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Stochastic Variation (stochastic + variation)
Selected AbstractsIdentification in Nonseparable ModelsECONOMETRICA, Issue 5 2003Andrew Chesher Weak nonparametric restrictions are developed, sufficient to identify the values of derivatives of structural functions in which latent random variables are nonseparable. These derivatives can exhibit stochastic variation. In a microeconometric context this allows the impact of a policy intervention, as measured by the value of a structural derivative, to vary across people who are identical as measured by covariates. When the restrictions are satisfied quantiles of the distribution of a policy impact across people can be identified. The identification restrictions are local in the sense that they are specific to the values of the covariates and the specific quantiles of latent variables at which identification is sought. The conditions do not include the commonly required independence of latent variables and covariates. They include local versions of the classical rank and order conditions and local quantile insensitivity conditions. Values of structural derivatives are identified by functionals of quantile regression functions and can be estimated using the same functionals applied to estimated quantile regression functions. [source] Annual cycle and inter-annual variability of gross primary production and ecosystem respiration in a floodprone river during a 15-year periodFRESHWATER BIOLOGY, Issue 5 2006URS UEHLINGER Summary 1. Temporal variation in ecosystem metabolism over a 15-year period (1986,2000) was evaluated in a seventh order channelised gravel bed river (mean annual discharge 48.7 m3 s,1) of the Swiss Plateau. The river is subject to frequent disturbance by bed-moving spates. Daily integrals of gross primary production (GPP) and ecosystem respiration (ER) were calculated based on single-station diel oxygen curves. 2. Seasonal decomposition of the time series of monthly metabolism rates showed that approximately 50% of the variation of GPP and ER can be attributed to season. Annual GPP averaged 5.0 ± 0.6 g O2 m,2 day,1 and showed no long-term trend. 3. Ecosystem respiration, averaging 6.2 ± 1.4 g O2 m,2 day,1, declined from 8.8 to 4.1 g O2 m,2 day,1 during the 15-year period. This significant trend paralleled a decline in nitrate and soluble reactive phosphorus concentrations, and the biochemical oxygen demand discharged by sewage treatment facilities upstream of the study reach. The ratio of GPP to ER (P/R) increased from 0.53 to about 1 as consequence of ER reduction. 4. Bed moving spates reduced GPP by 49% and ER by 19%. Postspate recovery of GPP was rapid between spring and autumn and slow during winter. Recovery of ER lacked any seasonal pattern. Annual patterns of daily GPP and to a minor extent of daily ER can be described as a sequence of recovery periods frequently truncated by spates. 5. The study showed that disturbance by frequent bed-moving spates resulted in major stochastic variation in GPP and ER but annual patterns were still characterised by a distinct seasonal cycle. It also became evident that stream metabolism is a suitable method to assess effects of gradual changes in water quality. [source] Fly or die: the role of fat stores in the growth and development of Grey-headed Albatross Diomedea chrysostoma chicksIBIS, Issue 2 2000KEITH REID Chicks of albatrosses, like other Procellariiformes, become independent at a mass similar to their parents but during growth attain a peak mass some 30% or more greater, before losing mass prior to fledging. The current views are that this high peak mass represents chicks storing fat reserves as an energy sink, or as an insurance against periodic food scarcity, or as a Consequence of natural stochastic variation in provisioning rate. We analysed growth and body composition of Grey-headed Albatross Diomedea chrysostoma chicks at Bird Island, South Georgia in 1984 and 1986, two years of very different food availability. In 1984 when overall breeding success was only 28% (the lowest in 20 years and less than halt that in 1986), chicks were significantly smaller in terms of peak mass (by 37%), primary length (by 25%), liver, lung, heart and kidney size (by 18,34%) and fat (by 75,80%) but not significantly different in terms of skeletal (tarsus, culmen, ulna, sternum) or muscle (pectoral, leg) size. Despite these differences, there were some important similarities in the patterns of growth in both years. Up to the attainment of peak mass, most of the growth of organs and of skeletal structures was completed and little fat was deposited. In the remaining part of the chick-rearing period, feather growth and acquisition of fat stores were undertaken. Thus Grey-headed Albatross chicks begin to acquire substantial fat stores only during the later part of the development period; this is contrary to the predictions of any of the existing hypotheses concerning provisioning patterns and the role of fat stores in Procellariiformes. We propose that the deposition of fat in the later stages of chick growth is an adaptation to: (a) ensure against energy demands and/or nutritional stress affecting the quality of flight feathers (many of which are not renewed for up to three years after fledging); and (b) provide an energy reserve for chicks to use in the critical period immediately after independence. [source] Regional Inequalities in Consumption Patterns: A Multilevel Approach to the Case of ItalyINTERNATIONAL STATISTICAL REVIEW, Issue 1 2007Filippa Bono Summary The main aim of this paper is to evaluate the disparities in the Italian regions on the demand side. In more detail, an attempt will be made to find if the