Continuous high-frequency turbulence and suspended sediment concentration measurements in an upper estuary

The present study details new turbulence field measurements conducted continuously at high frequency for 50 hours in the upper zone of a small subtropical estuary with semi-diurnal tides. Acoustic Doppler velocimetry was used, and the signal was post-processed thoroughly. The suspended sediment concentration wad further deduced from the acoustic backscatter intensity. The field data set demonstrated some unique flow features of the upstream estuarine zone, including some low-frequency longitudinal oscillations induced by internal and external resonance. A striking feature of the data set is the large fluctuations in all turbulence properties and suspended sediment concentration during the tidal cycle. This feature has been rarely documented.

High-Frequency Turbulence and Sediment Flux Measurements in an Upper Estuarine Zone

In natural estuaries, the predictions of scalar dispersion are rarely predicted accurately because of a lack of fundamental understanding of the turbulence structure in estuaries. Herein detailed turbulence field measurements were conducted continuously at high frequency for 50 hours in the upper zone of a small subtropical estuary with semi-diurnal tides. Acoustic Doppler velocimetry was deemed the most appropriate measurement technique for such shallow water depths (less than 0.4 m at low tides), and a thorough post-processing technique was applied. In addition, some experiments were conducted in laboratory under controlled conditions using water and soil samples collected in the estuary to test the relationship between acoustic backscatter strength and suspended sediment load. A striking feature of the field data set was the large fluctuations in all turbulence characteristics during the tidal cycle, including the suspended sediment flux. This feature was rarely documented.

High-Frequency Suspended Sediment Flux Measurements in a Small Estuary

In small estuaries, the predictions of scalar dispersion can rarely be predicted accurately because of a lack of fundamental understanding of the turbulence structure. Herein detailed turbulence measurements and suspended sediment concentrations were conducted simultaneously and continuously at high-frequency for 50 hours per investigation in a small subtropical estuary with semi-diurnal tides. The data analyses provided an unique characterisation of the turbulent mixing processes and suspended sediment fluxes. The turbulence was neither homogeneous nor isotropic, and it was not a Gaussian process. The integral time scales for turbulence and suspended sediment concentration were about equal during flood tides, but differed significantly during ebb tides. The field experiences showed that the turbulence measurements must be conducted at high-frequency to characterise the small eddies and the viscous dissipation process, while a continuous sampling was necessary to characterise the time-variations of the instantaneous velocity field, Reynolds stress tensor and suspended sediment flux during the tidal cycles.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Using high-frequency water quality data to assess sampling strategies for the EU Water Framework Directive

The EU Water Framework Directive (WFD) requires that the ecological and chemical status of water bodies in Europe should be assessed, and action taken where possible to ensure that at least "good" quality is attained in each case by 2015. This paper is concerned with the accuracy and precision with which chemical status in rivers can be measured given certain sampling strategies, and how this can be improved. High-frequency (hourly) chemical data from four rivers in southern England were subsampled to simulate different sampling strategies for four parameters used for WFD classification: dissolved phosphorus, dissolved oxygen, pH and water temperature. These data sub-sets were then used to calculate the WFD classification for each site. Monthly sampling was less precise than weekly sampling, but the effect on WFD classification depended on the closeness of the range of concentrations to the class boundaries. In some cases, monthly sampling for a year could result in the same water body being assigned to three or four of the WFD classes with 95% confidence, due to random sampling effects, whereas with weekly sampling this was one or two classes for the same cases. In the most extreme case, the same water body could have been assigned to any of the five WFD quality classes. Weekly sampling considerably reduces the uncertainties compared to monthly sampling. The width of the weekly sampled confidence intervals was about 33% that of the monthly for P species and pH, about 50% for dissolved oxygen, and about 67% for water temperature. For water temperature, which is assessed as the 98th percentile in the UK, monthly sampling biases the mean downwards by about 1 °C compared to the true value, due to problems of assessing high percentiles with limited data. Low-frequency measurements will generally be unsuitable for assessing standards expressed as high percentiles. Confining sampling to the working week compared to all 7 days made little difference, but a modest improvement in precision could be obtained by sampling at the same time of day within a 3 h time window, and this is recommended. For parameters with a strong diel variation, such as dissolved oxygen, the value obtained, and thus possibly the WFD classification, can depend markedly on when in the cycle the sample was taken. Specifying this in the sampling regime would be a straightforward way to improve precision, but there needs to be agreement about how best to characterise risk in different types of river. These results suggest that in some cases it will be difficult to assign accurate WFD chemical classes or to detect likely trends using current sampling regimes, even for these largely groundwater-fed rivers. A more critical approach to sampling is needed to ensure that management actions are appropriate and supported by data.

