Digital Repository @ Iowa State University

    Essays on GMO effects on crop yields, the effects of pricing errors on implied volatilities and smoothing for seasonal time series with a long cycle

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    The dissetation includes three main parts, with the first part studies investigate empirically whether or not and to what extent the GM technology has improved realized yields. We study this question for non-irrigated U.S. maize and soybean yields over 1964-2010, having controlled for local effects, weather, fertilization and the pre-existing (non-GM) crop improvement trend. For maize we find that GM varieties have increased realized yields, with a stronger gain in the Central Corn Belt. For soybeans, GM varieties appear to have slightly reduced yields. For both crops we nd a strong trend in yield growth, which may have accelerated in recent years. The second part of the dissertation studies the impact of pricing errors on implied volatilities.Financial researchers and practitioners frequently propose their models and design the pricing formulae based on the observed implied volatility pattern in reality. We find that, in addition to the pattern caused by the mismatch of Black-Scholes formula and true pricing formulae, the observed implied volatility pattern is also influenced by the pricing errors. We propose to study the combined effects of pricing errors and pricing formula on the implied volatility. We find that implied volatility is adversely impacted by pricing errors and stylish patterns of the inverse Black-Scholes price function. Hence, the implied volatility is not a reliable estimator to the underlying volatility even it is carried out for short maturity at the money options. We propose an alternative volatility estimator by inverting a nonparametrically estimated price based on a kernel smoothing estimator of the underlying price function. The proposal can consistently recover the underlying volatility for general price formulae and is free of the afore-mentioned problems with the conventional implied volatility. The third part of the dissertation focused on a situation that the seasonal pattern is a long cycle and the study period covers only a few of the long cycles, such as a daily series with an annual pattern and includes only 5-30 years. This situation is in contrast with the asymptotic study, corresponding to the situation that the sample includes many long cycles, and has been ignored in the literature. Although the estimator based on seasonal-dummy-regression is consistent, unbiased and asymptotically normal-distributed, we find this estimator does not perform well in our focused situation. We propose smoothing the estimated long-cycle patterns by seasonal-dummy regression and evaluate the benefit of smoothing. We study our proposed smoothing-seasonal-dummy-regression estimator for seasonal time series with a long cycle and no short cycle, a short cycle and many short cycles, both theoretically, and via simulation studies, and then apply our methodology to an empirical study of the return rates of electricity prices

    Brucella abortus intracellular survival and intercellular trafficking

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    Brucella spp. are host specific facultative intracellular pathogens. Brucella abortus is responsible for causing abortions in cattle and is also able to cause disease in humans. Brucella internalization and intracellular trafficking varies depending on whether the bacterium was opsonized or non-opsonized with serum immunoglobulin. Interferon-gamma has been shown to be critical for the control of B. abortus infection in vivo and in vitro. A family of host Immunity-Related p47 guanosine triphosphate-binding proteins (GTPase) induced by IFN-gamma has been identified that are important for host defense against many intracellular pathogens such as M. tuberculosis, T. gondii , and L. monocytogenes . In these studies it was found that LRG-47 is required for Brucella survival and replication. Autophagy is a process in the cell whereby damaged proteins and organelles are broken down so their contents can be reused. In the following studies, an autophagosome-like extracellular organelle has been identified that is released by RAW264.7 murine macrophages in normal growth conditions and in conditions to induce autophagy. We have observed B. abortus using the natural intercellular trafficking pathway of the autophagosome-like extracellular organelle to infect a new host cell while evading the host immune system

    Applicability of MIKE SHE to simulate hydrology in heavily tile drained agricultural land and effects of drainage characteristics on hydrology