consumption behaviour of Italian households is different in the regions. With this in mind, Istat's 2000 Italian Family Budget data set was analysed. The data in question, which were collected through a two-stage sample over Italy's 20 regions, contains information regarding the expenses of approximately 23,000 households. In this analysis, both households and regions are considered as units: households are nested in the regions so that the basic data structure is hierarchical. In order to take this hierarchical structure into account, a multilevel model was used, making it possible for parameters to vary randomly from region to region. The model in question also made it possible to consider heterogeneity across different groups (regions), such as stochastic variation. First, regional inequalities were tested using a simple model in which households constituted the first level of analysis and were grouped according to their region (the second level). As a second step, and in order to investigate the interaction between geographical context and income distribution, another model was used. This was cross-classified by income and regions. The most relevant results showed that there is wide fragmentation of consumption behaviour and, at the same time, various differentiated types of behaviour in the regions under analysis. These territorial differentials become clear from income class and items of consumption. Resumé L'objet du travail est l'analyse des différences, entre les régions italiennes, des comportements des consommateurs. Le traitement statistique des données individuelles est originale car il est conduit par un modèle ,multilevel'. Le modèle multilevel tient compte de la structure hiérarchique de données et permet au paramètres estimée de varier par hasard. En outre, ce modèle permet que l'hétérogénéité entre le différent groupes de familles (les unités statistiques) peut varier par hasard entre le régions. Pour l'analyse des différences régionales modèle ,multilevel nous avons estimée un premier modèle avec les familles au premier dégrée hiérarchique et les régions au second dégrée. Car le facteur géographique interagit avec la distribution du revenue dans chaque région nous avons estimée un autre modèle cross-classifiée par lequel le familles sont groupées par le revenue. [source] Dynamic heterogeneity and life history variability in the kittiwakeJOURNAL OF ANIMAL ECOLOGY, Issue 2 2010Ulrich K. Steiner Summary 1. Understanding the evolution of life histories requires an assessment of the process that generates variation in life histories. Within-population heterogeneity of life histories can be dynamically generated by stochastic variation of reproduction and survival or be generated by individual differences that are fixed at birth. 2. We show for the kittiwake that dynamic heterogeneity is a sufficient explanation of observed variation of life histories. 3. The total heterogeneity in life histories has a small contribution from reproductive stage dynamics and a large contribution from survival differences. We quantify the diversity in life histories by metrics computed from the generating stochastic process. 4. We show how dynamic heterogeneity can be used as a null model and also how it can lead to positive associations between reproduction and survival across the life span. 5. We believe our approach to identifying the nature of among-individual heterogeneity yields important insights into the forces that generate within-population variation of life-history traits. It provides an alternative to claims that fixed individual differences are a major determinant of heterogeneity in life histories. [source] Spatial and temporal variation in the relative contribution of density dependence, climate variation and migration to fluctuations in the size of great tit populationsJOURNAL OF ANIMAL ECOLOGY, Issue 2 2009Vidar Grøtan Summary 1The aim of the present study is to model the stochastic variation in the size of five populations of great tit Parus major in the Netherlands, using a combination of individual-based demographic data and time series of population fluctuations. We will examine relative contribution of density-dependent effects, and variation in climate and winter food on local dynamics as well as on number of immigrants. 2Annual changes in population size were strongly affected by temporal variation in number of recruits produced locally as well as by the number of immigrants. The number of individuals recruited from one breeding season to the next was mainly determined by the population size in year t, the beech crop index (BCI) in year t and the temperature during March,April in year t. The number of immigrating females in year t + 1 was also explained by the number of females present in the population in year t, the BCI in autumn year t and the temperature during April,May in year t. 3By comparing predictions of the population model with the recorded number of females, the simultaneous modelling of local recruitment and immigration explained a large proportion of the annual variation in recorded population growth rates. 4Environmental stochasticity especially caused by spring temperature and BCI did in general contribute more to annual fluctuations in population size than density-dependent effects. Similar effects of climate on local recruitment and immigration also caused covariation in temporal fluctuations of immigration and local production of recruits. 5The effects of various variables in explaining fluctuations in population size were not independent, and the combined effect of the variables were generally non-additive. Thus, the effects of variables causing fluctuations in population size should not be considered separately because the total effect will be influenced by covariances among the explanatory variables. 