Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

Boron and strontium isotopic characterization of coal combustion residuals: validation of new environmental tracers.

In the U.S., coal fired power plants produce over 136 million tons of coal combustion residuals (CCRs) annually. CCRs are enriched in toxic elements, and their leachates can have significant impacts on water quality. Here we report the boron and strontium isotopic ratios of leaching experiments on CCRs from a variety of coal sources (Appalachian, Illinois, and Powder River Basins). CCR leachates had a mostly negative δ(11)B, ranging from -17.6 to +6.3‰, and (87)Sr/(86)Sr ranging from 0.70975 to 0.71251. Additionally, we utilized these isotopic ratios for tracing CCR contaminants in different environments: (1) the 2008 Tennessee Valley Authority (TVA) coal ash spill affected waters; (2) CCR effluents from power plants in Tennessee and North Carolina; (3) lakes and rivers affected by CCR effluents in North Carolina; and (4) porewater extracted from sediments in lakes affected by CCRs. The boron isotopes measured in these environments had a distinctive negative δ(11)B signature relative to background waters. In contrast (87)Sr/(86)Sr ratios in CCRs were not always exclusively different from background, limiting their use as a CCR tracer. This investigation demonstrates the validity of the combined geochemical and isotopic approach as a unique and practical identification method for delineating and evaluating the environmental impact of CCRs.

Relations, residuals, regular interiors, and relative regular equivalence

Given a relation α (a binary sociogram) and an a priori equivalence relation π, both on the same set of individuals, it is interesting to look for the largest equivalence πo that is contained in and is regular with respect to α. The equivalence relation πo is called the regular interior of π with respect to α. The computation of πo involves the left and right residuals, a concept that generalized group inverses to the algebra of relations. A polynomial-time procedure is presented (Theorem 11) and illustrated with examples. In particular, the regular interior gives meet in the lattice of regular equivalences: the regular meet of regular equivalences is the regular interior of their intersection. Finally, the concept of relative regular equivalence is defined and compared with regular equivalence.

Signal residuals and hermit crab displays: flaunt it if you have it!

In animal contests selection should favour information gathering regarding the likely costs and benefits of continued conflict, and displays may provide a means for contestants to gain information about the fighting ability or aggressive intent of competitors. However, there is debate over the reliability of such displays and low levels of deception may occur within otherwise honest signalling systems. Hermit crabs use displays involving the chelipeds during agonistic encounters. We examined how variation in chelae size in relation to body size, a determinant of fighting ability, affects their use in displays and the process and outcome of contests over gastropod shells. In accordance with deceptive use of an otherwise honest signal, we found that contestants with large chelipeds for their body size spent more time performing the cheliped presentation display. Moreover, cheliped residuals and displays influenced the escalation level of encounters. There was a positive association between cheliped displays and the occurrence of 'grappling', but a negative association between displays and the occurrence of shell fights, suggesting that displays may signal aggressive intent and a reluctance to back off or accept the more passive defender role in a fight. Furthermore, the smaller of the two contestants in shell fights had larger cheliped residuals compared to those smaller contestants not involved in shell fights, which is consistent with disrupted opponent assessment. This study adds to mounting evidence that when acting as a signaller, individuals for whom the display exaggerates competitive ability attempt to manipulate opponents, using the display more often. (C) 2009 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.

Investigating the of Water treatment residuals on Phosphorus mobility derived from biosolid application to Willow coppice

Short rotation willow coppice (SRWC) treatment of biosolids is limited by the oversupply of biosolid derived phosphorus; this can lead to eventual losses of phosphorus to water. Water treatment residuals (WTR), a by-product of potable water treatment, have been identified as a viable soil amendment for mitigation of phosphorus loss. WTR exploit the capacity of internally held aluminium oxide-hydroxide complexes to immobilise labile phosphorus. However indiscriminate additions to plots can result in inadequate control or excessive immobilization of soluble P, leading to crop deficiencies. Four commercially grown common willow (Salix) genotypes (Terra Nova, Endeavour, Resolution and Tora) were grown in soil amended with WTR at five different application rates (0, 10, 25, 50 and 100 tonne ha-1 air-dry basis) in a glasshouse pot experiment. The effects of application rates on plant yields, tissue P concentrations, P uptake and soil labile P availability were measured. Results indicate labile P was reduced with increasing WTR application rates, without any negative agronomic impacts.

Coal Combustion Residuals valorisation through the production of compressed masonry brick

The Niger Coal Society (Societé Nigérienne de Charbon – SONICHAR) produces electricity for local consumption in Tefereyre, 75 km north-west from Agadez, Niger. The coal combustion residuals production is about 150,000 tons per year. In order to reduce this environmental burden and to valorize these by-products, a study focusing on their physical and chemical features as well as on the mechanical resistance of compressed brick has been undertaken. Physical characterization of coal slag, chemical and lixiviation tests have been carried out, assessing the material main parameters, verifying the presence of hazardous composites and elements and comparing the obtained results with the findings of an in-deep literary review. Cement powder has been chosen as stabilizing agent as a preliminary option. Four different dosages have been tested and bricks have been produced with a hand-operated press. Compressive strength has been tested at different days of curing. Results show remarkable uniaxial compressive strengths (UCS) for all the mixes after cure, ranging from 4MPa up to more than 20MPa for the highest stabilization ratio. UCS higher than 5MPa have been observed for 20% and 30% cement stabilization ratios after only 7 days of cure, reaching respectively about 11MPa and 13MPa after 45 days. In conclusion obtained bricks show good mechanical resistance and low weight. No health threat has been detected from the obtained sample. Study developments are oriented towards the feasibility of the utilization of low-cost, locally available stabilization means, notably clay and cohesive soils, and on thermal properties assessment.

