Soporte geoespacial para modelos de distribución de especies (I): generalización del mapa de vegetación del Montseny apoyada en información de imágenes de satélite

Los mapas de vegetación son a menudo utilizados como proxis de una estratificación de hábitats para generar distribuciones geográficas contínuas de organismos a partir de datos discretos mediante modelos multi-variantes. Sin embargo, los mapas de vegetación suelen ser poco apropiados para ser directamente aplicados a este fin, pues sus categorías no se concibieron con la intención de corresponder a tipos de hábitat. En este artículo presentamos y aplicamos el método de Agrupamiento por Doble Criterio para generalizar un mapa de vegetación extraordinariamente detallado (350 clases) del Parque Natural del Montseny (Cataluña) en categorías que mantienen la coherencia tanto desde el punto de vista estructural (a través de una matriz de disimilaridad espectral calculada mediante una imágen del satélite SPOT-5) como en términos de vegetación (gracias a una matriz de disimilaridad calculada mediante propiedades de vegetación deducidas de la leyenda jerárquica del mapa). El método simplifica de 114 a 18 clases el 67% del área de estudio. Añadiendo otras agregaciones más triviales basadas exclusivamente en criterios de cubierta de suelo, el 73% del área de estudio pasa de 167 a 25 categorías. Como valor añadido, el método identifica el 10% de los polígonos originales como anómalos (a partir de comparar las propiedades espectrales de cada polígono con el resto de los de su clases), lo que implica cambios en la cubierta entre las fechas del soporte utilizado para generar el mapa original y la imagen de satélite, o errores en la producción de éste.

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

Partial reconstruction of the trajectories of a discretely observed branching diffusion with immigration and an application to inference

In this treatise we consider finite systems of branching particles where the particles move independently of each other according to d-dimensional diffusions. Particles are killed at a position dependent rate, leaving at their death position a random number of descendants according to a position dependent reproduction law. In addition particles immigrate at constant rate (one immigrant per immigration time). A process with above properties is called a branching diffusion withimmigration (BDI). In the first part we present the model in detail and discuss the properties of the BDI under our basic assumptions. In the second part we consider the problem of reconstruction of the trajectory of a BDI from discrete observations. We observe positions of the particles at discrete times; in particular we assume that we have no information about the pedigree of the particles. A natural question arises if we want to apply statistical procedures on the discrete observations: How can we find couples of particle positions which belong to the same particle? We give an easy to implement 'reconstruction scheme' which allows us to redraw or 'reconstruct' parts of the trajectory of the BDI with high accuracy. Moreover asymptotically the whole path can be reconstructed. Further we present simulations which show that our partial reconstruction rule is tractable in practice. In the third part we study how the partial reconstruction rule fits into statistical applications. As an extensive example we present a nonparametric estimator for the diffusion coefficient of a BDI where the particles move according to one-dimensional diffusions. This estimator is based on the Nadaraya-Watson estimator for the diffusion coefficient of one-dimensional diffusions and it uses the partial reconstruction rule developed in the second part above. We are able to prove a rate of convergence of this estimator and finally we present simulations which show that the estimator works well even if we leave our set of assumptions.

Parameterschätzung in zeitdiskreten ergodischen Markov-Prozessen am Beispiel des Cox-Ingersoll-Ross-Modells

In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Exact Solution of Bayes and Minimax Change-Detection Problems

The challenge of detecting a change in the distribution of data is a sequential decision problem that is relevant to many engineering solutions, including quality control and machine and process monitoring. This dissertation develops techniques for exact solution of change-detection problems with discrete time and discrete observations. Change-detection problems are classified as Bayes or minimax based on the availability of information on the change-time distribution. A Bayes optimal solution uses prior information about the distribution of the change time to minimize the expected cost, whereas a minimax optimal solution minimizes the cost under the worst-case change-time distribution. Both types of problems are addressed. The most important result of the dissertation is the development of a polynomial-time algorithm for the solution of important classes of Markov Bayes change-detection problems. Existing techniques for epsilon-exact solution of partially observable Markov decision processes have complexity exponential in the number of observation symbols. A new algorithm, called constellation induction, exploits the concavity and Lipschitz continuity of the value function, and has complexity polynomial in the number of observation symbols. It is shown that change-detection problems with a geometric change-time distribution and identically- and independently-distributed observations before and after the change are solvable in polynomial time. Also, change-detection problems on hidden Markov models with a fixed number of recurrent states are solvable in polynomial time. A detailed implementation and analysis of the constellation-induction algorithm are provided. Exact solution methods are also established for several types of minimax change-detection problems. Finite-horizon problems with arbitrary observation distributions are modeled as extensive-form games and solved using linear programs. Infinite-horizon problems with linear penalty for detection delay and identically- and independently-distributed observations can be solved in polynomial time via epsilon-optimal parameterization of a cumulative-sum procedure. Finally, the properties of policies for change-detection problems are described and analyzed. Simple classes of formal languages are shown to be sufficient for epsilon-exact solution of change-detection problems, and methods for finding minimally sized policy representations are described.

