Multivariate statistical analysis of highway accident and highway conditions. Final report.

Transportation Department, Office of University Research, Washington, D.C.

Multivariate genetic analysis of cognitive abilities in an adolescent twin sample

The sources of covariation among cognitive measures of Inspection Time, Choice Reaction Time, Delayed Response Speed and Accuracy, and IQ were examined in a classical twin design that included 245 monozygotic (MZ) and 298 dizygotic (DZ) twin pairs. Results indicated that a factor model comprising additive genetic and unique environmental effects was the most parsimonious. In this model, a general genetic cognitive factor emerged with factor loadings ranging from 0.28 to 0.64. Three other genetic factors explained the remaining genetic covariation between various speed and Delayed Response measures with IQ. However, a large proportion of the genetic variation in verbal (54%) and performance (25%) IQ was unrelated to these lower order cognitive measures. The independent genetic IQ variation may reflect information processes not captured by the elementary cognitive tasks, Inspection Time and Choice Reaction Time, nor our working memory task, Delayed Response. Unique environmental effects were mostly nonoverlapping, and partly represented test measurement error.

Multivariate genetic analysis of academic skills of the Queensland Core Skills Test and IQ highlight the importance of genetic g

This study examined the genetic and environmental relationships among 5 academic achievement skills of a standardized test of academic achievement, the Queensland Core Skills Test (QCST; Queensland Studies Authority, 2003a). QCST participants included 182 monozygotic pairs and 208 dizygotic pairs (mean 17 years +/- 0.4 standard deviation). IQ data were included in the analysis to correct for ascertainment bias. A genetic general factor explained virtually all genetic variance in the component academic skills scores, and accounted for 32% to 73% of their phenotypic variances. It also explained 56% and 42% of variation in Verbal IQ and Performance IQ respectively, suggesting that this factor is genetic g. Modest specific genetic effects were evident for achievement in mathematical problem solving and written expression. A single common factor adequately explained common environmental effects, which were also modest, and possibly due to assortative mating. The results suggest that general academic ability, derived from genetic influences and to a lesser extent common environmental influences, is the primary source of variation in component skills of the QCST.

Using multivariate analysis to predict the behaviour of soils under effluent irrigation

Onsite wastewater treatment systems aim to assimilate domestic effluent into the environment. Unfortunately failure of such systems is common and inadequate effluent treatment can have serious environmental implications. The capacity of a particular soil to treat wastewater will change over time. The physical properties influence the rate of effluent movement through the soil and its chemical properties dictate the ability to renovate effluent. A research project was undertaken to determine the role that physical and chemical soil properties play in predicting the long-term behaviour of soil under effluent irrigation and to determine if they have a potential function as early indicators of adverse effects of effluent irrigation on treatment sustainability. Principal Component Analysis (PCA) and Cluster Analysis grouped the soils independently of their soil classifications and allowed us to distinguish the most suitable soils for sustainable long term effluent irrigation and determine the most influential soil parameters to characterise them. Multivariate analysis allowed a clear distinction between soils based on the cation exchange capacities. This in turn correlated well with the soil mineralogy. Mixed mineralogy soils in particular sodium or magnesium dominant soils are the most susceptible to dispersion under effluent irrigation. The soil Exchangeable Sodium Percentage (ESP) was identified as a crucial parameter and was highly correlated with percentage clay, electrical conductivity, exchangeable sodium, exchangeable magnesium and low Ca:Mg ratios (less than 0.5).

A multivariate spatial analysis of vowel formants in American English

This paper presents the results of a multivariate spatial analysis of 38 vowel formant variables in the language of 402 informants from 236 cities from across the contiguous United States, based on the acoustic data from the Atlas of North American English (Labov, Ash & Boberg, 2006). The results of the analysis both confirm and challenge the results of the Atlas. Most notably, while the analysis identifies similar patterns as the Atlas in the West and the Southeast, the analysis finds that the Midwest and the Northeast are distinct dialect regions that are considerably stronger than the traditional Midland and Northern dialect region indentified in the Atlas. The analysis also finds evidence that a western vowel shift is actively shaping the language of the Western United States.

