On flow reversal boundaries and transpolar voltage in average models of high-latitude convection

The implications of polar cap expansions, contractions and movements for empirical models of high-latitude plasma convection are examined. Some of these models have been generated by directly averaging flow measurements from large numbers of satellite passes or radar scans; others have employed more complex means to combine data taken at different times into large-scale patterns of flow. In all cases, the models have implicitly adopted the assumption that the polar cap is in steady state: they have all characterized the ionospheric flow in terms of the prevailing conditions (e.g. the interplanetary magnetic field and/or some index of terrestrial magnetic activity) without allowance for their history. On long enough time scales, the polar cap is indeed in steady state but on time scales shorter than a few hours it is not and can oscillate in size and position. As a result, the method used to combine the data can influence the nature of the convection reversal boundary and the transpolar voltage in the derived model. This paper discusses a variety of effects due to time-dependence in relation to some ionospheric convection models which are widely applied. The effects are shown to be varied and to depend upon the procedure adopted to compile the model.

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.

Forecasting tourism demand to Catalonia: neural networks vs. time series models

The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more accurate forecasts of tourismdemand at the destination level due to the constant growth of world tourism, has lead us to evaluate the forecasting performance of neural modelling relative to that of time seriesmethods at a regional level. Seasonality and volatility are important features of tourism data, which makes it a particularly favourable context in which to compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official statistical data of overnight stays and tourist arrivals fromall the different countries of origin to Catalonia from 2001 to 2009 is used in the study. When comparing the forecasting accuracy of the different techniques for different time horizons, autoregressive integrated moving average models outperform self-exciting threshold autoregressions and artificial neural network models, especially for shorter horizons. These results suggest that the there is a trade-off between the degree of pre-processing and the accuracy of the forecasts obtained with neural networks, which are more suitable in the presence of nonlinearity in the data. In spite of the significant differences between countries, which can be explained by different patterns of consumer behaviour,we also find that forecasts of tourist arrivals aremore accurate than forecasts of overnight stays.

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

Principal components and generalized linear modeling in the correlation between hospital admissions and air pollution

OBJECTIVE To analyze the association between concentrations of air pollutants and admissions for respiratory causes in children. METHODS Ecological time series study. Daily figures for hospital admissions of children aged < 6, and daily concentrations of air pollutants (PM10, SO2, NO2, O3 and CO) were analyzed in the Região da Grande Vitória, ES, Southeastern Brazil, from January 2005 to December 2010. For statistical analysis, two techniques were combined: Poisson regression with generalized additive models and principal model component analysis. Those analysis techniques complemented each other and provided more significant estimates in the estimation of relative risk. The models were adjusted for temporal trend, seasonality, day of the week, meteorological factors and autocorrelation. In the final adjustment of the model, it was necessary to include models of the Autoregressive Moving Average Models (p, q) type in the residuals in order to eliminate the autocorrelation structures present in the components. RESULTS For every 10:49 μg/m3 increase (interquartile range) in levels of the pollutant PM10 there was a 3.0% increase in the relative risk estimated using the generalized additive model analysis of main components-seasonal autoregressive – while in the usual generalized additive model, the estimate was 2.0%. CONCLUSIONS Compared to the usual generalized additive model, in general, the proposed aspect of generalized additive model − principal component analysis, showed better results in estimating relative risk and quality of fit.

Association of sulfur dioxide exposure with circulatory system deaths in a medium-sized city in Brazil

There is a demonstrable association between exposure to air pollutants and deaths due to cardiovascular diseases. The objective of this study was to estimate the effects of exposure to sulfur dioxide on mortality due to circulatory diseases in individuals 50 years of age or older residing in São José dos Campos, SP. This was a time-series ecological study for the years 2003 to 2007 using information on deaths due to circulatory disease obtained from Datasus reports. Data on daily levels of pollutants, particulate matter, sulfur dioxide (SO2), ozone, temperature, and humidity were obtained from the São Paulo State Environmental Agency. Moving average models for 2 to 7 days were calculated by Poisson regression using the R software. Exposure to SO2 was analyzed using a unipollutant, bipollutant or multipollutant model adjusted for mean temperature and humidity. The relative risks with 95%CI were obtained and the percent decrease in risk was calculated. There were 1928 deaths with a daily mean (± SD) of 1.05 ± 1.03 (range: 0-6). Exposure to SO2 was significantly associated with mortality due to circulatory disease: RR = 1.04 (95%CI = 1.01 to 1.06) in the 7-day moving average, after adjusting for ozone. There was an 8.5% decrease in risk in the multipollutant model, proportional to a decrease of SO2 concentrations. The results of this study suggest that residents of medium-sized Brazilian cities with characteristics similar to those of São José dos Campos probably have health problems due to exposure to air pollutants.

A inércia da inflação no regime de metas: os casos da Nova Zelandia, Reino Unido e Brasil

O objetivo da dissertação é avaliar o impacto da adoção do regime de metas na inércia da inflação. A inércia é analisada de acordo com procedimentos tradicionalmente adotados na literatura, através de modelos ARIMA. Em virtude das metas de inflação não serem imutáveis ao longo do tempo, propõe-se uma metodologia para se medir a inércia da taxa de inflação, onde esta possui dois componentes: a tendência e a parte transitória. A inércia da inflação será, então, medida pelo coeficiente com que a taxa de inflação converge para sua taxa de longo prazo.

