CQL) approach using the conditional mean and conditional variance of the catch given previous catches. Asymptotic covariance of the estimates and the relationship between the two methods are derived. Simulation results and application to the catch data from smallmouth bass show that the proposed estimating functions perform better than other existing methods, especially in the presence of overdispersion.

Investigation of movement and factors influencing post-release survival of line-caught coral reef fish using recreational tag-recapture data

Six species of line-caught coral reef fish (Plectropomus spp., Lethrinus miniatus, Lethrinus laticaudis, Lutjanus sebae, Lutjanus malabaricus and Lutjanus erythropterus) were tagged by members of the Australian National Sportsfishing Association (ANSA) in Queensland between 1986 and 2003. Of the 14,757 fish tagged, 1607 were recaptured and we analysed these data to describe movement and determine factors likely to impact release survival. All species were classified as residents since over 80% of recaptures for each species occurred within 1 km of the release site. Few individuals (range 0.8-5%) were recaptured more than 20 km from their release point. L. sebae had a higher recapture rate (19.9%) than the other species studied (range 2.1-11.7%). Venting swimbladder gases, regardless of whether or not fish appeared to be suffering from barotrauma, significantly enhanced (P < 0.05) the survival of L. sebae and L. malabaricus but had no significant effect (P > 0.05) on L. erythropterus. The condition of fish on release, subjectively assessed by anglers, was only a significant effect on recapture rate for L. sebae where fish in "fair" condition had less than half the recapture rate of those assessed as in "excellent" or "good" condition. The recapture rate of L. sebae and L. laticaudis was significantly (P < 0.05) affected by depth with recapture rate declining in depths exceeding 30 m. Overall, the results showed that depth of capture, release condition and treatment for barotrauma influenced recapture rate for some species but these effects were not consistent across all species studied. Recommendations were made to the ANSA tagging clubs to record additional information such as injury, hooking location and hook type to enable a more comprehensive future assessment of the factors influencing release survival.

A comparison of mark-recapture distance-sampling methods applied to aerial surveys of eastern grey kangaroos

Aerial surveys of kangaroos (Macropus spp.) in Queensland are used to make economically important judgements on the levels of viable commercial harvest. Previous analysis methods for aerial kangaroo surveys have used both mark-recapture methodologies and conventional distance-sampling analyses. Conventional distance sampling has the disadvantage that detection is assumed to be perfect on the transect line, while mark-recapture methods are notoriously sensitive to problems with unmodelled heterogeneity in capture probabilities. We introduce three methodologies for combining together mark-recapture and distance-sampling data, aimed at exploiting the strengths of both methodologies and overcoming the weaknesses. Of these methods, two are based on the assumption of full independence between observers in the mark-recapture component, and this appears to introduce more bias in density estimation than it resolves through allowing uncertain trackline detection. Both of these methods give lower density estimates than conventional distance sampling, indicating a clear failure of the independence assumption. The third method, termed point independence, appears to perform very well, giving credible density estimates and good properties in terms of goodness-of-fit and percentage coefficient of variation. Estimated densities of eastern grey kangaroos range from 21 to 36 individuals km-2, with estimated coefficients of variation between 11% and 14% and estimated trackline detection probabilities primarily between 0.7 and 0.9.

Assessing the effects of line capture and barotrauma relief procedures on post-release survival of key tropical reef fish species in Australia using recreational tagging clubs.

Common coral trout, Plectropomus leopardus Lacepede, crimson snapper, Lutjanus erythropterus Bloch, saddletail snapper, Lutjanus malabaricus (Bloch & Schneider), red emperor, Lutjanus sebae (Cuvier), redthroat emperor, Lethrinus miniatus (Schneider) and grass emperor, Lethrinus laticaudis Alleyne & Macleay, were tagged to determine the effects of barotrauma relief procedures (weighted shot-line release and venting using a hollow needle) and other factors on survival. Release condition was the most significant factor affecting the subsequent recapture rate of all species. Capture depth was significant in all species apart from L. malabaricus and L. miniatus, the general trend being reduced recapture probability with increasing capture depth. Recapture rates of fish hooked in either the lip or mouth were generally significantly higher than for those hooked in the throat or gut. Statistically significant benefit from treating fish for barotrauma was found in only L. malabaricus, but the lack of any negative effects of treating fish indicated that the practices of venting and shot-lining should not be discouraged by fisheries managers for these species.

