Exploiting satellite-based rainfall for weather index insurance: the challenges of spatial and temporal aggregation

Lack of access to insurance exacerbates the impact of climate variability on smallholder famers in Africa. Unlike traditional insurance, which compensates proven agricultural losses, weather index insurance (WII) pays out in the event that a weather index is breached. In principle, WII could be provided to farmers throughout Africa. There are two data-related hurdles to this. First, most farmers do not live close enough to a rain gauge with sufficiently long record of observations. Second, mismatches between weather indices and yield may expose farmers to uncompensated losses, and insurers to unfair payouts – a phenomenon known as basis risk. In essence, basis risk results from complexities in the progression from meteorological drought (rainfall deficit) to agricultural drought (low soil moisture). In this study, we use a land-surface model to describe the transition from meteorological to agricultural drought. We demonstrate that spatial and temporal aggregation of rainfall results in a clearer link with soil moisture, and hence a reduction in basis risk. We then use an advanced statistical method to show how optimal aggregation of satellite-based rainfall estimates can reduce basis risk, enabling remotely sensed data to be utilized robustly for WII.

Temporal aggregation and bandwidth selection in estimating long memory

This paper reinterprets results of Ohanissian et al (2003) to show the asymptotic equivalence of temporally aggregating series and using less bandwidth in estimating long memory by Geweke and Porter-Hudak’s (1983) estimator, provided that the same number of periodogram ordinates is used in both cases. This equivalence is in the sense that their joint distribution is asymptotically normal with common mean and variance and unity correlation. Furthermore, I prove that the same applies to the estimator of Robinson (1995). Monte Carlo simulations show that this asymptotic equivalence is a good approximation in finite samples. Moreover, a real example with the daily US Dollar/French Franc exchange rate series is provided.

Temporal aggregation of migration counts can improve accuracy and precision of trends

Temporal replicate counts are often aggregated to improve model fit by reducing zero-inflation and count variability, and in the case of migration counts collected hourly throughout a migration, allows one to ignore nonindependence. However, aggregation can represent a loss of potentially useful information on the hourly or seasonal distribution of counts, which might impact our ability to estimate reliable trends. We simulated 20-year hourly raptor migration count datasets with known rate of change to test the effect of aggregating hourly counts to daily or annual totals on our ability to recover known trend. We simulated data for three types of species, to test whether results varied with species abundance or migration strategy: a commonly detected species, e.g., Northern Harrier, Circus cyaneus; a rarely detected species, e.g., Peregrine Falcon, Falco peregrinus; and a species typically counted in large aggregations with overdispersed counts, e.g., Broad-winged Hawk, Buteo platypterus. We compared accuracy and precision of estimated trends across species and count types (hourly/daily/annual) using hierarchical models that assumed a Poisson, negative binomial (NB) or zero-inflated negative binomial (ZINB) count distribution. We found little benefit of modeling zero-inflation or of modeling the hourly distribution of migration counts. For the rare species, trends analyzed using daily totals and an NB or ZINB data distribution resulted in a higher probability of detecting an accurate and precise trend. In contrast, trends of the common and overdispersed species benefited from aggregation to annual totals, and for the overdispersed species in particular, trends estimating using annual totals were more precise, and resulted in lower probabilities of estimating a trend (1) in the wrong direction, or (2) with credible intervals that excluded the true trend, as compared with hourly and daily counts.

A note on Chambers's "long memory and aggregation in macroeconomic time series"

Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time processes, he takes the aliasing effect into account when studying temporal aggregation. For discrete-time processes, however, he seems to fail to do so. This note gives the spectral density function of temporally aggregated long memory discrete-time processes in light of the aliasing effect. The results are different from those in Chambers (1998) and are supported by a small simulation exercise. As a result, the order of aggregation may not be invariant to temporal aggregation, specifically if d is negative and the aggregation is of the stock type.