Principal component and second generation wavelet analysis of Treasury yield curve evolution

Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^

Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events

This paper applies two measures to assess spillovers across markets: the Diebold Yilmaz (2012) Spillover Index and the Hafner and Herwartz (2006) analysis of multivariate GARCH models using volatility impulse response analysis. We use two sets of data, daily realized volatility estimates taken from the Oxford Man RV library, running from the beginning of 2000 to October 2016, for the S&P500 and the FTSE, plus ten years of daily returns series for the New York Stock Exchange Index and the FTSE 100 index, from 3 January 2005 to 31 January 2015. Both data sets capture both the Global Financial Crisis (GFC) and the subsequent European Sovereign Debt Crisis (ESDC). The spillover index captures the transmission of volatility to and from markets, plus net spillovers. The key difference between the measures is that the spillover index captures an average of spillovers over a period, whilst volatility impulse responses (VIRF) have to be calibrated to conditional volatility estimated at a particular point in time. The VIRF provide information about the impact of independent shocks on volatility. In the latter analysis, we explore the impact of three different shocks, the onset of the GFC, which we date as 9 August 2007 (GFC1). It took a year for the financial crisis to come to a head, but it did so on 15 September 2008, (GFC2). The third shock is 9 May 2010. Our modelling includes leverage and asymmetric effects undertaken in the context of a multivariate GARCH model, which are then analysed using both BEKK and diagonal BEKK (DBEKK) models. A key result is that the impact of negative shocks is larger, in terms of the effects on variances and covariances, but shorter in duration, in this case a difference between three and six months.

An application of two techniques for the analysis of short, multivariate non-stationary time-series of Mauritanian trawl survey data

Min/max autocorrelation factor analysis (MAFA) and dynamic factor analysis (DFA) are complementary techniques for analysing short (> 15-25 y), non-stationary, multivariate data sets. We illustrate the two techniques using catch rate (cpue) time-series (1982-2001) for 17 species caught during trawl surveys off Mauritania, with the NAO index, an upwelling index, sea surface temperature, and an index of fishing effort as explanatory variables. Both techniques gave coherent results, the most important common trend being a decrease in cpue during the latter half of the time-series, and the next important being an increase during the first half. A DFA model with SST and UPW as explanatory variables and two common trends gave good fits to most of the cpue time-series. (c) 2004 International Council for the Exploration of the Sea. Published by Elsevier Ltd. All rights reserved.

Identification of deep water lantern sharks (Chondrichthyes : Etmopteridae) using morphometric data and multivariate analysis

Taxonomic distinction to species level of deep water sharks is complex and often impossible to achieve during fisheries-related studies. The species of the genus Etmopterus are particularly difficult to identify, so they often appear without species assignation as Etmopetrus sp. or spp. in studies, even those focusing on elasmobranchs. During this work, the morphometric traits of two species of Etmopterus, E. spinax and E. pusillus were studied using 27 different morphological measurements, relatively easy to obtain even in the field. These measurements were processed with multivariate analysis in order to find out the most important ones likely to separate the two species. Sexual dimorphism was also assessed using the same techniques, and it was found that it does not occur in these species. The two Etmopterus species presented in this study share the same habitats in the overlapping ranges of distribution and are caught together on the outer shelves and slopes of the north-eastern Atlantic.

Effect of residual vanadyl ions on the spectroscopic analysis of humic acids: a multivariate approach.

In a study of the vanadyl (VO2þ)-humic acids system, the residual vanadyl ion suppressed fluorescence and specific electron paramagnetic resonance (EPR) and NMR signals. In the case of NMR, the proton rotating frame relaxation times (T1qH) indicate that this suppression is due to an inefficient H-C cross polarization, which is a consequence of a shortening of T1qH. Principal components analysis (PCA) facilitated the isolation of the effect of the VO2þ ion and indicated that the organic free radical signal was due to at least two paramagnetic centres and that the VO2þ ion preferentially suppressed the species whose electronic density is delocalized over O atoms (greater g-factor). additionally, the newly obtained variables (principal components ? PC) indicated that, as the result of the more intense tillage a relative increase occurred in the accumulation of: (i) recalcitrant structures; (ii) lignin and long-chain alkyl structures; and (iii) organic free radicals with smaller g-factors.

Selection indices and multivariate analysis show similar results in the evaluation of growth and carcass traits in beef cattle.

2016

Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation

Anomalous dynamics in complex systems have gained much interest in recent years. In this paper, a two-dimensional anomalous subdiffusion equation (2D-ASDE) is considered. Two numerical methods for solving the 2D-ASDE are presented. Their stability, convergence and solvability are discussed. A new multivariate extrapolation is introduced to improve the accuracy. Finally, numerical examples are given to demonstrate the effectiveness of the schemes and confirm the theoretical analysis.