Effects of parameter estimation on prediction densities a bootstrap approach

In this paper, we study the impact of parameter estimation on prediction densities using a bootstrap strategy to estimate these densities. We focus on seasonal ARlMA processes with possibly non normal innovations. We compare prediction densities obtained using the Box and Jenkins approach with bootstrap densities which may be constructed taking into account parameter estimation variability (PRR) or using parameter estimates as if they were the true parameters (CB). By means of Monte Carlo experiments, we show that the average coverage of the intervals is closer to the nominal value when intervals are constructed incorporating parameter uncertainty. The effects of parameter estimation are particularly important for small sample sizes and when the error distribution is not Gaussian. We also analyze the effect of the estimation method on the shape of prediction densities comparing prediction densities constructed when the parameters are estimated by OLS and by LAD. We show how, when the error distribution is not Gaussian, the average coverage and length of intervals based on LAD estimates are closer to nominal values than those based on OLS estimates. Finally, the performance of the PRR procedure is illustrated with two empirical examples

Bootstrap Predictive Inference for Arima Processes

We introduce a new bootstrap strategy to obtain prediction intervals inARIMA (P,d,l) processes. Its main advantages over previous resampling proposals for ARI (P,d) models are that it incorporates variability due to parameter estimation and it makes unnecessary the process backward representation to resample the series. Consequently, the method is very flexible and can be extended to general models not having a backward representation. Moreover, our bootstrap technique allows to obtain the prediction density of processes with moving average components. Its implementation is computationally very simple. The asymptotic properties of the bootstrap prediction distributions are proved. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of this method versus alternative techniques for ARI (P,d) processes. Our method either behaves similarly or outperforms in most cases previous proposals

Aspects of quality control of wind profiler measurements in complex topography

It is well known in the scientific community that some remote sensing instruments assume that sample volumes present homogeneous conditions within a defined meteorological profile. At complex topographic sites and under extreme meteorological conditions, this assumption may be fallible depending on the site, and it is more likely to fail in the lower layers of the atmosphere. This piece of work tests the homogeneity of the wind field over a boundary layer wind profiler radar located in complex terrain on the coast under different meteorological conditions. The results reveal the qualitative importance of being aware of deviations in this homogeneity assumption and evaluate its effect on the final product. Patterns of behavior in data have been identified in order to simplify the analysis of the complex signal registered. <br><br> The quality information obtained from the homogeneity study under different meteorological conditions provides useful indicators for the best alternatives the system can offer to build wind profiles. Finally, the results are also to be considered in order to integrate them in a quality algorithm implemented at the product level

How agriculture, connectivity and water management can affect water quality of a Mediterranean coastal wetland

The Natural Park of Albufera (Valencia, Spain) is an important Mediterranean coastal wetland that suffers continuous environmental effects from human activities and water uses, mainly related to agriculture and urban/industrial sewage discharges. The aim of this research was to assess the water quality of the different aquatic environments of this wetland, taking into account the connection between them, the agricultural impact and the management of irrigation water. The UEWater Framework Directive was followed in order to evaluate the ecological and trophic status of water systems. Spatial approaches were used to integrate physicochemical data into GIS vector layers to map the more problematic points of pollution. The results showed a globally eutrophic system with poor ecological potential. The wetland is nutrient-overloaded during the entire rice cultivation period. Good-quality water inputs are deficient, since the river network already has high levels of nutrients and pollutants, especially in the northern area, where river water is mixed with inappropriate effluents from wastewater treatment plants. Agriculture and water management affected the area intensively up to the Albufera lake, modulating most of the studied variables. The information gathered here can help to optimize the global study and management of the coastal Mediterranean wetlands, which are highly linked to agriculture

Liquefaction of the Enmedio Island Soil Deposits

The results of field testing and of simplified liquefaction analyses of the Enmedio Island soil deposits are presented and discussed in this paper. It is found that for this case history simple criteria for assessing liquefaction potential yield results in accord with field behavior

Ground Movements in Mexico City During Recent Earthquakes

Acceleration records were obtained with a rather dense accelerographic array during three recent earthquakes in Mexico City. Following a purely observational approach, useful information about the nature and characteristics of seismic motions was derived from the analysis of these records. Broad regional studies indicate that the distribution of seismic motions in the city may be affected by directivity effects. From local site studies it is concluded that seismic movements at the base of the compressible clay deposits are fairly uniform and accelerograms recorded in vertical arrays suggest that soil strata in Mexico City respond to seismic movements according to established knowledge

