Nonuniform Depth Distribution Selection with Discrete Fourier Transform

info:eu-repo/semantics/inPress

Minimum Description Length Principle in Discriminating Marginal Distributions

2010 Mathematics Subject Classification: 94A17, 62B10, 62F03.

Return distribution predictability and its implications for portfolio selection

The inquiries to return predictability are traditionally limited to conditional mean, while literature on portfolio selection is replete with moment-based analysis with up to the fourth moment being considered. This paper develops a distribution-based framework for both return prediction and portfolio selection. More specifically, a time-varying return distribution is modeled through quantile regressions and copulas, using quantile regressions to extract information in marginal distributions and copulas to capture dependence structure. A preference function which captures higher moments is proposed for portfolio selection. An empirical application highlights the additional information provided by the distributional approach which cannot be captured by the traditional moment-based methods.

Eliciting and encoding expert knowledge on variable selection into classical or Bayesian species distribution models

The quality of species distribution models (SDMs) relies to a large degree on the quality of the input data, from bioclimatic indices to environmental and habitat descriptors (Austin, 2002). Recent reviews of SDM techniques, have sought to optimize predictive performance e.g. Elith et al., 2006. In general SDMs employ one of three approaches to variable selection. The simplest approach relies on the expert to select the variables, as in environmental niche models Nix, 1986 or a generalized linear model without variable selection (Miller and Franklin, 2002). A second approach explicitly incorporates variable selection into model fitting, which allows examination of particular combinations of variables. Examples include generalized linear or additive models with variable selection (Hastie et al. 2002); or classification trees with complexity or model based pruning (Breiman et al., 1984, Zeileis, 2008). A third approach uses model averaging, to summarize the overall contribution of a variable, without considering particular combinations. Examples include neural networks, boosted or bagged regression trees and Maximum Entropy as compared in Elith et al. 2006. Typically, users of SDMs will either consider a small number of variable sets, via the first approach, or else supply all of the candidate variables (often numbering more than a hundred) to the second or third approaches. Bayesian SDMs exist, with several methods for eliciting and encoding priors on model parameters (see review in Low Choy et al. 2010). However few methods have been published for informative variable selection; one example is Bayesian trees (O’Leary 2008). Here we report an elicitation protocol that helps makes explicit a priori expert judgements on the quality of candidate variables. This protocol can be flexibly applied to any of the three approaches to variable selection, described above, Bayesian or otherwise. We demonstrate how this information can be obtained then used to guide variable selection in classical or machine learning SDMs, or to define priors within Bayesian SDMs.

Modelling habitat selection and distribution of the critically endangered Jerdon's courser Rhinoptilus bitorquatus in scrub jungle: an application of a new tracking method

1. Jerdon's courser Rhinoptilus bitorquatus is a nocturnally active cursorial bird that is only known to occur in a small area of scrub jungle in Andhra Pradesh, India, and is listed as critically endangered by the IUCN. Information on its habitat requirements is needed urgently to underpin conservation measures. We quantified the habitat features that correlated with the use of different areas of scrub jungle by Jerdon's coursers, and developed a model to map potentially suitable habitat over large areas from satellite imagery and facilitate the design of surveys of Jerdon's courser distribution. 2. We used 11 arrays of 5-m long tracking strips consisting of smoothed fine soil to detect the footprints of Jerdon's coursers, and measured tracking rates (tracking events per strip night). We counted the number of bushes and trees, and described other attributes of vegetation and substrate in a 10-m square plot centred on each strip. We obtained reflectance data from Landsat 7 satellite imagery for the pixel within which each strip lay. 3. We used logistic regression models to describe the relationship between tracking rate by Jerdon's coursers and characteristics of the habitat around the strips, using ground-based survey data and satellite imagery. 4. Jerdon's coursers were most likely to occur where the density of large (>2 m tall) bushes was in the range 300-700 ha(-1) and where the density of smaller bushes was less than 1000 ha(-1). This habitat was detectable using satellite imagery. 5. Synthesis and applications. The occurrence of Jerdon's courser is strongly correlated with the density of bushes and trees, and is in turn affected by grazing with domestic livestock, woodcutting and mechanical clearance of bushes to create pasture, orchards and farmland. It is likely that there is an optimal level of grazing and woodcutting that would maintain or create suitable conditions for the species. Knowledge of the species' distribution is incomplete and there is considerable pressure from human use of apparently suitable habitats. Hence, distribution mapping is a high conservation priority. A two-step procedure is proposed, involving the use of ground surveys of bush density to calibrate satellite image-based mapping of potential habitat. These maps could then be used to select priority areas for Jerdon's courser surveys. The use of tracking strips to study habitat selection and distribution has potential in studies of other scarce and secretive species.

Modelling habitat selection and distribution of the critically endangered Jerdon's courser Rhinoptilus bitorquatus in scrub jungle: an application of a new tracking method

