Limiting values of large deviation probabilities of quadratic statistics

Application of exact Bahadur efficiencies in testing theory or exact inaccuracy rates in estimation theory needs evaluation of large deviation probabilities. Because of the complexity of the expressions, frequently a local limit of the nonlocal measure is considered. Local limits of large deviation probabilities of general quadratic statistics are obtained by relating them to large deviation probabilities of sums of k-dimensional random vectors. The results are applied, e.g., to generalized Cramér-von Mises statistics, including the Anderson-Darling statistic, Neyman's smooth tests, and likelihood ratio tests

Logistics-production, logistics-marketing and external integration: Their impact on performance

Highly competitive environments are leading companies to implement Supply Chain Management (SCM) to improve performance and gain a competitive advantage. SCM involves integration, co-ordination and collaboration across organisations and throughout the supply chain. It means that SCM requires internal (intraorganisational) and external (interorganisational) integration. This paper examines the Logistics-Production and Logistics- Marketing interfaces and their relation with the external integration process. The study also investigates the causal impact of these internal and external relationships on the company’s logistical service performance. To analyse this, an empirical study was conducted in the Spanish Fast Moving Consumer Goods (FMCG) sector.Logistics integration processes, internal and external integration, logistics performance

Efficiency comparisons of goodness-of-fit tests for Weibull and gamma distributions with singly censored data

Generalizations of the smooth goodness-of-fit test statistics, the components of Cramer-von Mises type statistics and the Pearson chi-square statistics are considered for censored samples. Asymptotic efficiency comparisons are made between these general goodness-of-fit tests for Weibull and gamma distributions for certain parametric alternatives in the case of singly censored samples. Efficiency comparisons are also made with the specialized tests of Mann for Weibull distribution and of Locke for gamma distribution. Among these tests the smooth test of order one was found to be most efficient for all cases considered

Aggregation, efficiency and cross section regression

"June 1983, revised October 1984."Bibliography: leaves 26-27.by Thomas M. Stoker

A Physical Scaling Method to Incorporate Regional Physical Characteristics in Future Climatic and Hydrologic Predictions

In this thesis an original Physical Scaling (SP) method for downscaling Global Circulation Model (GCM) based climatic projections has been developed, tested and applied over a study region. The model formulation can take into account regional physical characteristics like land-cover and elevation into the model formulation. A thorough verification of the method and its extension: SP with Surrounding pixel information (SPS) method has been performed and their performance towards downscaling GCM based precipitation, surface temperature and air temperature has been compared with many state-of-the-art downscaling models like Bias Correction Spatial Downscaling (BCSD) method, Statistical DownScaling Method (SDSM) and Generalized Linear Modeling (GLM). The SPS method extends SP method by also taking into account neighborhood physical characteristics into the downscaling process. A major benefit of the presented downscaling approaches is that they can account for non-stationarity in physical characteristics of the region of interest like changes in land-cover as well as their neighborhoods. This represents a major contribution in the field of statistical downscaling literature since it brings the benefits of physically based dynamic downscaling into a statistical downscaling framework. Proposed models are used to isolate physically sourced climatic and hydrologic contributions in four catchments located within the southern Saskatchewan region of Canada. Contributions towards flood magnitudes are also studied for low to high return period flooding events. Results indicate that the contributions of catchment physical characteristics towards shaping climatic and hydrologic regimes in the analyzed catchments are statistically significant. Further significant variability in the detected changes exists over catchment space and analyzed time-period. Finally the results from this thesis highlight the importance of further exploration of physically driven climatic changes, and the need to find out how to incorporate them while making future streamflow predictions. The developed SP and SPS methods are highly relevant and useful in a non-stationary world which is set to experience rapid climatic and geophysical changes in the future

Development and evaluation of techniques for estimating short duration design rainfall in South Africa.

