Data Series (data + series)

Distribution by Scientific Domains
Distribution within Business, Economics, Finance and Accounting


Selected Abstracts


Study of the relationship between sex pheromone trap catches of Lobesia botrana (Den. & Schiff.) (Lep., Tortricidae) and the accumulation of degree-days in Sherry vineyards (SW of Spain)

JOURNAL OF APPLIED ENTOMOLOGY, Issue 1-2 2001
R. Del Tío
The relationship between temperature accumulations and pheromone trap captures of the males of Lobesia botrana (Den. & Schiff.) (Lep., Tortricidae) in the Sherry vineyards (SW of Spain) presents a statistically acceptable linear behaviour through conveniently transforming the variables. Data series ranging from 1990 to 1995 were used to compute the linear correlations. The reliability of the forecasts based on the resulting log-probit lines have shown to be acceptable in order to be considered as an useful tool to improve the effectiveness of the integrated pest management in the area. [source]


Can host-range allow niche differentiation of invasive polyphagous fruit flies (Diptera: Tephritidae) in La Réunion?

ECOLOGICAL ENTOMOLOGY, Issue 4 2008
PIERRE-FRANCOIS DUYCK
Abstract 1.,Biological invasions bring together formerly isolated insect taxa and allow the study of ecological interactions between species with no coevolutionary history. Among polyphagous insects, such species may competitively exclude each other unless some form of niche partitioning allows them to coexist. 2.,In the present study, we investigate whether the ability to exploit different fruits can increase the likelihood of coexistence of four species of polyphagous Tephritidae, one endemic and three successive invaders, in the island of La Réunion. In the laboratory, we studied the performances of all four species on the four most abundant fruit resources in the island, as well as the relative abundances of fly species on these four fruit species in the field. We observe no indication of niche partitioning for any of the four abundant fruits. 3.,Analyses of an extensive field data series suggest that: (i) the four fly species largely overlap in fruit exploitation, once climatic effects are accounted for; (ii) however, one species (Ceratitis capitata) can exploit rare fruit species that are not exploited by others present in the same climatic niche; and (iii) the endemic species C. catoirii, now nearly extinct in La Réunion, has no private niche with respect to either climatic range or fruit use. 4.,On the whole, with the possible exception of C. capitata, the results point to a limited role of fruit diversity in encouraging coexistence among polyphagous tephritids recently brought into contact by accidental introductions. [source]


Testing Models of Low-Frequency Variability

ECONOMETRICA, Issue 5 2008
Ulrich K. Müller
We develop a framework to assess how successfully standard time series models explain low-frequency variability of a data series. The low-frequency information is extracted by computing a finite number of weighted averages of the original data, where the weights are low-frequency trigonometric series. The properties of these weighted averages are then compared to the asymptotic implications of a number of common time series models. We apply the framework to twenty U.S. macroeconomic and financial time series using frequencies lower than the business cycle. [source]


The Irish grain trade from the Famine to the First World War

ECONOMIC HISTORY REVIEW, Issue 1 2004
Liam Brunt
This article presents the first consistent and continuous data series for the Irish grain trade, 1840-1914, showing that imports of wheat and maize rose massively. The resulting three-fold increase in Irish per caput wheat consumption occurred mostly before 1875 and brought it close to British levels by 1914. A consumer price index is constructed for the period, and it reveals that prices declined until 1900 and rose thereafter. Using the two new series (per caput wheat consumption and the price index), the authors estimate a demand function for wheat and show that the per caput increase was due to the rise in the real wage. [source]


Quantitative tests for stratigraphic cyclicity

GEOLOGICAL JOURNAL, Issue 4 2008
R. J. Bailey
Abstract Periodic Milankovitch (M-) orbital forcing provides an explanation for subjectively recognized short-term repetition of lithofacies-,cycles'-in the stratigraphic record. Tests of this explanation often find no order in the lithofacies and/or no regularity in the recurrence of lithofacies. This does not disprove the influence of M-forcing, but a sedimentary response in terms of irregular M-forced ,cycles' is indistinguishable from one in which repetition of facies is not M-forced. Use of such cycles in time calibration is correspondingly suspect. Stricter, dimensional cyclicity invokes Sander's Rule, which suggests periodicity in sedimentation, for which M-forcing provides an obvious explanation. Time calibration on the basis of strict cyclicity thus appears more dependable. Objective tests for regular M-forced stratigraphic cyclicity commonly depend upon spectral analyses. Such tests are not unambiguous. Bilogarithmic thickness/frequency plots derived from objective layer thickness inventories (LTI) provide an alternative. Commonly, such plots show power-law relationships that preclude dimensional M-cyclicities. By contrast, a model data series that perfectly encodes the M-cyclic fluctuations in terrestrial insolation generates a strongly inflected, non-power-law LTI plot. Power-law plots result where the model data series is decimated by random hiatuses, with numbers and durations tuned to M-cycle frequencies. It seems improbable that natural data series record such tuning. The general absence of strict cyclicity in the M-frequency range is more likely to reflect the nonlinear response of sedimentary systems to cyclic M-forcing of insolation. Interestingly, when applied to the classically cyclic lacustrine Triassic sediments of the Newark Basin, USA, the LTI test suggests a decimated record, preserving some evidence of M-cyclicity. Copyright © 2008 John Wiley & Sons, Ltd. [source]