Observed and Predicted Liquefaction of a Sand Stratum

Field observations and preliminary studies had led to the conclusion that the sand stratum liquefied only in a limited area during the March 14, 1979 earthquake. Further field studies revealed the presence of the sand layer throughout the Enmedio Island. This fact raised questions as to whether the sand liquefied or not in the whole area. To clarify this question, a research program which included cyclic triaxial testing and numerical analyses was undertaken. The results of this study show that the sand layer did liquefy through the Island; however, due to differences in stratigraphic characteristics, superficial signs of liquefaction were developed only in a restricted zone

Unitary Chern-Simons matrix model and the Villain lattice action

We use the Villain approximation to show that the Gross-Witten model, in the weak- and strong-coupling limits, is related to the unitary matrix model that describes U(N) Chern-Simons theory on S^3. The weak-coupling limit corresponds to the q->1 limit of the Chern-Simons theory while the strong-coupling regime is related to the q->0 limit. In the latter case, there is a logarithmic relationship between the respective coupling constants. We also show how the Chern-Simons matrix model arises by considering two-dimensional Yang-Mills theory with the Villain action. This leads to a U(1)^N theory which is the Abelianization of 2d Yang-Mills theory with the heat-kernel lattice action. In addition, we show that the character expansion of the Villain lattice action gives the q deformation of the heat kernel as it appears in q-deformed 2d Yang-Mills theory. We also study the relationship between the unitary and Hermitian Chern-Simons matrix models and the rotation of the integration contour in the corresponding integrals.Comment: 17 pages, Minor corrections to match the published versio

A systematic review of interventions for family caregivers who care for patients with advanced cancer at home.

OBJECTIVE: To examine the characteristics of interventions to support family caregivers of patients with advanced cancer. METHODS: Five databases (CINAHL, Medline, PsycINFO, Web of Science, and the Cochrane Library) were searched for English language articles of intervention studies utilizing randomized controlled trials or quasi-experimental designs, reporting caregiver-related outcomes of interventions for family caregivers caring for patients with advanced cancer at home. RESULTS: A total of 11 studies met the inclusion criteria. Based on these studies, the types of interventions were categorized into psychosocial, educational, or both. The characteristics of interventions varied. Most interventions demonstrated statistically significant results of reducing psychological distress and caregiving burden and improving quality of life, self-efficacy, and competence for caregiving. However, there was inconsistency in the use of measures. CONCLUSIONS: Most studies showed positive effects of the interventions on caregiver-specific outcomes, yet direct comparisons of the effectiveness were limited. There is a lack of research aimed to support family caregivers\u27 physical health. PRACTICE IMPLICATIONS: Given caregivers\u27 needs to maintain their wellbeing and the positive effects of support for them, research examining long-term efficacy of interventions and measuring objective health outcomes with rigorous quality of studies is still needed for better outcomes for family caregivers of patients with advanced cancer

Long-Term hydrological regime monitoring of a Mediterranean agro-ecological wetland using Landsat imagery: Correlation with the water renewal rate of a shallow lake

The Natural Park of Albufera (Valencia, Spain) is one of the Spanish Mediterranean wetlands where rice is cultivated intensively. The hydrology of the Albufera Lake, located in the center, combines natural contributions with complex human management. The aim of our study was to develop a new methodology to accurately detect the volume of flood water in complex natural environments which experience significant seasonal changes due to climate and agriculture. The study included 132 Landsat images, covering a 15-year period. The algorithm was adjusted using the NDWI index and simultaneous measurements of water levels in the rice fields. The NDVI index was applied to monitor the cultivated area during the summer. Lake inflows and residence times were also evaluated to quantify how the hydrodynamic of the lake is conditioned by the agricultural management. The algorithm developed is confirmed as a useful ecological tool to monitor the flood cycle of the wetland, being able to detect even the lowest water levels. The flood dynamics are consistent over the fifteen years, being in line with the rice cultivation cycle. Water renewal in Albufera lake is altered with respect to that expected according to the rainfall recorded in the study area, so an improvement in the water management of the hydrological basin is required to optimize the runoff during the rainiest months