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    The watersheds of the Des Moines lobe in north central Iowa have fundamentally changed in the last 170 years. Where there was once prairie, row crop agriculture now dominates. This progress has enabled this small region of the Midwest to provide food, fuel, feed, and fiber for millions, but with recent flooding events of 2008 and 2010 questions have been raised about the hydrological impacts of these lands. These flood events are driven by peak flow and concerns about the effect of drainage on peak flow should be investigated. MIKE SHE, a watershed scale model, was used to simulate daily streamflow in a multisite comparison to determine if the model is suitable to simulate streamflow in heavily drained agricultural land. The model was tested for five years (2007-2011) in two similar watersheds (1127 ha and 1356 ha) in Palo Alto County, Iowa. In the testing watershed, the simulated streamflow correlated well with the observed streamflow, as shown by a daily Nash-Sutcliffe coefficient of 0.62 and a coefficient of determination of 0.66. Likewise, the model performed well in the validation watershed with a daily Nash-Sutcliffe coefficient of 0.73 and coefficient of determination of 0.79. This shows that the model can be used in the future to simulate flow in similar agricultural regions throughout the Midwest that employ tile drainage to maintain suitable water table levels needed for crop growth. Changes in land use management and drainage design were simulated to better understand the hydrological impact that land use and tile drainage has on the landscape. It was shown that if row crops are converted to pasture or prairie, with drainage infrastructure intact, evapotranspiration would increase by 25% and the magnitude of peak events would decrease by over 50% in some cases. Likewise, if the drainage infrastructure was removed and only perennial grassland remained, similar to likely pre-settlement conditions for the region, then water table height becomes the main driver of surface flow and overall flow from both watersheds would decrease by 55%. Alternatively, if the depth of tile drains were decreased from 1.2m to 0.75m the effect would allow for 7 to 20 mm of extra surface runoff, while decreasing subsurface flow and maintaining the total flow. Lastly, if all drainage infrastructures were removed from the watersheds and row crop monoculture were to be maintained there would be an increased frequency of peak flow that may lead to damaging flood events. These results show that MIKE SHE could be used in land use management decisions and assessment of drainage design for mitigation of hydrological impacts downstream of heavily drained agricultural watersheds. This may help target land areas for wetland placement by showing the effects of eliminating drainage structure will have on the watershed

    Investigating the impact of segmented and whole-text repetition on listening comprehension, comprehension processes, and comprehension problems

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    This dissertation presents a product- and process-oriented approach to investigating how a common teaching methods used in second language listening classrooms--repetition--might be structured in a way that enhances listening comprehension and facilitates input processing. The major purpose of the dissertation was to investigate the impact of both whole-text and semantically segmented repetition on English as a Second Language (ESL) learners\u27 listening comprehension and comprehension problems. An embedded, mixed-methods approach was employed in the study. Quantitative data consisted of written recalls from 100 intermediate-level, ESL participants who each listened to two, authentic lecture excerpts in one of the two aforementioned conditions. Qualitative data consisted of verbal protocols and post-task interviews with 12 participants. The findings indicate that there was no statistically significant difference between overall recall scores (i.e., summed recall scores for the two texts) for students in the two conditions. When recall scores for each lecture were compared individually, the results mirrored those found when looking at the scores overall in terms of statistical significance. Despite the lack of statistical significance from the recalls, findings from the verbal protocol data largely supported the hypotheses that students in the whole-text condition would encounter more problems attending to the task and forming a mental representation of the input compared to students in the segmented condition who were provided with more guidance in attending to the task and structure building through the task\u27s design. The results from the study were mixed in terms of supporting and refuting the claims in previous literature. However, both the findings and methods from the study hold a number of implications and recommendations for language teachers, materials developers, those interested in the use of technology for language learning and assessment, and future researchers