1. Jerdon's courser Rhinoptilus bitorquatus is a nocturnally active cursorial bird that is only known to occur in a small area of scrub jungle in Andhra Pradesh, India, and is listed as critically endangered by the IUCN. Information on its habitat requirements is needed urgently to underpin conservation measures. We quantified the habitat features that correlated with the use of different areas of scrub jungle by Jerdon's coursers, and developed a model to map potentially suitable habitat over large areas from satellite imagery and facilitate the design of surveys of Jerdon's courser distribution. 2. We used 11 arrays of 5-m long tracking strips consisting of smoothed fine soil to detect the footprints of Jerdon's coursers, and measured tracking rates (tracking events per strip night). We counted the number of bushes and trees, and described other attributes of vegetation and substrate in a 10-m square plot centred on each strip. We obtained reflectance data from Landsat 7 satellite imagery for the pixel within which each strip lay. 3. We used logistic regression models to describe the relationship between tracking rate by Jerdon's coursers and characteristics of the habitat around the strips, using ground-based survey data and satellite imagery. 4. Jerdon's coursers were most likely to occur where the density of large (>2 m tall) bushes was in the range 300-700 ha(-1) and where the density of smaller bushes was less than 1000 ha(-1). This habitat was detectable using satellite imagery. 5. Synthesis and applications. The occurrence of Jerdon's courser is strongly correlated with the density of bushes and trees, and is in turn affected by grazing with domestic livestock, woodcutting and mechanical clearance of bushes to create pasture, orchards and farmland. It is likely that there is an optimal level of grazing and woodcutting that would maintain or create suitable conditions for the species. Knowledge of the species' distribution is incomplete and there is considerable pressure from human use of apparently suitable habitats. Hence, distribution mapping is a high conservation priority. A two-step procedure is proposed, involving the use of ground surveys of bush density to calibrate satellite image-based mapping of potential habitat. These maps could then be used to select priority areas for Jerdon's courser surveys. The use of tracking strips to study habitat selection and distribution has potential in studies of other scarce and secretive species.

Correlation structure and model selection for negative binomial distribution in GEE

A new model selection criterion, termed as the “quasi-likelihood under the independence model criterion” (QIC), was proposed by Pan (2001) for GEE models. Cui (2007) developed a general computing program to implement the QIC method for a range of statistical distributions. However, only a special case of the negative binomial distribution was considered in Cui (2007), where the dispersion parameter equals to unity. This article introduces a new computing program that can be applied for the general negative binomial model, where the dispersion parameter can be any fixed value. An example is also given in this article.

Blue whale habitat selection and within-season distribution in a regional upwelling system off southern Australia

Blue whales Balaenoptera musculus aggregate to feed in a regional upwelling system during November–May between the Great Australian Bight (GAB) and Bass Strait. We analysed sightings from aerial surveys over 6 upwelling seasons (2001–02 to 2006–07) to assess within-season patterns of blue whale habitat selection, distribution, and relative abundance. Habitat variables were modelled using a general linear model (GLM) that ranked sea surface temperature (SST) and sea surface chlorophyll (SSC) of equal importance, followed by depth, distance to shore, SSC gradient, distance to shelf break, and SST gradient. Further discrimination by hierarchical partitioning indicated that SST accounted for 84.4% of variation in blue whale presence explained by the model, and that probability of sightings increased with increasing SST. The large study area was resolved into 3 zones showing diversity of habitat from the shallow narrow shelf and associated surface upwelling of the central zone, to the relatively deep upper slope waters, broad shelf and variable upwelling of the western zone, and the intermediate features of the eastern zone. Density kernel estimation showed a trend in distribution from the west during November–December, spreading south-eastward along the shelf throughout the central and eastern zones during January–April, with the central zone most consistently utilised. Encounter rates in central and eastern zones peaked in February, coinciding with peak upwelling intensity and primary productivity. Blue whales avoided inshore upwelling centres, selecting SST ~1°C cooler than remotely sensed ambient SST. Whales selected significantly higher SSC in the central and eastern zones than the western zone, where relative abundance was extremely variable. Most animals departed from the feeding ground by late April.

Variant selection and intervariant crystallographic planes distribution in martensite in a Ti-6Al-4V alloy

The transformation texture was studied in a Ti-6Al-4V alloy for two microstructures produced through different phase transformation mechanisms (i.e. diffusional vs. displacive). Both microstructures revealed qualitatively similar crystallographic texture characteristics, having two main texture components with Euler angles of (90°, 90°, 0°) and (90°, 30°, 0°). However, the overall α texture strength was considerably weaker in the martensitic structure (i.e. displacive mechanism) compared with the α + β microstructure produced through slow cooling (i.e. diffusional mechanism). The intervariant boundary distribution in martensite mostly revealed five misorientations associated with the Burgers orientation relationship. The five-parameter boundary analysis also showed a very strong interface plane orientation texture, with interfaces terminated mostly on the prismatic planes {hki0}, when misorientation was ignored. The highest intervariant boundary populations belonged to the 63.26°/[10 553 ] and 60°/[112 0] misorientations, with length fractions of 0.38 and 0.3, respectively. The former was terminated on (41 3 0), and the latter was a symmetric tilt boundary, terminated on (1 011). The intervariant plane distribution in martensite was determined more by the constraints of the phase transformation than by the relative interface energies.

Power-law distribution in a learning process: competition, learning and natural selection

In the present work, we propose a model for the statistical distribution of people versus number of steps acquired by them in a learning process, based on competition, learning and natural selection. We consider that learning ability is normally distributed. We found that the number of people versus step acquired by them in a learning process is given through a power law. As competition, learning and selection is also at the core of all economical and social systems, we consider that power-law scaling is a quantitative description of this process in social systems. This gives an alternative thinking in holistic properties of complex systems. (C) 2004 Elsevier B.V. All rights reserved.

Optimal conductor size selection and reconductoring in radial distribution systems using a mixed-integer LP approach

This paper presents a mixed-integer linear programming model to solve the conductor size selection and reconductoring problem in radial distribution systems. In the proposed model, the steady-state operation of the radial distribution system is modeled through linear expressions. The use of a mixed-integer linear model guarantees convergence to optimality using existing optimization software. The proposed model and a heuristic are used to obtain the Pareto front of the conductor size selection and reconductoring problem considering two different objective functions. The results of one test system and two real distribution systems are presented in order to show the accuracy as well as the efficiency of the proposed solution technique. © 1969-2012 IEEE.

Disturbance detection for optimal database storage in electrical distribution systems using artificial immune systems with negative selection

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A matheuristic for the selection of beam directions and dose distribution in radiotherapy planning

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)