Добірка наукової літератури з теми "Long-term sampling"

In finance dynamic stochastic programming traditionally has been applied to institutional pension fund problems and more recently has become usable for more difficult individual wealth management problems. We develop several models to handle specific wealth management issues. We develop a US investment model with an exact tax basis and a rudimentary tax qualified portfolio. We show the ability to solve this model with up to 48 stages in 10 asset classes using an exact tax basis by approximating the solution employing information constraints. For fewer stages we show tractability of solving the full model with at least binary branching at every node of the scenario tree. We also introduce a mortgage model to investigate the effects of interest-only mortgages and their maturity. Modelling maturity selection as a binary decision variable, we find that the interest-only components of a mortgage are of interest when a borrower has a low income initially but expects it to grow. We do not consider the case of investors taking such mortgages to increase their leverage. It is noted that solutions may not be representative of all possibilities because the models reach an upper limit in terms of solvable problem sizes with currently available computing power. Expected value of perfect information (EVPI) calculation capabilities have been added to a modern solver. Given that aggregation is used to decrease solution times of such models we implement for the first time a disaggregator to allow calculation of EVPI subproblems without rereading the problem considered from disk. Aggregation is also found to increase solver speed applied to EVPI subproblems, especially after we reorder nodes. Sequential EVPI importance sampling is shown to be effective for the models introduced here and results improve drastically when mean matching of sampled scenarios is added. We successfully attempt to automate tuning for these algorithms by introducing percentile-based zero thresholds and adjusting these automatically when their current values are found to cause EVPI to fall.

Marine Protected Areas (MPAs), the Ecosystem Approach to Fisheries management (EAF) and Integrated Coastal Management (ICM) have been identified as possible alternatives to traditional linefish management measures, which have largely failed. Monitoring and assessment of fish communities on a long-term basis is necessary, and will provide a means to evaluate the effectiveness of such management measures. Therefore, standardised protocols and optimal sampling methods for long-term monitoring (LTM) and assessment of coastal fish communities are essential. This study aimed to identify suitable methods and develop a protocol for assessment of inshore reef fish communities. A suitable location for evaluation of proposed methods was identified in the warm temperate biogeographical region of South Africa, encompassing the well-established Tsitsikamma Coastal National Park MPA and an adjacent exploited area. Chrysoblephus laticeps (roman) was identified as an indicator species for the study, as it has been well-studied and is well represented in the area. Underwater visual census (UVC) and controlled fishing were identified as suitable methods. UVC transects were found to be superior to point counts, in terms of sampling efficiency, variability, bias and required sample size. An effort of two angler hours per fishing station was shown to provide low catch variability, while at the same time a representative catch and low overall cost and required time. The methods were incorporated in a proposed sampling protocol, and evaluated. The methods were able to detect known differences between protected and exploited communities. It is recommended that LTM within protected areas, for detection of natural change, be focused on community-level indicators, while LTM in exploited areas, aimed at detection of anthropogenic change, be focused on species-level indicators. The proposed protocol with standardised methods will allow for comparisons across a network of LTM sites and provide the opportunity for a broad-scale assessment of the effects of environmental variables on reef fish stocks. The protocol developed in this study has application in other biogeographical regions in South Africa, and other parts of the world. Shift in the focus of much marine research, in South Africa and elsewhere, to LTM, highlights the relevance and timeous nature of this study.