Essays on Spatial Econometrics

Esta dissertação concentra-se nos processos estocásticos espaciais definidos em um reticulado, os chamados modelos do tipo Cliff & Ord. Minha contribuição nesta tese consiste em utilizar aproximações de Edgeworth e saddlepoint para investigar as propriedades em amostras finitas do teste para detectar a presença de dependência espacial em modelos SAR (autoregressivo espacial), e propor uma nova classe de modelos econométricos espaciais na qual os parâmetros que afetam a estrutura da média são distintos dos parâmetros presentes na estrutura da variância do processo. Isto permite uma interpretação mais clara dos parâmetros do modelo, além de generalizar uma proposta de taxonomia feita por Anselin (2003). Eu proponho um estimador para os parâmetros do modelo e derivo a distribuição assintótica do estimador. O modelo sugerido na dissertação fornece uma interpretação interessante ao modelo SARAR, bastante comum na literatura. A investigação das propriedades em amostras finitas dos testes expande com relação a literatura permitindo que a matriz de vizinhança do processo espacial seja uma função não-linear do parâmetro de dependência espacial. A utilização de aproximações ao invés de simulações (mais comum na literatura), permite uma maneira fácil de comparar as propriedades dos testes com diferentes matrizes de vizinhança e corrigir o tamanho ao comparar a potência dos testes. Eu obtenho teste invariante ótimo que é também localmente uniformemente mais potente (LUMPI). Construo o envelope de potência para o teste LUMPI e mostro que ele é virtualmente UMP, pois a potência do teste está muito próxima ao envelope (considerando as estruturas espaciais definidas na dissertação). Eu sugiro um procedimento prático para construir um teste que tem boa potência em uma gama de situações onde talvez o teste LUMPI não tenha boas propriedades. Eu concluo que a potência do teste aumenta com o tamanho da amostra e com o parâmetro de dependência espacial (o que está de acordo com a literatura). Entretanto, disputo a visão consensual que a potência do teste diminui a medida que a matriz de vizinhança fica mais densa. Isto reflete um erro de medida comum na literatura, pois a distância estatística entre a hipótese nula e a alternativa varia muito com a estrutura da matriz. Fazendo a correção, concluo que a potência do teste aumenta com a distância da alternativa à nula, como esperado.

Environmental suitability of a highly fragmented and heterogeneous landscape for forest bird species in south-eastern Brazil

Assessment of the suitability of anthropogenic landscapes for wildlife species is crucial for setting priorities for biodiversity conservation. This study aimed to analyse the environmental suitability of a highly fragmented region of the Brazilian Atlantic Forest, one of the world's 25 recognized biodiversity hotspots, for forest bird species. Eight forest bird species were selected for the analyses, based on point counts (n = 122) conducted in April-September 2006 and January-March 2009. Six additional variables (landscape diversity, distance from forest and streams, aspect, elevation and slope) were modelled in Maxent for (1) actual and (2) simulated land cover, based on the forest expansion required by existing Brazilian forest legislation. Models were evaluated by bootstrap or jackknife methods and their performance was assessed by AUC, omission error, binomial probability or p value. All predictive models were statistically significant, with high AUC values and low omission errors. A small proportion of the actual landscape (24.41 +/- 6.31%) was suitable for forest bird species. The simulated landscapes lead to an increase of c. 30% in total suitable areas. In average, models predicted a small increase (23.69 +/- 6.95%) in the area of suitable native forest for bird species. Being close to forest increased the environmental suitability of landscapes for all bird species; landscape diversity was also a significant factor for some species. In conclusion, this study demonstrates that species distribution modelling (SDM) successfully predicted bird distribution across a heterogeneous landscape at fine spatial resolution, as all models were biologically relevant and statistically significant. The use of landscape variables as predictors contributed significantly to the results, particularly for species distributions over small extents and at fine scales. This is the first study to evaluate the environmental suitability of the remaining Brazilian Atlantic Forest for bird species in an agricultural landscape, and provides important additional data for regional environmental planning.

Regression with autocorrelated data: A study of time trend of global infant mortality rate

The infant mortality rate (IMR) is considered to be one of the most important indices of a country's well-being. Countries around the world and other health organizations like the World Health Organization are dedicating their resources, knowledge and energy to reduce the infant mortality rates. The well-known Millennium Development Goal 4 (MDG 4), whose aim is to archive a two thirds reduction of the under-five mortality rate between 1990 and 2015, is an example of the commitment. ^ In this study our goal is to model the trends of IMR between the 1950s to 2010s for selected countries. We would like to know how the IMR is changing overtime and how it differs across countries. ^ IMR data collected over time forms a time series. The repeated observations of IMR time series are not statistically independent. So in modeling the trend of IMR, it is necessary to account for these correlations. We proposed to use the generalized least squares method in general linear models setting to deal with the variance-covariance structure in our model. In order to estimate the variance-covariance matrix, we referred to the time-series models, especially the autoregressive and moving average models. Furthermore, we will compared results from general linear model with correlation structure to that from ordinary least squares method without taking into account the correlation structure to check how significantly the estimates change.^

Towards speaking style transplantation in speech synthesis

One of the biggest challenges in speech synthesis is the production of naturally sounding synthetic voices. This means that the resulting voice must be not only of high enough quality but also that it must be able to capture the natural expressiveness imbued in human speech. This paper focus on solving the expressiveness problem by proposing a set of different techniques that could be used for extrapolating the expressiveness of proven high quality speaking style models into neutral speakers in HMM-based synthesis. As an additional advantage, the proposed techniques are based on adaptation approaches, which means that they can be used with little training data (around 15 minutes of training data are used in each style for this paper). For the final implementation, a set of 4 speaking styles were considered: news broadcasts, live sports commentary, interviews and parliamentary speech. Finally, the implementation of the 5 techniques were tested through a perceptual evaluation that proves that the deviations between neutral and speaking style average models can be learned and used to imbue expressiveness into target neutral speakers as intended.

Disentangling the impact of seroconversion age and set-point viral load on ART-free HIV survival

Thesis (Master's)--University of Washington, 2016-06