6Our results show that fluctuations in the environment affect local recruitment as well as annual fluctuations in the number of immigrants. This effect of environment on the interchange of individuals among populations is important for predicting effects of global climate change on the pattern of population fluctuations. [source] Between-year variation of MHC allele frequencies in great reed warblers: selection or drift?JOURNAL OF EVOLUTIONARY BIOLOGY, Issue 3 2004H. Westerdahl Abstract The major histocompatibility complex (MHC) genes are extremely polymorphic and this variation is assumed to be maintained by balancing selection. Cyclic interactions between pathogens and their hosts could generate such selection, and specific MHC alleles or heterozygosity at certain MHC loci have been shown to confer resistance against particular pathogens. Here we compare the temporal variation in allele frequencies of 23 MHC class I alleles with that of 23 neutral microsatellite markers in adult great reed warblers (a passerine bird) in nine successive cohorts. Overall, the MHC alleles showed a significantly higher variation in allele frequencies between cohorts than the microsatellite alleles, using a multi-variate genetic analysis (amova). The frequency of two specific MHC alleles, A3e (P = 0.046) and B4b (P = 0.0018), varied more between cohorts than expected from random, whereas none of the microsatellite alleles showed fluctuations exceeding the expectation from stochastic variation. These results imply that the variation in MHC allele frequencies between cohorts is not a result of demographic events, but rather an effect of selection favouring different MHC alleles in different years. [source] Algebraic properties of evolution partial differential equations modelling prices of commodities,MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 6 2008C. Sophocleous Abstract Schwartz (J. Finance 1997; 52:923,973) presented three models for the pricing of a commodity. The simplest was a variation on the Black,Scholes equation. The second allowed for a stochastic convenience yield on the commodity and the third added a stochastic variation in the underlying interest rate. We apply the techniques of Lie group analysis to resolve these equations, discuss their peculiar algebraic properties and indicate the route to the addition of other stochastic influences. Copyright © 2007 John Wiley & Sons, Ltd. [source] Assessing ecological changes in and around marine reserves using community perceptions and biological surveysAQUATIC CONSERVATION: MARINE AND FRESHWATER ECOSYSTEMS, Issue 4 2010M. Yasué Abstract 1. Well-enforced partial or total no-fishing zones (collectively known as marine protected areas, or MPAs) can help restore degraded coral reefs and enhance fish populations. 2. A comparison was made of community perceptions of ecological changes in an MPA with concurrent scientific data on these changes in the same MPA. Such analyses are particularly important in community-based MPAs where local support is a key determinant of ecological success. 3. The no-take MPA in question was initially launched in partnership with the community in 1995 and formalized in 1998. The perceptions data come from interviews with community members in 1999 and 2004, the biological data come from underwater visual censuses of the MPA from 1998 to 2004. 4. Community members perceived more fish within the MPA and slight increases in catch outside the MPA. In contrast, fish censuses showed a high degree of stochastic variation and only minor increases in fish abundance, size and diversity in and around the MPA between 1998 and 2004. 5. Possible explanations for these discrepancies include different temporal, spatial or species frames of reference and/or limitations to the biological survey technique. Other options include wishful thinking, external influences, a desire to please, or confounding with other benefits. 6. This study demonstrates some of the strengths and weaknesses of community perceptions and biological data. In order to improve our understanding about the changes that occur over time in an MPA and engender community support for the long-term viability of MPAs, it is important to develop diverse and efficient monitoring schemes. Copyright © 2010 John Wiley & Sons, Ltd. [source] Bayesian estimation of traffic lane stateINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 1 2003Ivan Nagy Abstract Modelling of large transportation systems requires a reliable description of its elements that can be easily adapted to the specific situation. This paper offers mixture model as a flexible candidate for modelling of such element. The mixture model describes particular and possibly very different states of a specific system by its individual components. A hierarchical model built on such elements can describe complexes of big city communications as well as railway or highway networks. Bayesian paradigm is adopted for estimation of parameters and the actual component label of the mixture model as it serves well for the subsequent decision making. As a straightforward application of Bayesian method to mixture models leads to infeasible computations, an approximation is applied. For normal stochastic variations, the resulting estimation algorithm reduces to a simple recursive weighted least squares. The elementary modelling is demonstrated on a model of traffic flow state in a single point of a roadway. The examples for simulated as well as real data show excellent properties of the suggested model. They represent much wider set of extensive tests made. Copyright © 2003 John Wiley & Sons, Ltd. [source] | |||||||||||||