Sampling methods used for the assessment of exposure to volatile organic chemicals (VOCs) in the workplace or for environmental studies are now limited to an upper integrative sampling time of 24 hours or less. Generally, these methods lack versatility and are difficult to use. A passive sampler that can extend sampling periods was developed as part of this research. This novel sampler relies on capillary tubes to restrict and control ambient air entry into an evacuated sample container.<br>A mathematical model was derived by modifications to the Hagen-Poiseuille and ideal gas laws. This model defines the relationship between container volume and capillary geometry (length/internal diameter) required to provide selected sampling times. Based on theoretical considerations, simulations were performed to study the effects of dimensional parameters. From these results, capillaries having 0.05 and 0.10 mm internal diameters were selected according to their ability to reduce sampling flow rates and to increase sampling times. Different capillary lengths were tested on various sampler prototypes. It was found that a constant sampling flow rate was delivered when a maximum discharge rate was established under the influence of a pressure gradient between a vacuum and ambient pressure. Experimental flow rates from 0.018 to 2.6 ml/min were obtained and compared with model predictions. From this comparison, empirical relationships between capillary geometry and maximum discharge rate given by the pressure gradient were defined. Essentially, based on these empirical relationships, capillary sampling flow controller specifications can be calculated to offer extended integrated sampling periods. On this basis, sampler prototypes were configured for stationary sampling and personal sampling.<br>Studies, based on theory, have indicated that factors such as temperature, humidity and longitudinal molecular diffusion are not likely to influence the passive sampling process. Subsequent experiments confirmed that temperature changes should not significantly affect flow rates delivered by controllers, and that molecular diffusion does not have any impact on the representativeness of long-term samples. Recovery tests provided acceptable results demonstrating that selected capillaries do not contribute to adsorption that could seriously affect the validity of this sampling approach.<br>Field demonstration studies were performed with both stationary and personal sampler prototypes in the indoor and outdoor environments. The performance of the sampler compared favorably, and in some instances, exceeded that of accepted methodology. These novel samplers were more reliable, had greater versatility and principally, allowed sampling periods extending from hours to a month. These inherent qualities will assist industrial hygienists and environmentalists in the study of emission sources, pollutant concentrations, dispersion, migration and control measures. This novel sampler is presently the only device available for the effective study of episodic events of VOC emission.<br>Selected capillary geometries acting as a restriction to the entry of ambient air into evacuated sample container can provide a simple, versatile and reliable alternative for the collection of VOCs. This approach can contribute to a better understanding of VOC effects on human health and the environment.

For the construction of a wind farm, one needs to assess the wind resources of the considered site location. Using reference time series from numerical weather prediction models, global assimilation databases or observations close to the area considered, the on-site measured wind speeds and wind directions are corrected in order to represent the actual long-term wind conditions. This long-term correction (LTC) is in the typical case performed by making use of the linear regression within the Measure-Correlate-Predict (MCP) method. This method and two other methods, Sector-Bin (SB) and Synthetic Time Series (ST), respectively, are used for the determination of the uncertainties that are associated with LTC.The test area that has been chosen in this work, is located in the region of the North Sea, using 22 quality controlled meteorological (met) station observations from offshore or nearby shore locations in Denmark, Norway and Sweden. The time series that has been used cover the eight year period from 2002 to 2009 and the year with the largest variability in the wind speeds, 2007, is used as the short-term measurement period. The long-term reference datasets that have been used are the Weather Research and Forecast model, based on both ECMWF Interim Re-Analysis (ERA-Interim) and National Centers for Environmental Prediction Final Analysis (NCEP/FNL), respectively and additional reference datasets of Modern Era Re-Analysis (MERRA) and QuikSCAT satellite observations. The long-term period for all of the reference datasets despite QuikSCAT, correspond to the one of stations observations. The QuikSCAT period of observations used cover the period from November 1st, 1999 until October 31st, 2009.The analysis is divided into three parts. Initially, the uncertainty connected to the corresponding reference