Thesis (M.Sc.)-University of Natal, Pietermaritzburg, 1998.The objective of the study was to update and improve the reliability and accuracy of short duration (s 24 h) design rainfall values for South Africa. These were to be based on digitised rainfall data whereas previous studies conducted on a national scale in South Africa were based on data that were manually extracted from autographic charts. With the longer rainfall records currently available compared to the studies conducted in the early 1980s, it was expected that by utilising the longer, digitised rainfall data in conjunction with regional approaches, which have not previously been applied in South Africa, that more reliable short duration design rainfall values could Ix: estimated. A short duration rainfall database was established for South Africa with the majority of the data contributed by the South African Weather Bureau (SAWB). Numerous errors such as negative and zero time steps were identified in the SAWB digitised rainfall data. Automated procedures were developed to identify the probable cause of the errors and appropriate adjustments to the data were made. In cases where the cause of the error could be established, the data were adjusted to introduce randomly either the minimum, average or maximum intensity into the data as a result of the adjustment. The effect of the adjustments was found to have no significant effect on the extracted Annual Maximum Series (AMS). However, the effect of excluding erroneous points or events with erroneous points resulted in significantly different AMS. The low reliability of much of the digitised SAW B rainfall data was evident by numerous and large differences between daily rainfall totals recorded by standard, non-recording raingauges, measured at 08:00 every day, and the total rainfall depth for the equivalent period extracted from the digitised data. Hence alternative techniques of estimating short duration rainfall values were developed, with the focus on regional approaches and techniques that could be derived from daily rainfall totals measured by standard raingauges. Three approaches to estimating design storms from the unreliable short duration rainfall database were developed and evaluated. The first approach used a regional frequency analysis, the second investigated scaling relationships of the moments of the extreme events and the third approach used a stochastic intra-daily model to generate synthetic rainfall series. In the regional frequency analyses, 15 relatively homogeneous rainfall clusters were identified in South Africa and a regional index storm based approach using L-moments was applied. Homogeneous clusters were identified using site characteristics and tested using at-site data. The mean of the AMS was used as the index value and in 13 of the 15 relatively homogeneous clusters the index value for 24 h durations were well estimated as a function of site characteristics only, thus enabling the estimation of 24 h duration design rainfall values at any location in South Africa. In 13 of the 15 clusters the scaling properties of the moments of the AMS were used to successfully estimate design rainfall values for duration < 24h, using the moments of the AMS extracted from the data recorded by standard raingauges and regional relationships based on site characteristics. It was found that L-moments scaled better and over a wider range of durations than ordinary product moments. A methodology was developed for the derivation of the parameters for two Bartlett-Lewis rectangular pulse models using only standard raingauge data, thus enabling the estimation of design values for durations as short as 1 h at sites where only daily rainfall data are available. In view of the low reliability of the majority of short duration rainfall data in South Africa, it is recommended that the regional index value approach be adopted for South Africa, but scaled using values derived from the daily rainfall data. The use of the intra-daily stochastic rainfall models to estimate design rainfall values is recommended as further independent confirmation of the reliability of the design values

Computer algebra and transputers applied to the finite element method

Recent developments in computing technology have opened new prospects for computationally intensive numerical methods such as the finite element method. More complex and refined problems can be solved, for example increased number and order of the elements improving accuracy. The power of Computer Algebra systems and parallel processing techniques is expected to bring significant improvement in such methods. The main objective of this work has been to assess the use of these techniques in the finite element method. The generation of interpolation functions and element matrices has been investigated using Computer Algebra. Symbolic expressions were obtained automatically and efficiently converted into FORTRAN routines. Shape functions based on Lagrange polynomials and mapping functions for infinite elements were considered. One and two dimensional element matrices for bending problems based on Hermite polynomials were also derived. Parallel solvers for systems of linear equations have been developed since such systems often arise in numerical methods. Both symmetric and asymmetric solvers have been considered. The implementation was on Transputer-based machines. The speed-ups obtained are good. An analysis by finite element method of a free surface flow over a spillway has been carried out. Computer Algebra was used to derive the integrand of the element matrices and their numerical evaluation was done in parallel on a Transputer-based machine. A graphical interface was developed to enable the visualisation of the free surface and the influence of the parameters. The speed- ups obtained were good. Convergence of the iterative solution method used was good for gated spillways. Some problems experienced with the non-gated spillways have lead to a discussion and tests of the potential factors of instability

Impacts of Climate Change on Water Resources and Corresponding Adaptation Strategies of the Nam Ngum River Basin, Laos

The Nam Ngum River Basin (NNRB) in Laos has received attention of foreign investors due to high hydropower development potential and low per capita electricity consumption. The NNRB is rapidly developing due to its hydropower generation potentials while water demands will increase for agricultural and domestic purposes due to population increase and land-use changes. Water availability conditions will be affected with the increasing water demand and climate change may worsen the water availability conditions. Climate is often defined as the weather averaged over time whereas weather describes atmospheric conditions at a particular place and time in terms of air temperature, pressure, humidity, wind speed and rainfall. On regional scale, climate change impact assessment is crucial for water resource planning, management and decision making. First part of this study, reliable estimation of climatic variables is performed under climate change. Second part assess the changes in water resources regimes and sustainability conditions of agricultural and domestic water user sectors under climate change for “do nothing” option that are critical for strategic planning and to minimize the negative impacts. Third part assesses the long-term climate change trends, water allocation challenges and appropriate adaptation measures to minimize watershed impacts to achieve sustainability and long-term management goals. The major findings of this study shows (1) wetter and warmer climates especially in the latter part of the century indicating less water availability, (2) sustainability in meeting the water demands for agriculture and domestic use is affected under “do nothing” option, and (3) watershed scale adaptation measures improve the (1) hydropower generation, (2) sustainability conditions in agricultural and domestic water user sectors, and (3) flow regimes