Spatio-Temporal Credit Assignment in Neuronal Population Learning

n learning from trial and error, animals need to relate behavioral decisions to environmental reinforcement even though it may be difficult to assign credit to a particular decision when outcomes are uncertain or subject to delays. When considering the biophysical basis of learning, the credit-assignment problem is compounded because the behavioral decisions themselves result from the spatio-temporal aggregation of many synaptic releases. We present a model of plasticity induction for reinforcement learning in a population of leaky integrate and fire neurons which is based on a cascade of synaptic memory traces. Each synaptic cascade correlates presynaptic input first with postsynaptic events, next with the behavioral decisions and finally with external reinforcement. For operant conditioning, learning succeeds even when reinforcement is delivered with a delay so large that temporal contiguity between decision and pertinent reward is lost due to intervening decisions which are themselves subject to delayed reinforcement. This shows that the model provides a viable mechanism for temporal credit assignment. Further, learning speeds up with increasing population size, so the plasticity cascade simultaneously addresses the spatial problem of assigning credit to synapses in different population neurons. Simulations on other tasks, such as sequential decision making, serve to contrast the performance of the proposed scheme to that of temporal difference-based learning. We argue that, due to their comparative robustness, synaptic plasticity cascades are attractive basic models of reinforcement learning in the brain.

An Eigenfunction Approach for Volatility Modeling.

In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility literature by assuming that the variance is a function of a state variable. However, instead of assuming that the loading function is ad hoc (e.g., exponential or affine), we assume that it is a linear combination of the eigenfunctions of the conditional expectation (resp. infinitesimal generator) operator associated to the state variable in discrete (resp. continuous) time. Special examples are the popular log-normal and square-root models where the eigenfunctions are the Hermite and Laguerre polynomials respectively. The eigenfunction approach has at least six advantages: i) it is general since any square integrable function may be written as a linear combination of the eigenfunctions; ii) the orthogonality of the eigenfunctions leads to the traditional interpretations of the linear principal components analysis; iii) the implied dynamics of the variance and squared return processes are ARMA and, hence, simple for forecasting and inference purposes; (iv) more importantly, this generates fat tails for the variance and returns processes; v) in contrast to popular models, the variance of the variance is a flexible function of the variance; vi) these models are closed under temporal aggregation.

The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.

Spectral properties of temporally aggregated long memory processes

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.

Temporal change of the aggregation response in Triatoma infestans

Adults and larvae of Triatoma infestans spend daylight hours assembled in shaded places. An assembling factor has been demonstrated in the excrement of this species. We analysed different aspects of the dynamics of the response of bugs. Recently fed insects do not aggregate around faeces. They start to show a significant assembling response from the 8th hour after feeding onwards. Just deposited faeces do not evoke assembling, but a significant rejection instead. This reaction switches 3 h after deposition, when the faeces become attractive to the insects. The attractiveness of faeces persists for about 10 days and can be recovered after this time by rehydration. These findings are discussed in relation to the biological role of faeces and the dynamics of the use of refuges by T. infestans.

The temporal evolution of nonverbal synchrony in outpatient psychotherapy: An aggregation of single-case studies

Objective: The authors quantified nonverbal synchrony—the coordination of patient's and therapist's movement—in a random sample of same-sex psychotherapy dyads. The authors contrasted nonverbal synchrony in these dyads with a control condition and assessed its association with session-level and overall psychotherapy outcome. Method: Using an automated objective video analysis algorithm (Motion Energy Analysis; MEA), the authors calculated nonverbal synchrony in (n = 104) videotaped psychotherapy sessions from 70 Caucasian patients (37 women, 33 men, mean age = 36.5 years, SD = 10.2) treated at an outpatient psychotherapy clinic. The sample was randomly drawn from an archive (N = 301) of routinely videotaped psychotherapies. Patients and their therapists assessed session impact with self-report postsession questionnaires. A battery of pre- and postsymptomatology questionnaires measured therapy effectiveness. Results: The authors found that nonverbal synchrony is higher in genuine interactions contrasted with pseudointeractions (a control condition generated by a specifically designed shuffling procedure). Furthermore, nonverbal synchrony is associated with session-level process as well as therapy outcome: It is increased in sessions rated by patients as manifesting high relationship quality and in patients experiencing high self-efficacy. Higher nonverbal synchrony characterized psychotherapies with higher symptom reduction. Conclusions: The results suggest that nonverbal synchrony embodies the patients' self-reported quality of the relationship and further variables of therapy process. This hitherto overlooked facet of therapeutic relationships might prove useful as an indicator of therapy progress and outcome. (PsycINFO Database Record (c) 2015 APA, all rights reserved)