Adaptively weighted maximum likelihood estimation of discrete distributions

SummaryDiscrete data arise in various research fields, typically when the observations are count data.I propose a robust and efficient parametric procedure for estimation of discrete distributions. The estimation is done in two phases. First, a very robust, but possibly inefficient, estimate of the model parameters is computed and used to indentify outliers. Then the outliers are either removed from the sample or given low weights, and a weighted maximum likelihood estimate (WML) is computed.The weights are determined via an adaptive process such that if the data follow the model, then asymptotically no observation is downweighted.I prove that the final estimator inherits the breakdown point of the initial one, and that its influence function at the model is the same as the influence function of the maximum likelihood estimator, which strongly suggests that it is asymptotically fully efficient.The initial estimator is a minimum disparity estimator (MDE). MDEs can be shown to have full asymptotic efficiency, and some MDEs have very high breakdown points and very low bias under contamination. Several initial estimators are considered, and the performances of the WMLs based on each of them are studied.It results that in a great variety of situations the WML substantially improves the initial estimator, both in terms of finite sample mean square error and in terms of bias under contamination. Besides, the performances of the WML are rather stable under a change of the MDE even if the MDEs have very different behaviors.Two examples of application of the WML to real data are considered. In both of them, the necessity for a robust estimator is clear: the maximum likelihood estimator is badly corrupted by the presence of a few outliers.This procedure is particularly natural in the discrete distribution setting, but could be extended to the continuous case, for which a possible procedure is sketched.RésuméLes données discrètes sont présentes dans différents domaines de recherche, en particulier lorsque les observations sont des comptages.Je propose une méthode paramétrique robuste et efficace pour l'estimation de distributions discrètes. L'estimation est faite en deux phases. Tout d'abord, un estimateur très robuste des paramètres du modèle est calculé, et utilisé pour la détection des données aberrantes (outliers). Cet estimateur n'est pas nécessairement efficace. Ensuite, soit les outliers sont retirés de l'échantillon, soit des faibles poids leur sont attribués, et un estimateur du maximum de vraisemblance pondéré (WML) est calculé.Les poids sont déterminés via un processus adaptif, tel qu'asymptotiquement, si les données suivent le modèle, aucune observation n'est dépondérée.Je prouve que le point de rupture de l'estimateur final est au moins aussi élevé que celui de l'estimateur initial, et que sa fonction d'influence au modèle est la même que celle du maximum de vraisemblance, ce qui suggère que cet estimateur est pleinement efficace asymptotiquement.L'estimateur initial est un estimateur de disparité minimale (MDE). Les MDE sont asymptotiquement pleinement efficaces, et certains d'entre eux ont un point de rupture très élevé et un très faible biais sous contamination. J'étudie les performances du WML basé sur différents MDEs.Le résultat est que dans une grande variété de situations le WML améliore largement les performances de l'estimateur initial, autant en terme du carré moyen de l'erreur que du biais sous contamination. De plus, les performances du WML restent assez stables lorsqu'on change l'estimateur initial, même si les différents MDEs ont des comportements très différents.Je considère deux exemples d'application du WML à des données réelles, où la nécessité d'un estimateur robuste est manifeste : l'estimateur du maximum de vraisemblance est fortement corrompu par la présence de quelques outliers.La méthode proposée est particulièrement naturelle dans le cadre des distributions discrètes, mais pourrait être étendue au cas continu.

EISCAT/CRRES observations: nightside ionospheric ion outflow and oxygen-rich substorm injections

We present combined observations made near midnight by the EISCAT radar, all-sky cameras and the combined released and radiation efects satellite (CRRES) shortly before and during a substorm. In particular, we study a discrete, equatorward-drifting auroral arc, seen several degrees poleward of the onset region. The arc passes through the field-aligned beam of the EISCAT radar and is seen to be associated with a considerable upflow of ionospheric plasma. During the substorm, the CRRES satellite observed two major injections, 17 min apart, the second of which was dominated by O+ ions. We show that the observed are was in a suitable location in both latitude and MLT to have fed O+ ions into the second injection and that the upward flux of ions associated with it was sufficient to explain the observed injection. We interpret these data as showing that arcs in the nightside plasma-sheet boundary layer could be the source of O+ ions energised by a dipolarisation of the mid- and near-Earth tail, as opposed to ions ejected from the dayside ionosphere in the cleft ion fountain.