Aquifer interactions with a polluted mountain river of Nicaragua

HYDROLOGICAL PROCESSES, Issue 13 2008
Jose Alfredo Mendoza
Abstract The interactions between a stream and nearby shallow aquifers were investigated in a mountain basin being polluted by mercury released during mining in central Nicaragua. Hourly data series of water levels and temperatures were analysed using cross-correlation. Resistivity imaging was used to map the subsurface and to complement the hydrological data interpretation. The results show the complex hydrogeological conditions that characterize the region, with weathering and fractured rock as main contributors to groundwater transport. The resistivity images suggest the presence of two vertical dykes perpendicular to the stream, and zones rich in clay. The data series indicate a rapid response from the aquifers to recharge events, followed by immediate discharge on a yearly basis. Furthermore, alternating periods of stream infiltration and aquifer discharge were identified. This work demonstrates that surface water pollution is a threat to groundwater quality in the area. Copyright © 2007 John Wiley & Sons, Ltd. [source]


Assessment of rainfall-runoff models based upon wavelet analysis

HYDROLOGICAL PROCESSES, Issue 5 2007
Stuart N. Lane
Abstract A basic hypothesis is proposed: given that wavelet-based analysis has been used to interpret runoff time-series, it may be extended to evaluation of rainfall-runoff model results. Conventional objective functions make certain assumptions about the data series to which they are applied (e.g. uncorrelated error, homoscedasticity). The difficulty that objective functions have in distinguishing between different realizations of the same model, or different models of the same system, is that they may have contributed in part to the occurrence of model equifinality. Of particular concern is the fact that the error present in a rainfall-runoff model may be time dependent, requiring some form of time localization in both identification of error and derivation of global objective functions. We explore the use of a complex Gaussian (order 2) wavelet to describe: (1) a measured hydrograph; (2) the same hydrograph with different simulated errors introduced; and (3) model predictions of the same hydrograph based upon a modified form of TOPMODEL. The analysis of results was based upon: (a) differences in wavelet power (the wavelet power error) between the measured hydrograph and both the simulated error and modelled hydrographs; and (b) the wavelet phase. Power difference and wavelet phase were used to develop two objective functions, RMSE(power) and RMS(phase), which were shown to distinguish between simulated errors and model predictions with similar values of the commonly adopted Nash-Sutcliffe efficiency index. These objective functions suffer because they do not retain time, frequency or time-frequency localization. Consideration of wavelet power spectra and time- and frequency-integrated power spectra shows that the impacts of different types of simulated error can be seen through retention of some localization, especially in relation to when and the scale over which error was manifest. Theoretical objections to the use of wavelet analysis for this type of application are noted, especially in relation to the dependence of findings upon the wavelet chosen. However, it is argued that the benefits of localization and the qualitatively low sensitivity of wavelet power and phase to wavelet choice are sufficient to warrant further exploration of wavelet-based approaches to rainfall-runoff model evaluation. Copyright © 2006 John Wiley & Sons, Ltd. [source]


Three-parameter discontinuous distributions for hydrological samples with zero values

HYDROLOGICAL PROCESSES, Issue 15 2005
Stanislaw Weglarczyk
Abstract A consistent approach to the frequency analysis of hydrologic data in arid and semiarid regions, i.e. the data series containing several zero values (e.g. monthly precipitation in dry seasons, annual peak flow discharges, etc.), requires using discontinuous probability distribution functions. Such an approach has received relatively limited attention. Along the lines of physically based models, the extensions of the Muskingum-based models to three parameter forms are considered. Using 44 peak flow series from the USGS data bank, the fitting ability of four three-parameter models was investigated: (1) the Dirac delta combined with Gamma distribution; (2) the Dirac delta combined with two-parameter generalized Pareto distribution; (3) the Dirac delta combined with two-parameter Weibull (DWe) distribution; (4) the kinematic diffusion with one additional parameter that controls the probability of the zero event (KD3). The goodness of fit of the models was assessed and compared both by evaluation of discrepancies between the results of both estimation methods (i.e. the method of moments (MOM) and the maximum likelihood method (MLM)) and using the log of likelihood function as a criterion. In most cases, the DWe distribution with MLM-estimated parameters showed the best fit of all the three-parameter models. Copyright © 2005 John Wiley & Sons, Ltd. [source]