    Nature, culture, and emotion:Objects of wood, metal, and stone

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    The eleven art works made during my masters program share similar themes and were created using a similar process. The concepts for my art begin with searching nature, looking at the natural environment that surrounds me to find something of interest. I start with nature because of the infinite range of intimate subjects it possesses; there is always something that grasps me at that moment among the trees, flowers, and birds in every season. When I find that interesting element it reminds me of a certain song, poem, or myth from Korean culture emerging from accumulated knowledge and memories, from conscious and unconscious education, and from customs. `My own unique element\u27 is born by projecting my emotional feelings as an artist, a mother, and a woman into the artwork. This is the first step of building my concepts. These observations, memories, feelings, and ideas lead to a series of rough sketches to develop the concept. While drawing, I recite the poem, sing the song, or remember the story hundreds of times. The sketches become progressively more specific and descriptive of the concept. Based on the rough sketches, I start to make a model to test the concept and anticipate problems that could happen while making the piece. Finally, all of the images and information for the artwork are gathered and organized on a final presentation board which generally includes a concept statement, rough sketch, final design drawing, and the materials to be used. The presentation boards help me keep the way more clearly in focus until the artwork is completed. These eleven artworks were all completed through this common process. These steps are sometimes switched a little, but I always start looking at the natural environment. The scope of the elements and the concepts that I find in the grandeur of nature lead gradually to elements from Korean culture and my subjective view as an artist, mother, and woman. I hope that people might feel and meet nature, Korean culture, and my personal artistic view through these artworks

    How are we helping our second language writers improve their writing? The case of English 101C and English 150 at Iowa State University

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    The growth of the international student population in higher education continues to rise. Because of this, traditionally L1 English courses have a growth of second language (L2) writers. This thesis explores the ways in which L2 writers at Iowa State University believe that English 101C (an English as a Second Language course) and English 150 (a first-year composition course) are helping them become better writers. Findings indicate that: students were unsure of the reasons they were placed into English 101C; there is a need for explicit and clear examples in English 101C; students believe the two programs should help students better transition from ESL to FYC courses; and these courses overall provide a foundation for introducing students to of academic writing. Implications from the study suggest a need for the ESL and the first-year composition programs to collaborate and for the ESL program to conduct longitudinal studies that track L2 writers\u27 achievements

    Analyses and design strategies for fundamental enabling building blocks: Dynamic comparators, voltage references and on-die temperature sensors

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    Dynamic comparators and voltage references are among the most widely used fundamental building blocks for various types of circuits and systems, such as data converters, PLLs, switching regulators, memories, and CPUs. As thermal constraints quickly emerged as a dominant performance limiter, on-die temperature sensors will be critical to the reliable operation of future integrated circuits. This dissertation investigates characteristics of these three enabling circuits and design strategies for improving their performances. One of the most critical specifications of a dynamic comparator is its input referred offset voltage, which is pivotal to achieving overall system performance requirements of many mixed-signal circuits and systems. Unlike offset voltages in other circuits such as amplifiers, the offset voltage in a dynamic comparator is extremely challenging to analyze and predict analytically due to its dependence on transient response and due to internal positive feedback and time-varying operating points in the comparator. In this work, a novel balanced method is proposed to facilitate the evaluation of time-varying operating points of transistors in a dynamic comparator. Two types of offsets are studied in the model: (1) static offset voltage caused by mismatches in mobilities, transistor sizes, and threshold voltages, and (2) dynamic offset voltage caused by mismatches in parasitic capacitors or loading capacitors. To validate the proposed method, dynamic comparators in two prevalent topologies are implemented in 0.25 μm and 40 nm CMOS technologies. Agreement between predicted results and simulated results verifies the effectiveness of the proposed method. The new method and the analytical models enable designers to identify the most dominant contributors to offset and to optimize the dynamic comparators\u27 performances. As an illustrating example, the Lewis-Gray dynamic comparator was analyzed using the balanced method and redesigned to minimize its offset voltage. Simulation results show that the offset voltage was easily reduced by 41% while maintaining the same silicon area. A bandgap voltage reference is one of the core functional blocks in both analog and digital systems. Despite the reported improvements in performance of voltage references, little attention has been focused on theoretical characterizations of non-ideal effects on the value of the output voltage, on the inflection point location and on the curvature of the reference voltage. In this work, a systematic approach is proposed to analytically determine the effects of two non-ideal elements: the temperature dependent gain-determining resistors and the amplifier offset voltage. The effectiveness of the analytical models is validated by comparing analytical results against Spectre simulation results. Research on on-die temperature sensor design has received rapidly increasing attention since component and power density induced thermal stress has become a critical factor in the reliable operation of integrated circuits. For effective power and thermal management of future multi-core systems, hundreds of sensors with sufficient accuracy, small area and low power are required on a single chip. This work introduces a new family of highly linear on chip temperature sensors. The proposed family of temperature sensors expresses CMOS threshold voltage as an output. The sensor output is independent of power supply voltage and independent of mobility values. It can achieve very high temperature linearity, with maximum nonlinearity around +/- 0.05oC over a temperature range of -20oC to 100oC. A sizing strategy based on combined analytical analysis and numerical optimization has been presented. Following this method, three circuits A, B and C have been designed in standard 0.18 ym CMOS technology, all achieving excellent linearity as demonstrated by Cadence Spectre simulations. Circuits B and C are the modified versions of circuit A, and have improved performance at the worst corner-low voltage supply and high threshold voltage corner. Finally, a direct temperature-to-digital converter architecture is proposed as a master-slave hybrid temperature-to-digital converter. It does not require any traditional constant reference voltage or reference current, it does not attempt to make any node voltage or branch current constant or precisely linear to temperature, yet it generates a digital output code that is very linear with temperature