dataset, when used in LTC method, is investigated. Thereafter the uncertainty due to the concurrent length of the on-site measurements and reference dataset is analyzed. Finally, the uncertainty is approached using a re-sampling method of the Non-Parametric Bootstrap. The uncertainty of the LTC method SB, for a fixed concurrent length of the datasets is assessed by this methodology, in an effort to create a generic model for the estimation of uncertainty in the predicted values for SB.The results show that LTC with WRF model datasets based on NCEP/FNL and ERA-Interim, respectively, is slightly different, but does not deviate considerably in comparison when comparing with met station observations. The results also suggest the use of MERRA reference dataset in connection with long-term correction methods. However, the datasets of QuikSCAT does not provide much information regarding the overall quality of long-term correction, and a different approach than using station coordinates for the withdrawal of QuikSCAT time series is preferred. Additionally, the LTC model of Sector-Bin is found to be robust against variation in the correlation coefficient between the concurrent datasets. For the uncertainty dependence of concurrent time, the results show that an on-site measurement period of one consistent year or more, gives the lowest uncertainties compared to measurements of shorter time. An additional observation is that the standard deviation of long-term corrected means decreases with concurrent time. Despite the efforts of using the re-sampling method of Non-Parametric Bootstrap the estimation of the uncertainties is not fully determined. However, it does give promising results that are suggested for investigation in further work.<br>För att bygga en vindkraftspark är man i behov av att kartlägga vindresurserna i det aktuella området. Med hjälp av tidsserier från numeriska vädermodeller (NWP), globala assimileringsdatabaser och intilliggande observationer korrigeras de uppmätta vindhastigheterna och vindriktningarna för att motsvara långtidsvärdena av vindförhållandena. Dessa långtidskorrigeringsmetoder (LTC) genomförs generellt sett med hjälp av linjär regression i Mät-korrelera-predikera-metoden (MCP). Denna metod, och två andra metoder, Sektor-bin (SB) och Syntetiska tidsserier (ST), används i denna rapport för att utreda de osäkerheter som är knutna till långtidskorrigering.Det testområde som är valt för analys i denna rapport omfattas av Nordsjöregionen, med 22 meteorologiska väderobservationsstationer i Danmark, Norge och Sverige. Dessa stationer är till största del belägna till havs eller vid kusten. Tidsserierna som används täcker åttaårsperioden från 2002 till 2009, där det året med högst variabilitet i uppmätt vindhastighet, år 2007, används som den korta mätperiod som blir föremål för långtidskorrigeringen. De långa referensdataseten som använts är väderprediktionsmodellen WRF ( Weather Research and Forecast Model), baserad både på data från NCEP/FNL (National Centers for Environmental Prediciton Final Analysis) och ERA-Interim (ECMWF Interim Re-analysis). Dessutom används även data från MERRA (Modern Era Re-Analysis) och satellitobservationer från QuikSCAT. Långtidsperioden för alla dataset utom QuikSCAT omfattar samma period som observationsstationerna. QuikSCAT-datat som använts omfattar perioden 1 november 1999 till 31 oktober 2009.Analysen är indelad i tre delar. Inledningsvis behandlas osäkerheten som är kopplad till referensdatans ingående i långtidskorrigeringsmetoderna. Därefter analyseras osäkerhetens beroende av längden på den samtidiga datan i referens- och observationsdataseten. Slutligen utreds osäkerheten med hjälp av en icke-parametrisk metod, en s.k. Bootstrap: Osäkerheten i SB-metoden för en fast samtidig längd av tidsserierna från observationer och referensdatat uppskattas genom att skapa en generell modell som estimerar osäkerheten i estimatet.Resultatet visar att skillnaden när man använder WRF-modellen baserad både på NCEP/FNL och ERA-Interim i långtidskorrigeringen är marginell och avviker inte markant i förhållande till stationsobservationerna. Resultatet pekar också på att MERRA-datat kan användas som långtidsreferensdataset i långtidsdkorrigeringsmetoderna. Däremot ger inte QuikSCAT-datasetet tillräckligt med information för att avgöra om det går att använda i långtidskorrigeringsmetoderna. Därför föreslås ett annat tillvägagångssätt än stationsspecifika koordinater vid val av koordinater lämpliga för långtidskorrigering. Ytterligare ett resultat vid analys av långtidskorrigeringsmetoden SB, visar att metoden är robust mot variation i korrelationskoefficienten.Rörande osäkerhetens beroende av längden på samtidig data visar resultaten att en sammanhängande mätperiod på ett år eller mer ger den lägsta osäkerheten i årsmedelvindsestimatet, i förhållande till mätningar av kortare slag. Man kan även se att standardavvikelsen av de långtidskorrigerade medelvärdena avtar med längden på det samtidiga datat. Den implementerade ickeparametriska metoden Bootstrap, som innefattar sampling med återläggning, kan inte estimera osäkerheten till fullo. Däremot ger den lovande resultat som föreslås för vidare arbete.