A data-driven algorithm for constructing artificial neural network rainfall-runoff models

HYDROLOGICAL PROCESSES, Issue 6 2002
K. P. Sudheer
Abstract A new approach for designing the network structure in an artificial neural network (ANN)-based rainfall-runoff model is presented. The method utilizes the statistical properties such as cross-, auto- and partial-auto-correlation of the data series in identifying a unique input vector that best represents the process for the basin, and a standard algorithm for training. The methodology has been validated using the data for a river basin in India. The results of the study are highly promising and indicate that it could significantly reduce the effort and computational time required in developing an ANN model. Copyright © 2002 John Wiley & Sons, Ltd. [source]


The regulation of brood reduction in Booted Eagles Hieraaetus pennatus through habitat heterogeneity

IBIS, Issue 4 2008
EVA CASADO
Brood reduction, the death of one or more chicks through siblicide or starvation, can occur through density-dependence in fecundity. Brood reduction may arise in territorial breeding systems either as a response to a high level of territorial interference in a situation of high density or as a result of habitat heterogeneity. To test the predictions of the two main hypotheses that attempt to explain how density-dependent fecundity is generated, the Habitat Heterogeneity Hypothesis (HHH) and the Individual Adjustment Hypothesis (IAH), we analysed the relationship between density and fecundity in an expanding population of Booted Eagles in Dońana National Park, Spain, using an 18-year data series. We also studied the occurrence and frequency of brood reduction in the same Booted Eagle population to appreciate further its effects and the factors that influence its occurrence and frequency. Our results support the HHH in the present situation of high density, as fecundity in the better territories (older and more frequently occupied) was higher than in low quality territories and was not affected by population density in high density periods. Nevertheless, the fecundity of high quality territories was affected (although not significantly) by population density in periods of low density, suggesting that the IAH was supported when only high quality territories were occupied. Older territories were used more frequently and chicks in these areas hatched earlier and suffered lower mortality than in new territories. We found a significant negative relationship between mean fecundity and its skewness, a finding that also supports HHH. During years of food shortage, less frequently occupied territories suffered higher rates of brood reduction. Brood reduction in this Booted Eagle population was a consequence of the heterogeneous structure of the habitat, with some territories having a higher probability of brood reduction than others. Parental nutritional condition did not affect brood reduction. The effect of brood reduction on nestling quality and population dynamics is also discussed. [source]


Phenological data series of cherry tree flowering in Kyoto, Japan, and its application to reconstruction of springtime temperatures since the 9th century

INTERNATIONAL JOURNAL OF CLIMATOLOGY, Issue 7 2008
Yasuyuki Aono
Abstract Changes in springtime temperature in Kyoto, Japan, since the 9th century were reconstructed, using the phenological data series for cherry tree (Prunus jamasakura), deduced from old diaries and chronicles. Phenological data for 732 years was made available by combining data from previous studies. The full-flowering date of cherry trees fluctuates in accordance with temperature conditions during February and March. Full-flowering dates were closely related to the March mean temperature by means of a temperature accumulation index, in which plant growth is considered to be an exponential function of temperature. Calibration enabled accurate estimation of temperatures in the instrumental period, after 1880; the root mean square error (RMSE) of temperature estimates was determined to be within 0.1 °C, after smoothing by local linear regression over time spans of 31 years. The results suggested the existence of four cold periods, 1330,1350, 1520,1550, 1670,1700, and 1825,1830, during which periods the estimated March mean temperature was 4,5 °C, about 3,4 °C lower than the present normal temperature. These cold periods coincided with the less extreme periods, known as the Wolf, Spoerer, Maunder, and Dalton minima, in the long-term solar variation cycle, which has a periodicity of 150,250 years. The sunspot cycle length, a short-term solar variation cycle, was also compared with the temperature estimates, with the result that a time lag of about 15 years was detected in the climatic temperature response to short-term solar variation. Copyright © 2007 Royal Meteorological Society [source]