    Comparison of the energy and economic feasibility of different building systems.

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    At no point in our history has humanity been able to make as large of an impact on our environment as we can now. Before the industrial revolution, the average atmospheric carbon dioxide (CO2) level was at 250 ppm and has risen to 379 ppm in 2005. Eleven of the last 12 years have been the warmest on record. There are too many studies out there that all same the same thing. We can not ignore this and we have to start doing something. Buildings consume more than 39% of the primary energy production and account for 39% of the United States carbon dioxide (CO2) emissions. Since they consume such a large percentage of our energy use, even small improvements can amount to significant impact. Reducing building energy by 30% (which is very attainable) would eliminate 670 million metric tons of CO2 emissions. This would equate to an 11% decrease in the total US CO2 emissions. There are many existing technologies available that will reduce building energy consumption. Many require little or no up front cost and most will cost less over a 20 year life span. This report analyzes the energy consumption and economic viability of five existing heating, ventilating, and air-conditioning (HVAC) technologies widely used: Single Zone Roof Top Air-conditioning Unit (RTU), Ground Source Heat Pump (GSHP), Variable Air Volume (VAV) RTU, Demand Controlled Ventilation (DCV), and Natural Daylighting. Each system will be modeled in two different building types. The first being a standard 100 ft by 100 ft office building with a flat roof. The second building type will be two long narrow buildings with the orientation and glazing optimized to maximize daylighting. All system models will be modeled using TRACE 700 building load and energy analysis software

    Modeling and control of material removal and defectivity in chemical mechanical planarization

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    Chemical Mechanical Planarization (CMP) is a necessary step in semi conductor manufacturing. Since its introduction it has been able to provide better local and global planarization. CMP has found applications in emerging technologies such as shallow trench isolation, damascene technologies. As device size shrinks CMP has become increasingly prominent. CMP process has been analyzed at different length scales such as particle, feature and wafer scales. Models have been developed for each scale. The models initially have been deterministic, accounting for material removal by a single isolated particle. These models predicted the quality control parameters such as material removal rate and planarization at global scales. Recently, probabilistic models have been developed to describe material removal rate from particle scale. However there do not exist models which capture the interaction between parameters at different length scales. The focus of this thesis is to develop a multi-scale model that considers the interaction between parameters at different length scales. The interaction between macro-scale property pH of the slurry on the micro-scale phenomenon such as particle agglomeration has been studied. Interaction between pad asperity distribution and particle diameter distribution has also been studied. In the existing probabilistic models the effect of asperities on the material removal has been studied assuming that the pad asperities are supported on a rigid base. In this thesis the pad cellular structure under the asperities is considered to predict scratch performance and material removal rate. The effect of pad structure and slurry pH on scratch propensity and wafer scale material removal rate is studied. The model prediction of material removal rate has been validated against experimental data. The predicted linear dependence of material removal rate on pressure has been verified. The underlying cellular structure of the pad has been found to have little impact on the dependence of material removal rate on pressure. Defectivity, as defined by scratch propensity has been studied in this thesis. Scratch performance has been found to be effected mainly by the proximity of slurry pH to the isoelectric point of the slurry particles. The scratch performance has worsened as the pH of the slurry becomes closer to the isoelectric point of particles. A parametric study has been undertaken to study the effect of pad and slurry evolution on scratch propensity and material removal rate. Based on the study, suggestions have been made to improve scratch performance and material removal rate. Aggressive pad conditioning has been found to improve scratch propensity while it also has been found to maintain material removal rate, which decreases if the pad is allowed to evolve. On the other hand, pad evolution has been found to alleviate scratch problem. Based on the insights gained in the parametric study, few suggestions about operating conditions have been made. It has been suggested to keep the slurry pH away from the isoelectric point of particles to alleviate scratch propensity. It is suggested that the pad be conditioned when the wafer surface is away from the target profile and the pad be allowed to evolve when the wafer surface is closer to target profile. This strategy maintains the material removal rate during the beginning of the process while avoiding the killer defects towards the end of the process