Improved estimation of size-transition matrices using tag-recapture data

We derive a new method for determining size-transition matrices (STMs) that eliminates probabilities of negative growth and accounts for individual variability. STMs are an important part of size-structured models, which are used in the stock assessment of aquatic species. The elements of STMs represent the probability of growth from one size class to another, given a time step. The growth increment over this time step can be modelled with a variety of methods, but when a population construct is assumed for the underlying growth model, the resulting STM may contain entries that predict negative growth. To solve this problem, we use a maximum likelihood method that incorporates individual variability in the asymptotic length, relative age at tagging, and measurement error to obtain von Bertalanffy growth model parameter estimates. The statistical moments for the future length given an individual’s previous length measurement and time at liberty are then derived. We moment match the true conditional distributions with skewed-normal distributions and use these to accurately estimate the elements of the STMs. The method is investigated with simulated tag–recapture data and tag–recapture data gathered from the Australian eastern king prawn (Melicertus plebejus).

Generalised growth models for aquatic species with an application to blacklip abalone (Haliotis rubra)

This paper presents a maximum likelihood method for estimating growth parameters for an aquatic species that incorporates growth covariates, and takes into consideration multiple tag-recapture data. Individual variability in asymptotic length, age-at-tagging, and measurement error are also considered in the model structure. Using distribution theory, the log-likelihood function is derived under a generalised framework for the von Bertalanffy and Gompertz growth models. Due to the generality of the derivation, covariate effects can be included for both models with seasonality and tagging effects investigated. Method robustness is established via comparison with the Fabens, improved Fabens, James and a non-linear mixed-effects growth models, with the maximum likelihood method performing the best. The method is illustrated further with an application to blacklip abalone (Haliotis rubra) for which a strong growth-retarding tagging effect that persisted for several months was detected. (C) 2013 Elsevier B.V. All rights reserved.

Modeling Asymmetries in Financial Data with Multiplicative Error Models

This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

Modeling ecological and evolutionary processes in spatially structured populations

Many species inhabit fragmented landscapes, resulting either from anthropogenic or from natural processes. The ecological and evolutionary dynamics of spatially structured populations are affected by a complex interplay between endogenous and exogenous factors. The metapopulation approach, simplifying the landscape to a discrete set of patches of breeding habitat surrounded by unsuitable matrix, has become a widely applied paradigm for the study of species inhabiting highly fragmented landscapes. In this thesis, I focus on the construction of biologically realistic models and their parameterization with empirical data, with the general objective of understanding how the interactions between individuals and their spatially structured environment affect ecological and evolutionary processes in fragmented landscapes. I study two hierarchically structured model systems, which are the Glanville fritillary butterfly in the Åland Islands, and a system of two interacting aphid species in the Tvärminne archipelago, both being located in South-Western Finland. The interesting and challenging feature of both study systems is that the population dynamics occur over multiple spatial scales that are linked by various processes. My main emphasis is in the development of mathematical and statistical methodologies. For the Glanville fritillary case study, I first build a Bayesian framework for the estimation of death rates and capture probabilities from mark-recapture data, with the novelty of accounting for variation among individuals in capture probabilities and survival. I then characterize the dispersal phase of the butterflies by deriving a mathematical approximation of a diffusion-based movement model applied to a network of patches. I use the movement model as a building block to construct an individual-based evolutionary model for the Glanville fritillary butterfly metapopulation. I parameterize the evolutionary model using a pattern-oriented approach, and use it to study how the landscape structure affects the evolution of dispersal. For the aphid case study, I develop a Bayesian model of hierarchical multi-scale metapopulation dynamics, where the observed extinction and colonization rates are decomposed into intrinsic rates operating specifically at each spatial scale. In summary, I show how analytical approaches, hierarchical Bayesian methods and individual-based simulations can be used individually or in combination to tackle complex problems from many different viewpoints. In particular, hierarchical Bayesian methods provide a useful tool for decomposing ecological complexity into more tractable components.

Performance analysis of a slotted-ALOHA protocol on a capture channel with fading

We consider the slotted ALOHA protocol on a channel with a capture effect. There are M models suggested in the recent literature, including the ones which display long range dependence. We also obtain bounds on the stationary moments of waiting times which can be tight under realistic conditions. Finally, we obtain several results on the transient performance of the system, e.g., first time to overflow and the limits of the overflow process. We also extend the above results to the case of a capture channel exhibiting Markov modulated fading. Most of our results and proofs will be shown to hold also for the slotted ALOHA protocol without capture.

Critical earthquake input power spectral density function models for engineering structures

The problem of determining optimal power spectral density models for earthquake excitation which satisfy constraints on total average power, zero crossing rate and which produce the highest response variance in a given linear system is considered. The solution to this problem is obtained using linear programming methods. The resulting solutions are shown to display a highly deterministic structure and, therefore, fail to capture the stochastic nature of the input. A modification to the definition of critical excitation is proposed which takes into account the entropy rate as a measure of uncertainty in the earthquake loads. The resulting problem is solved using calculus of variations and also within linear programming framework. Illustrative examples on specifying seismic inputs for a nuclear power plant and a tall earth dam are considered and the resulting solutions are shown to be realistic.