Multi-instrument ground-based observations of a travelling convection vortices event

A coordinated ground-based observational campaign using the IMAGE magnetometer network, EISCAT radars and optical instruments on Svalbard has made possible detailed studies of a travelling convection vortices (TCV) event on 6 January 1992. Combining the data from these facilities allows us to draw a very detailed picture of the features and dynamics of this TCV event. On the way from the noon to the drawn meridian, the vortices went through a remarkable development. The propagation velocity in the ionosphere increased from 2.5 to 7.4 km s−1, and the orientation of the major axes of the vortices rotated from being almost parallel to the magnetic meridian near noon to essentially perpendicular at dawn. By combining electric fields obtained by EISCAT and ionospheric currents deduced from magnetic field recordings, conductivities associated with the vortices could be estimated. Contrary to expectations we found higher conductivities below the downward field aligned current (FAC) filament than below the upward directed. Unexpected results also emerged from the optical observations. For most of the time there were no discrete aurora at 557.7 nm associated with the TCVs. Only once did a discrete form appear at the foot of the upward FAC. This aurora subsequently expanded eastward and westward leaving its centre at the same longitude while the TCV continued to travel westward. Also we try to identify the source regions of TCVs in the magnetosphere and discuss possible generation mechanisms.

Multiple, discrete arcs on sunward convecting field lines in the 14-15 MLT region

Ionospheric plasma flow measurements and simultaneous observations of thin (∼0.2° invariant latitude (ILAT)), multiple, longitudinally extended auroral arcs of transient nature within 74°-76° ILAT and 1030-1130 UT (∼14-15 MLT) on January 12, 1989, are reported. The auroral structures appeared within the luminous belt of strong 630.0-nm emissions located predominantly on sunward convecting field lines equatorward of the convection reversal boundary as identified by the European Incoherent Scatter UHF radar. The events occurred during a period of several hours quasi-steady solar wind speed (∼ 700 km s−1) and a radially orientated interplanetary magnetic field (IMF) with a weak northward tilt (IMF Bz>0). These typical dayside auroral features are related to previous studies of auroral activity related to the upward region 1 current in the postnoon sector. The discrete auroral events presented here may result from magnetosheath plasma injections into the low-latitude boundary layer (LLBL) and an associated dynamo mechanism. An alternative explanation invokes kinetic Alfvén waves, triggered either by Kelvin-Helmholtz instability at the inner (or outer) edge of the LLBL or by pressure pulse induced magnetopause surface waves.

Dynamic auroral structure in the vicinity of the polar cusp - multipoint observations during southward and northward IMF

The low- and high-latitude boundary layers of the earth's magnetosphere [low-latitude boundary layer (LLBL) and mantle] play important roles in transferring momentum and energy from the solar wind to the magnetosphere-ionosphere system. Particle precipitation, field-aligned current, auroral emission, ionospheric ion drift and ground magnetic perturbations are among the low-altitude parameters that show signatures of various plasma processes in the LLBL and the magnetopause current layer. Magnetic merging events, Kelvin-Helmholtz waves, and pressure pulses excited by the variable solar wind/magnetosheath plasma are examples of boundary phenomena that may be coupled to the ionosphere via field-aligned currents. Optical auroral observation, by photometry and all-sky TV cameras, is a unique technique for investigating the spatial and temporal structure of the electron precipitation associated with such phenomena. However, the distinction between the different boundary layer plasma populations cannot in general be unambiguously determined by optics alone. Additional information, such as satellite observations of particle boundaries and field-aligned currents, is needed in order to identify the plasma source(s) and the magnetosphere-ionosphere coupling mode(s). Two categories of auroral activity/structure in the vicinity of the polar cusp are discussed in this paper, based on combined ground and satellite data. In one case, the quasi-periodic sequence of auroral events at the polar cap boundary involves accelerated electrons (< 1 keV) moving poleward (< 1 km s-1) and azimuthally along the persistent cusp/cleft arc poleward boundary with velocities (< 4 km s-1), comparable to the local ionospheric ion drift during periods of southward IMF. A critical question is whether or not the optical events signify a corresponding plasma flow across the open/closed field line boundary in such cases. Near-simultaneous observations of magnetopause flux transfer events (FTEs) and such optical/ion drift events are reported. The reverse pattern of motion of discrete auroral forms is observed during positive interplanetary magnetic field (IMF) B(Z), i.e. equatorward motion into the cusp/cleft background arc from the poleward edge. Combined satellite and ground-based information for the latter cases indicate a source mechanism, poleward of the cusp at the high-latitude magnetopause or plasma mantle, giving rise to strong momentum transfer and electron precipitation structures within a approximately 200 km-wide latitudinal zone at the cusp/cleft poleward boundary. The striking similarities of auroral electrodynamics in the cleft/mantle region during northward and southward IMF indicate that a qualitatively similar solar wind-magnetosphere coupling mode is operating. It is suggested that, in both cases, the discrete auroral forms represent temporal/spatial structure of larger-scale convection over the polar magnetosphere.