    Greek cities on the western coast of the Black Sea: Orgame, Histria, Tomis, and Kallatis (7th to 1st century BCE)

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    Greek colonization is one of the most important phenomena in understanding Greek history, especially once the Greeks set up settlements away from their home land, in new environments, stretching from North Africa in the south, the Iberian peninsula in the west and the Black Sea shores in the north east. By establishing these settlements the Greeks not only brought their own culture and traditions to their new homes but were strongly influenced by the native civilizations they encountered there. From this encounter in a colonial world, the Greek and local cultures enriched each other and shaped each other in new and specific ways resulting in the foundation of modern European civilization. In spite of continuous archaeological excavations since the beginning of the 20th century, mostly on the northern and western shores of the Black Sea, scholars still have little data with respect to Greek colonization in the region. A glimpse in any book or article dealing with Greek expansion in the Black Sea will quickly reveal that this area is seldom represented in the bibliography. Even well known names in the field of Greek colonization, scholars with years of research on this matter, refer to old, incomplete or second hand information. This study has two goals. First, to bring together all the information we have from the Romanian shore of the Black Sea connected with the Greek settlements in the area. The colonies established here, Histria, Orgame, Kallatis and Tomis, are almost non-existent in the English language literature. Even less well-known is the information we have, mainly archaeological, from the territories, the chora , of these settlements. The existence of the territories, their economic importance for the colonies, and their inland extent are the main issues discussed in this study. Secondly, The Black Sea region is almost always presented as a whole in the scholarly literature. Often there is no distinction made between the western and northern shores of the sea. In a very simplistic and limited explanation, the Greeks are thought to have settled around the Black Sea for two economic reasons. One was the need to find outlets for olive oil, wine and luxury goods. The idea was that the local tribal leaders were eager to own Greek products and happily accomymodated the newcomers in order to obtain the desired items. Hand in hand with this came the second reason the Greeks were interested in this region; its richness in raw materials (agricultural and human), which the Greeks were keen to acquire. Whatever the initial reasons the Greeks might have had for moving to Dobrogea, they had to constantly negotiate a middle ground in a place where the political situation was extremely fluid and the local cultures were in continuous change and transformation. The Greek communities in Dobrogea were surprisingly resilient in a landscape where they had to regularly adjust to the comings and goings of local tribes. They represented the only constant, urban and seemingly unchanged feature of the land and endured well beyond the ancient world. However, more often than not, the colonies struggled to feed themselves and to survive. Even in their economic and political prime, the Greeks never quite dominated the region. This study will show that the Greeks who settled in Dobrogea developed their own colonial identities as a result of their interactions with the natives and the particularities of this region. The territory between the Danube and the Black Sea had seen regular and continuous population movement during most of its history. The Greeks and the natives created a hybrid culture which was by no means static. It continuously shifted and changed in response to local and more distant events
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