Exchange Rate Volatility and Democratization in Emerging Market Countries

INTERNATIONAL STUDIES QUARTERLY, Issue 2 2003
Jude C. Hays
We examine some of the consequences of financial globalization for democratization in emerging market economies by focusing on the currency markets of four Asian countries at different stages of democratic development. Using political data of various kinds,including a new events data series,and the Markov regime switching model from empirical macroeconomics, we show that in young and incipient democracies politics continuously causes changes in the probability of experiencing two different currency market equilibria: a high volatility "contagion" regime and a low volatility "fundamentals" regime. The kind of political events that affect currency market equilibration varies cross-nationally depending on the degree to which the polity of a country is democratic and its policymaking transparent. The results help us better gauge how and the extent to which democratization is compatible with financial globalization. [source]


A small monetary system for the euro area based on German data

JOURNAL OF APPLIED ECONOMETRICS, Issue 6 2006
Ralf Brüggemann
Previous euro area money demand studies have used aggregated national time series data from the countries participating in the European Monetary Union (EMU). However, aggregation may be problematic because macroeconomic convergence processes have taken place in the countries of interest. Therefore, in this study, quarterly German data until 1998 are combined with data from the euro area from 1999 until 2002 and these series are used for fitting a small vector error correction model for the monetary sector of the EMU. A stable long-run money demand relation is found for the full sample period. Moreover, impulse responses do not change much when the sample period is extended by the EMU period provided the break in the extended data series is captured by a simple dummy variable. Copyright © 2006 John Wiley & Sons, Ltd. [source]


Forecasting high-frequency financial data with the ARFIMA,ARCH model

JOURNAL OF FORECASTING, Issue 7 2001
Michael A. Hauser
Abstract Financial data series are often described as exhibiting two non-standard time series features. First, variance often changes over time, with alternating phases of high and low volatility. Such behaviour is well captured by ARCH models. Second, long memory may cause a slower decay of the autocorrelation function than would be implied by ARMA models. Fractionally integrated models have been offered as explanations. Recently, the ARFIMA,ARCH model class has been suggested as a way of coping with both phenomena simultaneously. For estimation we implement the bias correction of Cox and Reid (1987). For daily data on the Swiss 1-month Euromarket interest rate during the period 1986,1989, the ARFIMA,ARCH (5,d,2/4) model with non-integer d is selected by AIC. Model-based out-of-sample forecasts for the mean are better than predictions based on conditionally homoscedastic white noise only for longer horizons (, > 40). Regarding volatility forecasts, however, the selected ARFIMA,ARCH models dominate. Copyright © 2001 John Wiley & Sons, Ltd. [source]


Large wave characteristics and their downstream evolution at high Reynolds number falling films

AICHE JOURNAL, Issue 1 2010
Margaritis Kostoglou
Abstract There are many open questions regarding the evolution of waves, especially for the case of turbulent films. To resolve the complexity in modeling wavy turbulent films, more information needs to be derived from experimental data. On this account, a new way is proposed herein to analyze experimental film thickness traces, replacing the usual statistical analysis. Large waves are identified in experimental traces, and their shape is described by approximation with a few parameters curve. The probability density functions of these parameters are identified and the whole procedure can be considered as a compression method of the information content of experimental data series. By comparing results at several downstream locations, information on the evolution of waves along the flow is derived. This information indicates a 3D character of the flow, customary neglected in modeling efforts. In addition, the current results can be used for the numerical reconstruction of experimental film thickness traces. © 2009 American Institute of Chemical Engineers AIChE J, 2009 [source]


Comparisons in Gender Wage Differentials and Discrimination between Germany and the United Kingdom

LABOUR, Issue 3 2001
Mick Brookes
Due to the lack of consistent data, direct and robust comparisons of cross-country labour markets have been virtually impossible. This study uses a new panel data series that controls for inconsistencies, thus overcoming this problem. This study estimates gender wage differentials and gender discrimination in the German and UK labour markets. Panel estimates are used to identify general wage differences between the two countries, with cross-sectional comparisons undertaken to identify changes that have occurred between 1991 and 1993, that are consistent with known labour market policies. It is found that gender wage differentials are greater in the UK than Germany with employer discrimination against females attributed with the majority of the difference in both countries. [source]


Searching for mid-term variations in different aspects of solar activity , looking for probable common origins and studying temporal variations of magnetic polarities

MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Issue 1 2007
E. Forgács-Dajka
ABSTRACT Several studies have examined the temporal variability of the solar activity, and many variations are reported in the literature. We also (re)analyse the statistical properties of the following kinds of data series of solar activity phenomena: magnetic synoptic charts, hemispherical relative sunspot numbers, solar flare index, coronal index, solar radio flux, interplanetary magnetic field and proton speed in the solar wind, in order to find common mid-term periods during solar cycles 21,23. As a new approach, we focus on the magnetic polarity relations and we define new quantities (e.g. magnetic positive,negative polarity asymmetry) to explore the connections between several aspects of the solar activity from different points of view. According to our survey, the mid-term periodicities (1,2 yr) are manifest in almost all data with the exception of the coronal index and the 10.7-cm solar flux data. In the case of these latter two we note that these surveys produce global data on the solar corona, so the Sun is studied on these bandwidths as a star. Besides these, with the accumulation of helioseismic data over the last 10 yr, it has become possible to study the temporal variation in the rotational rate residuals in tachocline region. In addition, we examine possible common origins of different activity markers and/or possible connections to differential rotation. [source]


House Prices and Inflation

REAL ESTATE ECONOMICS, Issue 1 2002
Ali Anari
The present paper examines the long-run impact of inflation on homeowner equity by investigating the relationship between house prices and the prices of nonhousing goods and services, rather than return series and inflation rates as in previous empirical studies on the inflation hedging ability of real estate. There are two reasons for this methodological departure from prior practice: (1) while the total return on housing cannot be accurately measured, the total return on housing is fully reflected in housing prices, and (2) given that using returns or differencing a time series leads to a loss of long-run information contained in the series, valuable long-run information can be captured by using prices. Also, unlike previous related studies, we exclude housing costs from goods and services prices to avoid potential bias in estimating how inflation affects housing prices. Monthly data series are collected for existing and for new house prices as well as the consumer price index excluding housing costs for the period 1968,2000. Based on both autoregressive distributed lag (ARDL) models and recursive regressions, the empirical results yield estimated Fisher coefficients that are consistently greater than one over the sample period. Thus, we infer that house prices are a stable inflation hedge in the long run. [source]


What Caused the Korean Currency Crisis in 1997?,: Weak Fundamentals or Self-fulfilling Expectations,

ASIAN ECONOMIC JOURNAL, Issue 2 2007
In-Bong Ha
F31; F41; O11 The present paper investigates which factor is primarily responsible for the sharp depreciation of the Korean won against the US dollar in 1997, using a bivariate vector autoregressive model of real and nominal exchange rates. In the present study, we directly identify the relative importance of fundamental and non-fundamental factors from the raw data series on exchange rates. This approach is different from most previous studies on the Korean currency crisis, which use proxy variables to represent the two factors. The empirical results show that the collapse of the Korean currency in 1997 appears to be mostly a result of the weakened macroeconomic fundamentals of the economy with, to a limited extent, some non-fundamental factors. [source]


Intermediate-term variations in solar radius during solar cycle 23

ASTRONOMISCHE NACHRICHTEN, Issue 4 2009
H. Kiliç
Abstract In this study, we look for the mid-term variations in the daily average data of solar radius measurements made at the Solar Astrolabe Station of TUBITAK National Observatory (TUG) during solar cycle 23 for a time interval from 2000 February 26 to 2006 November 15. Due to the weather conditions and seasonal effect dependent on the latitude, the data series has the temporal gaps. For spectral analysis of the data series, thus, we use the Date Compensated Discrete Fourier Transform (DCDFT) and the CLEANest algorithm, which are powerful methods for irregularly spaced data. The CLEANest spectra of the solar radius data exhibit several significant mid-term periodicities at 393.2, 338.9, 206.5, 195.2, 172.3 and 125.4 days which are consistent with periods detected in several solar time series by several authors during different solar cycles. The knowledge relating to the origin of solar radius variations is not yet present. To see whether these variations will repeat in next cycles and to understand how the amplitudes of such variations change with different phases of the solar cycles, we need more systematic efforts and the long-term homogeneous data. Since most of the periodicities detected in the present study are frequently seen in solar activity indicators, it is thought that the physical mechanisms driving the periodicities of solar activity may also be effective in solar radius variations (© 2009 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source]


Forecasting Pollen Concentration by a Two-Step Functional Model

BIOMETRICS, Issue 2 2010
Mariano J. Valderrama
Summary A functional regression model to forecast the cypress pollen concentration during a given time interval, considering the air temperature in a previous interval as the input, is derived by means of a two-step procedure. This estimation is carried out by functional principal component (FPC) analysis and the residual noise is also modeled by FPC regression, taking as the explicative process the pollen concentration during the earlier interval. The prediction performance is then tested on pollen data series recorded in Granada (Spain) over a period of 10 years. [source]