Models of Mortality - Analysing the Residuals

The area of mortality modelling has received significant attention over the last 20 years owing to the need to quantify and forecast improving mortality rates. This need is driven primarily by the concern of governments, professionals, insurance and actuarial professionals and individuals to be able to fund their old age. In particular, to quantify the costs of increasing longevity we need suitable model of mortality rates that capture the dynamics of the data and forecast them with sufficient accuracy to make them useful. In this paper we test several of those models by considering the fitting quality and in particular, testing the residuals of those models for normality properties. In a wide ranging study considering 30 countries we find that almost exclusively the residuals do not demonstrate normality. Further, in Hurst tests of the residuals we find evidence that structure remains that is not captured by the models.

Pharmaceutical consumption and residuals potentially relevant to nutrient cycling in Greater Accra, Ghana

Recycling nutrients form sanitary wastes back into agricultural ecosystems offers an option to alleviate soil depletion in regions where the use of mineral fertiliser is limited. Exemplary nutrient and water cycling approaches, including collection, treatment and use of human urine, are established at Valley View University (VVU) in Greater Accra, Ghana. Concerns have been recently raised in regard to fate and impact of pharmaceutical residues in soils and interlinked environment. To evaluate in how far emerging knowledge can be transposed onto VVU, urban and rural environments in Greater Accra, spatial disease occurrence and drug consumption patterns were studied. Malaria has been found to represent the most severe health burden in Ghana, but there is also a high prevalence of infectious diseases. Drugs consumed in great quantities and in respect to their residual loads potentially problematic in the environment belong to therapeutic groups of: antibiotics, analgesics, drugs for diabetes, antimalarials, cardiovascular drugs and anthelmintics. Drug consumption revealed to be highest in urban and lowest in rural areas. At VVU the range of consumed drugs is comparable to urban areas except for the negligible use of diabetes and cardiovascular medication as well as contraceptives.

Proposta de millora de la qualitat de les aigües residuals de Sant Martí Sescorts

Diagnòsi de les aigües residuals de sant martí Sescorts i proposta de millora de la qualitat d' aquestes aigues residuals

Gestió i tractament d’aigües residuals [versió html]

Sota el títol Gestió i tractament d’aigües residuals trobem un llibre que pretén ser una guia útil per a la comunitat que es mou a l’entorn de la gestió i tractament d’aigües residuals. El document es troba estructurat en 5 capítols, el primer dels quals és una presentació de la problemàtica associada a les aigües residuals, així com de les possibles actuacions a portar a terme per a solucionar aquesta qüestió. Ja entrant en la matèria trobem els capítols 2 i 3 on es descriu en detall el sistema de clavegueram i les diferents tecnologies de depuració disponibles. No més important que el disseny d’un sistema de sanejament, és la seva gestió, i per aquest motiu en el capítol 4 s’hi recullen les pautes bàsiques d’operació i manteniment. Finalment, el darrer dels capítols contempla el destí final de les aigües ja depurades: el medi receptor o bé la reutilització d’aquestes

Gestió i tractament d’aigües residuals [versió comprimida]

Sota el títol Gestió i tractament d’aigües residuals trobem un llibre que pretén ser una guia útil per a la comunitat que es mou a l’entorn de la gestió i tractament d’aigües residuals. El document es troba estructurat en 5 capítols, el primer dels quals és una presentació de la problemàtica associada a les aigües residuals, així com de les possibles actuacions a portar a terme per a solucionar aquesta qüestió. Ja entrant en la matèria trobem els capítols 2 i 3 on es descriu en detall el sistema de clavegueram i les diferents tecnologies de depuració disponibles. No més important que el disseny d’un sistema de sanejament, és la seva gestió, i per aquest motiu en el capítol 4 s’hi recullen les pautes bàsiques d’operació i manteniment. Finalment, el darrer dels capítols contempla el destí final de les aigües ja depurades: el medi receptor o bé la reutilització d’aquestes

Implementació d’un sistema de control avançat en una estació depuradora d’aigües residuals

Aquest projecte té com a objectiu la implementació d'un sistema de control avançat en una estació depuradora d'aigües residuals a la Vall del Ges, Torelló

El medi ambient a la nostra ciutat : les aigües residuals. 'El medio ambiente en nuestra ciudad : las aguas residuales'.

A través de diversos puntos se va explicando primero los conceptos de agua contaminada, no contaminada y agua usada y no usada, de dónde surgen las aguas residuales, características físicas de éstas, la red de aguas residuales, cómo pueden tratarse esas aguas, dónde va y cómo se aprovecha el agua depurada y el fango. Cada punto se complementa con datos reales de las Islas Baleares.