Auroral bright spot sequence near 1400 MLT: Coordinated optical and ion drift observations

Optical observations of a dayside auroral brightening sequence, by means of all-sky TV cameras and meridian scanning photometers, have been combined with EISCAT ion drift observations within the same invariant latitude-MLT sector. The observations were made during a January 1989 campaign by utilizing the high F region ion densities during the maximum phase of the solar cycle. The characteristic intermittent optical events, covering ∼300 km in east-west extent, move eastward (antisunward) along the poleward boundary of the persistent background aurora at velocities of ∼1.5 km s−1 and are associated with ion flows which swing from eastward to westward, with a subsequent return to eastward, during the interval of a few minutes when there is enhanced auroral emission within the radar field of view. The breakup of discrete auroral forms occurs at the reversal (negative potential) that forms between eastward plasma flow, maximizing near the persistent arc poleward boundary, and strong transient westward flow to the south. The reported events, covering a 35 min interval around 1400 MLT, are embedded within a longer period of similar auroral activity between 0830 (1200 MLT) and 1300 UT (1600 MLT). These observations are discussed in relation to recent models of boundary layer plasma dynamics and the associated magnetosphere-ionosphere coupling. The ionospheric events may correspond to large-scale wave like motions of the low-latitude boundary layer (LLBL)/plasma sheet (PS) boundary. On the basis of this interpretation the observed spot size, speed and repetition period (∼10 min) give a wavelength (the distance between spots) of ∼900 km in the present case. The events can also be explained as ionospheric signatures of newly opened flux tubes associated with reconnection bursts at the magnetopause near 1400 MLT. We also discuss these data in relation to random, patchy reconnection (as has recently been invoked to explain the presence of the sheathlike plasma on closed field lines in the LLBL). In view of the lack of IMF data, and the existing uncertainty on the location of the open-closed field line boundary relative to the optical events, an unambiguous discrimination between the different alternatives is not easily obtained.

Likelihood approximations and discrete models for tied survival data

Ties among event times are often recorded in survival studies. For example, in a two week laboratory study where event times are measured in days, ties are very likely to occur. The proportional hazards model might be used in this setting using an approximated partial likelihood function. This approximation works well when the number of ties is small. on the other hand, discrete regression models are suggested when the data are heavily tied. However, in many situations it is not clear which approach should be used in practice. In this work, empirical guidelines based on Monte Carlo simulations are provided. These recommendations are based on a measure of the amount of tied data present and the mean square error. An example illustrates the proposed criterion.

Soil-structure interaction during tunnelling in urban area: observations and 3D numerical modelling

This work illustrates a soil-tunnel-structure interaction study performed by an integrated,geotechnical and structural,approach based on 3D finite element analyses and validated against experimental observations.The study aims at analysing the response of reinforced concrete framed buildings on discrete foundations in interaction with metro lines.It refers to the case of the twin tunnels of the Milan (Italy) metro line 5,recently built in coarse grained materials using EPB machines,for which subsidence measurements collected along ground and building sections during tunnelling were available.Settlements measured under freefield conditions are firstly back interpreted using Gaussian empirical predictions. Then,the in situ measurements’ analysis is extended to include the evolving response of a 9 storey reinforced concrete building while being undercrossed by the metro line.In the finite element study,the soil mechanical behaviour is described using an advanced constitutive model. This latter,when combined with a proper simulation of the excavation process, proves to realistically reproduce the subsidence profiles under free field conditions and to capture the interaction phenomena occurring between the twin tunnels during the excavation. Furthermore, when the numerical model is extended to include the building, schematised in a detailed manner, the results are in good agreement with the monitoring data for different stages of the twin tunnelling. Thus, they indirectly confirm the satisfactory performance of the adopted numerical approach which also allows a direct evaluation of the structural response as an outcome of the analysis. Further analyses are also carried out modelling the building with different levels of detail. The results highlight that, in this case, the simplified approach based on the equivalent plate schematisation is inadequate to capture the real tunnelling induced displacement field. The overall behaviour of the system proves to be mainly influenced by the buried portion of the building which plays an essential role in the interaction mechanism, due to its high stiffness.

Constraining storm-scale forecasts of deep convective initiation with surface weather observations

Thesis (Ph.D.)--University of Washington, 2016-06