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Properties of seawater (partial pressure of carbon dioxide (pCO2)) from a ProOceanus CO2-Pro sensor mounted on the continuous surface water sampling system during the Tara Oceans expedition 2009-2013

The Tara Oceans Expedition (2009-2013) sampled the world oceans on board a 36 m long schooner, collecting environmental data and organisms from viruses to planktonic metazoans for later analyses using modern sequencing and state-of-the-art imaging technologies. Tara Oceans Data are particularly suited to study the genetic, morphological and functional diversity of plankton. The present data set provides continuous measurements of partial pressure of carbon dioxide (pCO2), using a ProOceanus CO2-Pro instrument mounted on the flowthrough system. This automatic sensor is fitted with an equilibrator made of gas permeable silicone membrane and an internal detection loop with a non-dispersive infrared detector of PPSystems SBA-4 CO2 analyzer. A zero-CO2 baseline is provided for the subsequent measurements circulating the internal gas through a CO2 absorption chamber containing soda lime or Ascarite. The frequency of this automatic zero point calibration was set to be 24 hours. All data recorded during zeroing processes were discarded with the 15-minute data after each calibration. The output of CO2-Pro is the mole fraction of CO2 in the measured water and the pCO2 is obtained using the measured total pressure of the internal wet gas. The fugacity of CO2 (fCO2) in the surface seawater, whose difference with the atmospheric CO2 fugacity is proportional to the air-sea CO2 fluxes, is obtained by correcting the pCO2 for non-ideal CO2 gas concentration according to Weiss (1974). The fCO2 computed using CO2-Pro measurements was corrected to the sea surface condition by considering the temperature effect on fCO2 (Takahashi et al., 1993). The surface seawater observations that were initially estimated with a 15 seconds frequency were averaged every 5-min cycle. The performance of CO2-Pro was adjusted by comparing the sensor outputs against the thermodynamic carbonate calculation of pCO2 using the carbonic system constants of Millero et al. (2006) from the determinations of total inorganic carbon (CT ) and total alkalinity (AT ) in discrete samples collected at sea surface. AT was determined using an automated open cell potentiometric titration (Haraldsson et al. 1997). CT was determined with an automated coulometric titration (Johnson et al. 1985; 1987), using the MIDSOMMA system (Mintrop, 2005). fCO2 data are flagged according to the WOCE guidelines following Pierrot et al. (2009) identifying recommended values and questionable measurements giving additional information about the reasons of the questionability.

Inference for nonparametric high-frequency estimators with an application to time variation in betas

We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.

The water quality of the River Enborne, UK: observations from high-frequency Monitoring in a rural, lowland river system

This paper reports the results of a 2-year study of water quality in the River Enborne, a rural river in lowland England. Concentrations of nitrogen and phosphorus species and other chemical determinands were monitored both at high-frequency (hourly), using automated in situ instrumentation, and by manual weekly sampling and laboratory analysis. The catchment land use is largely agricultural, with a population density of 123 persons km−2. The river water is largely derived from calcareous groundwater, and there are high nitrogen and phosphorus concentrations. Agricultural fertiliser is the dominant source of annual loads of both nitrogen and phosphorus. However, the data show that sewage effluent discharges have a disproportionate effect on the river nitrogen and phosphorus dynamics. At least 38% of the catchment population use septic tank systems, but the effects are hard to quantify as only 6% are officially registered, and the characteristics of the others are unknown. Only 4% of the phosphorus input and 9% of the nitrogen input is exported from the catchment by the river, highlighting the importance of catchment process understanding in predicting nutrient concentrations. High-frequency monitoring will be a key to developing this vital process understanding.