Incidence rate and spatio-temporal clustering of type 1 diabetes in Santiago, Chile, from 1997 to 1998

OBJECTIVE: To estimate the incidence rate of type 1 diabetes in the urban area of Santiago, Chile, from March 21, 1997 to March 20, 1998, and to assess the spatio-temporal clustering of cases during that period. METHODS: All sixty-one incident cases were located temporally (day of diagnosis) and spatially (place of residence) in the area of study. Knox's method was used to assess spatio-temporal clustering of incident cases. RESULTS: The overall incidence rate of type 1 diabetes was 4.11 cases per 100,000 children aged less than 15 years per year (95% confidence interval: 3.06--5.14). The incidence rate seems to have increased since the last estimate of the incidence calculated for the years 1986--1992 in the metropolitan region of Santiago. Different combinations of space-time intervals have been evaluated to assess spatio-temporal clustering. The smallest p-value was found for the combination of critical distances of 750 meters and 60 days (uncorrected p-value = 0.048). CONCLUSIONS: Although these are preliminary results regarding space-time clustering in Santiago, exploratory analysis of the data method would suggest a possible aggregation of incident cases in space-time coordinates.

Temporal and spatial variability of fin whale's (Balaenoptera physalus) distribution in the Pelagos Sanctuary: Northwestern Mediterranean Sea

Dissertação de Mestrado, Estudos Integrados dos Oceanos, 20 de Março de 2014, Universidade dos Açores.

Daily rhythm of aggregation in the haematophagous bug Triatoma infestans (Heteroptera: Reduviidae)

Triatomine bugs show a temporal modulation of many activities. Here, we analyse the daily modulation of the aggregation behaviour of Triatoma infestans larvae and its chronobiological basis. In the laboratory, groups of six bugs were released over an experimental arena during six consecutive days, where their aggregation behaviour was quantified every hour. When submitted to a 12/12 h photoperiod (L/D), the larvae of T. infestans exhibited a cyclic pattern of aggregation with a 24 h period, evincing the existence of a daily rhythm of aggregation in this species. Bugs exhibited the maximum aggregation tendency at the end of the scotophase (7:00 h), moment in which they naturally search for refuges. The minimum aggregation (i.e. maximal dispersion) was observed during the last part of the photophase and beginning of the scotophase (15:00 to 1:00 h). This cyclic pattern disappeared when constant conditions of illumination (L/L) or darkness (D/D) were imposed to the bugs, suggesting the absence of an endogenous circadian control of this behaviour. Insects submitted to L/L and D/D photoperiods presented lower global levels of aggregation than those submitted to L/D conditions. The lack of an endogenous control and the relevance of light cycles as a synchronization signal are discussed as the temporal modulation of this behaviour might play an important role in the nocturnal habits of this species.

A spatio-temporal structure-based approach to drought characterisation

Drought characterisation is an intrinsically spatio-temporal problem. A limitation of previous approaches to characterisation is that they discard much of the spatio-temporal information by reducing events to a lower-order subspace. To address this, an explicit 3-dimensional (longitude, latitude, time) structure-based method is described in which drought events are defined by a spatially and temporarily coherent set of points displaying standardised precipitation below a given threshold. Geometric methods can then be used to measure similarity between individual drought structures. Groupings of these similarities provide an alternative to traditional methods for extracting recurrent space-time signals from geophysical data. The explicit consideration of structure encourages the construction of summary statistics which relate to the event geometry. Example measures considered are the event volume, centroid, and aspect ratio. The utility of a 3-dimensional approach is demonstrated by application to the analysis of European droughts (15 °W to 35°E, and 35 °N to 70°N) for the period 1901–2006. Large-scale structure is found to be abundant with 75 events identified lasting for more than 3 months and spanning at least 0.5 × 106 km2. Near-complete dissimilarity is seen between the individual drought structures, and little or no regularity is found in the time evolution of even the most spatially similar drought events. The spatial distribution of the event centroids and the time evolution of the geographic cross-sectional areas strongly suggest that large area, sustained droughts result from the combination of multiple small area (∼106 km2) short duration (∼3 months) events. The small events are not found to occur independently in space. This leads to the hypothesis that local water feedbacks play an important role in the aggregation process.