The National Ecological Observatory Network (NEON) will monitor ground beetle populations across a network of broadly distributed sites because beetles are prevalent in food webs, are sensitive to abiotic factors, and have an established role as indicator species of habitat and climatic shifts. We describe the design of ground beetle population sampling in the context of NEON's long-term, continentalscale monitoring program, emphasizing the sampling design, priorities, and collection methods. Freely available NEON ground beetle data and associated field and laboratory samples will increase scientific understanding of how biological communities are responding to land-use and climate change.

Termites are considered to be major ecosystem engineers in tropical and sub-tropical environments, and fire in savanna systems is regarded as a major and necessary disturbance for the maintenance of biodiversity. However, most fire ecology studies have focused on vegetation dynamics with little attention given to other taxa, especially invertebrates. This thesis has addressed several aspects of savanna termite ecology. First, based on a review of studies examining the relationship between fire ecology and termites, I found that few broad conclusions can be made based on the published literature. Hence little is known on the interactions between termites and ecological processes such as fire. Leading on from this, several recommendations are provided in the thesis for future research to improve ecological understanding of savannas and the dynamics that structure these systems. Second, savanna termite responses to long-term burning regimes were investigated across four distinct savanna types along a rainfall gradient in South Africa using comprehensive sampling protocols. This was achieved using experimental burning plots which have been in place in the Kruger National Park (KNP) since 1954 as well as sites in Hluhluwe-iMfolozi Park. Termite communities were found to differ significantly between these savannas with higher diversity at Pretoriuskop, a mesic savanna but not the wettest. Termite diversity was lowest at the most arid site (Mopani) but certain feeding groups peaked at Satara, a savanna with intermediate rainfall. Differences between these savannas are attributed to broad underlying changes in net primary productivity, temperature and soil type, with the role of mammalian herbivores also being considered. Seasonality was also examined and it was found that termite activity peaks in the wet and transitional seasons and is significantly lower in the dry season. Considering different fire regimes, termites, in general, were found to be highly resistant to burning, but assemblage composition was affected, this being more pronounced at the mesic savanna where fire has more effect on vegetation. These assemblage changes are linked to changes in vegetation structure caused by fire. Finally, termite ecology is often constrained by sampling difficulties and a lack of sampling protocols in savannas. A comparison of two often used sampling methods, baiting and active searching, was conducted across the savanna types studied. The efficiency of sampling method varied along the rainfall gradient and a single method was not the best for all savanna types. In mesic savannas, active searching (an often neglected sampling method in savannas) was most effective at sampling termite diversity while baiting was more effective in arid savannas, although this method is biased toward wood-feeding termites from feeding group II. Baiting also provides a better measure of termite activity than active searching. I demonstrate that termite communities differ significantly with savanna habitat and their responses to long-term burning regimes differ between these habitat types. Although termite communities were found to be quite resistant to burning, the degree of resistance differed with savanna type and management policies in protected areas and elsewhere need to take this into account when formulating conservation policies. Similarly, sampling methods differ in their efficiency at different sites which needs to be considered when designing sampling protocols in order to accurately reflect the biodiversity present.<br>Dissertation (MSc)--University of Pretoria, 2010.<br>Zoology and Entomology<br>unrestricted