High-frequency water quality monitoring in an urban catchment: hydrochemical dynamics, primary production and implications for the Water Framework Directive

This paper describes the hydrochemistry of a lowland, urbanised river-system, The Cut in England, using in situ sub-daily sampling. The Cut receives effluent discharges from four major sewage treatment works serving around 190,000 people. These discharges consist largely of treated water, originally abstracted from the River Thames and returned via the water supply network, substantially increasing the natural flow. The hourly water quality data were supplemented by weekly manual sampling with laboratory analysis to check the hourly data and measure further determinands. Mean phosphorus and nitrate concentrations were very high, breaching standards set by EU legislation. Though 56% of the catchment area is agricultural, the hydrochemical dynamics were significantly impacted by effluent discharges which accounted for approximately 50% of the annual P catchment input loads and, on average, 59% of river flow at the monitoring point. Diurnal dissolved oxygen data demonstrated high in-stream productivity. From a comparison of high frequency and conventional monitoring data, it is inferred that much of the primary production was dominated by benthic algae, largely diatoms. Despite the high productivity and nutrient concentrations, the river water did not become anoxic and major phytoplankton blooms were not observed. The strong diurnal and annual variation observed showed that assessments of water quality made under the Water Framework Directive (WFD) are sensitive to the time and season of sampling. It is recommended that specific sampling time windows be specified for each determinand, and that WFD targets should be applied in combination to help identify periods of greatest ecological risk. This article is protected by copyright. All rights reserved.

Alternative protocol to initiate high-frequency oscillatory ventilation: an experimental study

INTRODUCTION: The objective was to study the effects of a novel lung volume optimization procedure (LVOP) using high-frequency oscillatory ventilation (HFOV) upon gas exchange, the transpulmonary pressure (TPP), and hemodynamics in a porcine model of surfactant depletion. METHODS: With institutional review board approval, the hemodynamics, blood gas analysis, TPP, and pulmonary shunt fraction were obtained in six anesthetized pigs before and after saline lung lavage. Measurements were acquired during pressure-controlled ventilation (PCV) prior to and after lung damage, and during a LVOP with HFOV. The LVOP comprised a recruitment maneuver with a continuous distending pressure (CDP) of 45 mbar for 2.5 minutes, and a stepwise decrease of the CDP (5 mbar every 5 minute) from 45 to 20 mbar. The TPP level was identified during the decrease in CDP, which assured a change of the PaO2/FIO2 ratio < 25% compared with maximum lung recruitment at CDP of 45 mbar (CDP45). Data are presented as the median (25th-75th percentile); differences between measurements are determined by Friedman repeated-measures analysis on ranks and multiple comparisons (Tukey's test). The level of significance was set at P < 0.05. RESULTS: The PaO2/FiO2 ratio increased from 99.1 (56.2-128) Torr at PCV post-lavage to 621 (619.4-660.3) Torr at CDP45 (CDP45) (P < 0.031). The pulmonary shunt fraction decreased from 51.8% (49-55%) at PCV post-lavage to 1.03% (0.4-3%) at CDP45 (P < 0.05). The cardiac output and stroke volume decreased at CDP45 (P < 0.05) compared with PCV, whereas the heart rate, mean arterial pressure, and intrathoracic blood volume remained unchanged. A TPP of 25.5 (17-32) mbar was required to preserve a difference in PaO2/FIO2 ratio < 25% related to CDP45; this TPP was achieved at a CDP of 35 (25-40) mbar. CONCLUSION: This HFOV protocol is easy to perform, and allows a fast determination of an adequate TPP level that preserves oxygenation. Systemic hemodynamics, as a measure of safety, showed no relevant deterioration throughout the procedure.

Electrical impedance tomography in extremely prematurely born infants and during high frequency oscillatory ventilation analyzed in the frequency domain

Functional electrical impedance tomography (EIT) measures relative impedance change that occurs in the chest during a distinct observation period and an EIT image describing regional relative impedance change is generated. Analysis of such an EIT image may be erroneous because it is based on an impedance signal that has several components. Most of the change in relative impedance in the chest is caused by air movement but other physiological events such as cardiac activity change in end expiratory level or pressure swings originating from a ventilator circuit can influence the impedance signal. We obtained EIT images and signals in spontaneously breathing healthy adults, in extremely prematurely born infants on continuous positive airway pressure and in ventilated sheep on conventional mechanical or high frequency oscillatory ventilation (HFOV). Data were analyzed in the frequency domain and results presented after band pass filtering within the frequency range of the physiological event of interest. Band pass filtering of EIT data is necessary in premature infants and on HFOV to differentiate and eliminate relative impedance changes caused by physiological events other than the one of interest.