Voltage and Temperature Scalable Standard Cell Leakage Models Based on Stacks for Statistical Leakage Characterization

With extensive use of dynamic voltage scaling (DVS) there is increasing need for voltage scalable models. Similarly, leakage being very sensitive to temperature motivates the need for a temperature scalable model as well. We characterize standard cell libraries for statistical leakage analysis based on models for transistor stacks. Modeling stacks has the advantage of using a single model across many gates there by reducing the number of models that need to be characterized. Our experiments on 15 different gates show that we needed only 23 models to predict the leakage across 126 input vector combinations. We investigate the use of neural networks for the combined PVT model, for the stacks, which can capture the effect of inter die, intra gate variations, supply voltage(0.6-1.2 V) and temperature (0 - 100degC) on leakage. Results show that neural network based stack models can predict the PDF of leakage current across supply voltage and temperature accurately with the average error in mean being less than 2% and that in standard deviation being less than 5% across a range of voltage, temperature.

A meta-analysis of the traits affecting dispersal ability in butterflies: can wingspan be used as a proxy?

1. Dispersal ability of a species is a key ecological characteristic, affecting a range of processes from adaptation, community dynamics and genetic structure, to distribution and range size. It is determined by both intrinsic species traits and extrinsic landscape-related properties. 2. Using butterflies as a model system, the following questions were addressed: (i) given similar extrinsic factors, which intrinsic species trait(s) explain dispersal ability? (ii) can one of these traits be used as a proxy for dispersal ability? (iii) the effect of interactions between the traits, and phylogenetic relatedness, on dispersal ability. 3. Four data sets, using different measures of dispersal, were compiled from published literature. The first data set uses mean dispersal distances from capture-mark-recapture studies, and the other three use mobility indices. Data for six traits that can potentially affect dispersal ability were collected: wingspan, larval host plant specificity, adult habitat specificity, mate location strategy, voltinism and flight period duration. Each data set was subjected to both unifactorial, and multifactorial, phylogenetically controlled analyses. 4. Among the factors considered, wingspan was the most important determinant of dispersal ability, although the predictive powers of regression models were low. Voltinism and flight period duration also affect dispersal ability, especially in case of temperate species. Interactions between the factors did not affect dispersal ability, and phylogenetic relatedness was significant in one data set. 5. While using wingspan as the only proxy for dispersal ability maybe problematic, it is usually the only easily accessible species-specific trait for a large number of species. It can thus be a satisfactory proxy when carefully interpreted, especially for analyses involving many species from all across the world.

A Revisit to Capture the Entire Behavior of Ultrasonic Wave Dispersion Characteristics of Single Walled Carbon Nanotubes Based on Nonlocal Elasticity Theory and Flugge Shell Model

In this paper, an ultrasonic wave propagation analysis in single-walled carbon nanotube (SWCNT) is re-studied using nonlocal elasticity theory, to capture the whole behaviour. The SWCNT is modeled using Flugge's shell theory, with the wall having axial, circumferential and radial degrees of freedom and also including small scale effects. Nonlocal governing equations for this system are derived and wave propagation analysis is also carried out. The revisited nonlocal elasticity calculation shows that the wavenumber tends to infinite at certain frequencies and the corresponding wave velocity tends to zero at those frequencies indicating localization and stationary behavior. This frequency is termed as escape frequency. This behavior is observed only for axial and radial waves in SWCNT. It has been shown that the circumferential waves will propagate dispersively at higher frequencies in nonlocality. The magnitudes of wave velocities of circumferential waves are smaller in nonlocal elasticity as compared to local elasticity. We also show that the explicit expressions of cut-off frequency depend on the nonlocal scaling parameter and the axial wavenumber. The effect of axial wavenumber on the ultrasonic wave behavior in SWCNTs is also discussed. The present results are compared with the corresponding results (for first mode) obtained from ab initio and 3-D elastodynamic continuum models. The acoustic phonon dispersion relation predicted by the present model is in good agreement with that obtained from literature. The results are new and can provide useful guidance for the study and design of the next generation of nanodevices that make use of the wave propagation properties of single-walled carbon nanotubes.

Efficient classification using phrases generated by topic models

There are many popular models available for classification of documents like Naïve Bayes Classifier, k-Nearest Neighbors and Support Vector Machine. In all these cases, the representation is based on the “Bag of words” model. This model doesn't capture the actual semantic meaning of a word in a particular document. Semantics are better captured by proximity of words and their occurrence in the document. We propose a new “Bag of Phrases” model to capture this discriminative power of phrases for text classification. We present a novel algorithm to extract phrases from the corpus using the well known topic model, Latent Dirichlet Allocation(LDA), and to integrate them in vector space model for classification. Experiments show a better performance of classifiers with the new Bag of Phrases model against related representation models.