A high-power-factor, three-phase isolated AC-DC converter using high-frequency current injection

A single-stage, three-phase AC-to-DC converter topology is proposed for high-frequency power supply applications. The principal features of the circuit include continuous current operation of the three AC input inductors, inherent shaping of the input currents, resulting in high power factor, a transformer isolated output, and only two active devices are required, both soft-switched. Resonant conversion techniques are used, and a high power factor is achieved by injecting high-frequency currents into the three-phase rectifier, producing a high frequency modulation of the rectifier input voltages. The current injection principle is explained and the system operation is confirmed by a combination of simulation and experimental results.

Archaeological otoliths as environmental recorders: high resolution sampling of pacific cod (Gadus macrocephalus) otoliths from Kiska Island, Alaska

Archaeological fish otoliths have the potential to serve as proxies for both season of site occupation and palaeoclimate conditions. By sampling along the distinctive sub-annual seasonal bands of the otolith and completing a stable isotope (δ¹⁸O, δ¹³C) analysis, variations within the fish’s environment can be identified. Through the analysis of cod otoliths from two archaeological sites on Kiska Island, Gertrude Cove (KIS-010) and Witchcraft Point (KIS-005), this research evaluates a micromilling methodological approach to extracting climatic data from archaeological cod otoliths. In addition, δ¹⁸Ootolith data and radiocarbon dates frame a discussion of Pacific cod harvesting, site occupation, and changing climatic conditions on Kiska Island. To aid in the interpretation of the archaeological Pacific cod results, archaeological and modern Atlantic cod otoliths were also analyzed as a component of this study to develop. The Atlantic cod otoliths provided the methodological and interpretative framework for the study, and also served to assess the efficacy of this sampling strategy for archaeological materials and to add time-depth to existing datasets. The δ¹⁸Ootolith values successfully illustrate relative variation in ambient water temperature. The Pacific cod δ¹⁸O values demonstrate a weak seasonal signal identifiable up to year 3, followed by relatively stable values until year 6/7 when values continuously increase. Based on the δ¹⁸O values, the Pacific cod were exposed to the coldest water temperatures immediately prior to capture. The lack of a clear cycle of seasonal variation and the continued increase in values towards the otolith edge obscures the season of capture, and indicates that other behavioural, environmental, or methodological factors influenced the otolith δ¹⁸O values. It is suggested that Pacific cod would have been harvested throughout the year, and the presence of cod remains in Aleutian archaeological sites cannot be used as a reliable indicator of summer occupation. In addition, when the δ¹⁸O otolith values are integrated with radiocarbon dates and known climatic regimes, it is demonstrated that climatic conditions play an integral role in the pattern of occupation at Gertrude Cove. Initial site occupation coincides with the end of a neoglacial cooling period, and the most recent and continuous occupation coincides with the end of a localized warming period and the onset of the Little Ice Age (LIA).

Recalled and recorded bowel habits confirm early onset and high frequency of constipation in day-care nursery children

CONTEXT: Mothers recall early-onset constipation in children attending gastroenterology clinics. OBJECTIVES: To study the bowel habit of young children in the community to determine, first, whether early-onset constipation is confirmed in this setting and, second, the agreement between recalled and recorded bowel habit. METHODS:Defecation data of 57 children aged 6.0-40.7 mo were obtained by maternal recall (questionnaire on predominant stool characteristics) and by record (1,934 defecations registered prospectively at home and in the nursery). The bowel habit was classified according to stool frequency and proportion of stool characteristics (soft, hard and/or runny). Two criteria were used to classify recorded data, since the cutoff point for hard stools to identify constipation is undefined in children: predominant criterion and adult criterion, respectively with >50% and >25% of stools with altered consistency. Bowel habit categories were: adequate, constipation, functional diarrhea and "other bowel habit". Nonparametric statistics, and the Kappa index for agreement between recalled and recorded bowel habit, were used. RESULTS: Constipation occurred in 17.5%, 10.5%, 19.3% of the children by recall, the predominant and the adult criteria, respectively. Constipation was the main recalled alteration, vs 12.3% "other bowel habit". Only one child classified as having functional diarrhea (by the adult criterion). Agreement between recalled and recorded bowel habit was fair for constipation, by the predominant and the adult criteria (K = 0.28 and 0.24, respectively), but only slight (K <0.16) for other bowel habit categories. Individual data, however, pointed to a better relationship between recalled constipation and the adult rather than the predominant criterion. CONCLUSIONS: Frequent early-onset constipation was confirmed. Fair agreement between recalled and recorded constipation by the two used criteria indicates that recalled data are quite reliable to detect constipation.