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Correlación espuria en modelos de regresión de series de tiempo con variable de respuesta binaria Colegio de Postgraduados
Islas Monroy, Juan Carlos.
Este trabajo muestra empíricamente la existencia del fenómeno de correlación espuria en modelos de regresión de respuesta binaria cuando los datos son generados por diferentes procesos de serie de tiempo. Los modelos estudiados son; el logístico, para observaciones independientes; un modelo de cadena de Markov de primer orden que considera dependencia entre las observaciones; y el de ecuaciones de estimación generalizadas para mediciones repetidas en estudios longitudinales. Los resultados indican que este fenómeno ocurre en los tres modelos de regresión excepto bajo algunas condiciones. Dada la hipótesis nula Ho:β1=0; en el modelo logístico y en el de cadena de Markov, el tamaño de la prueba presenta valores mucho mayores de lo esperado y aumenta...
Tipo: Tesis Palavras-chave: Modelos de respuesta binaria; Series de tiempo Binary response models; Time series.
Ano: 2012 URL: http://hdl.handle.net/10521/1017
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Eficiencia de la política de cobertura de precios de maíz en México. Colegio de Postgraduados
García Juárez, José de Jesús.
El objetivo de este trabajo es evaluar la eficiencia de las coberturas de precios de maíz blanco operadas por ASERCA. Para el estudio, se utiliza el análisis de cointegración de S. Johansen que consiste en probar la existencia de cointegración entre las variables de series de tiempo, en este caso: precios al mayoreo de maíz blanco, precio a futuro de maíz amarillo cotizado en la Bolsa de Futuros de Chicago (CBOT) y tipo de cambio peso-dólar; esta variable en particular, porque al adquirir una cobertura, existe también un riesgo cambiario dado que tanto la adquisición como la liquidación de las coberturas son realizadas en dólares. Los resultados indican que los precios de maíz al mayoreo de las centrales de abasto de Sinaloa, Jalisco, Estado de México,...
Palavras-chave: ASERCA; Cointegración; Riesgo; Serie de tiempo; Cointegration; Risk; Time series; Maestría; Economía.
Ano: 2011 URL: http://hdl.handle.net/10521/421
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Correlación espuria en modelos de regresión de series de tiempo con variable de respuesta binaria Colegio de Postgraduados
Islas Monroy, Juan Carlos.
Este trabajo muestra empíricamente la existencia del fenómeno de correlación espuria en modelos de regresión de respuesta binaria cuando los datos son generados por diferentes procesos de serie de tiempo. Los modelos estudiados son; el logístico, para observaciones independientes; un modelo de cadena de Markov de primer orden que considera dependencia entre las observaciones; y el de ecuaciones de estimación generalizadas para mediciones repetidas en estudios longitudinales. Los resultados indican que este fenómeno ocurre en los tres modelos de regresión excepto bajo algunas condiciones. Dada la hipótesis nula Ho:β1=0; en el modelo logístico y en el de cadena de Markov, el tamaño de la prueba presenta valores mucho mayores de lo esperado y aumenta...
Tipo: Tesis Palavras-chave: Modelos de respuesta binaria; Series de tiempo; Maestría; Estadística; Binary response models; Time series.
Ano: 2007 URL: http://hdl.handle.net/10521/1345
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Eficiencia de la política de cobertura de precios de maíz en México. Colegio de Postgraduados
García Juárez, José de Jesús.
El objetivo de este trabajo es evaluar la eficiencia de las coberturas de precios de maíz blanco operadas por ASERCA. Para el estudio, se utiliza el análisis de cointegración de S. Johansen que consiste en probar la existencia de cointegración entre las variables de series de tiempo, en este caso: precios al mayoreo de maíz blanco, precio a futuro de maíz amarillo cotizado en la Bolsa de Futuros de Chicago (CBOT) y tipo de cambio peso-dólar; esta variable en particular, porque al adquirir una cobertura, existe también un riesgo cambiario dado que tanto la adquisición como la liquidación de las coberturas son realizadas en dólares. Los resultados indican que los precios de maíz al mayoreo de las centrales de abasto de Sinaloa, Jalisco, Estado de México,...
Palavras-chave: ASERCA; Cointegración; Riesgo; Serie de tiempo; Cointegration; Risk; Time series; Maestría; Economía.
Ano: 2011 URL: http://hdl.handle.net/10521/421
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Análisis de tendencias en valores extremos de variables meteorológicas importantes para la agricultura. Colegio de Postgraduados
Blanco Ramírez, Ma. Esperanza.
Se propone una metodología basada en la teoría de valores extremos para investigar cambios espacio temporales en la tendencia a largo plazo de variables meteorológicas (precipitación y temperatura). Se presenta un ejemplo de aplicación para el estado de Durango, México, analizando los máximos anuales de las variables temperatura máxima, temperatura mínima y precipitación ocurridos durante el período de 1961 a 2000. Esta metodología puede ser de utilidad en la investigación del cambio climático a nivel regional. Los resultados se presentan en mapas de tendencias de eventos extremos. Para el caso del estado de Durango se observan cambios en el comportamiento de eventos extremos, manifestándose una clara tendencia a la ocurrencia de años más secos y más...
Palavras-chave: Series de tiempo; Modelo Lineal Vectorial Generalizado; Interpolación espacial; Time series; Extreme value theory; Vector generalized linear model; Spatial interpolation; Estadísica; Maestría.
Ano: 2012 URL: http://hdl.handle.net/10521/1728
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Assessing Changes in Fisheries Using Fishers’ Knowledge to Generate Long Time Series of Catch Rates: a Case Study from the Red Sea Ecology and Society
Tesfamichael, Dawit; Fisheries Centre, University of British Columbia; Department of Marine Science, University of Asmara; d.tesfamichael@fisheries.ubc.ca; Pitcher, Tony J.; Fisheries Centre, University of British Columbia; pitcher.t@gmail.com; Pauly, Daniel; Fisheries Centre, University of British Columbia; d.pauly@fisheries.ubc.ca.
The data requirements for most quantitative fishery assessment models are extensive, and most of the fisheries in the world lack time series of the required biological and socioeconomic data. Many innovative approaches have been developed to improve data collection for fisheries. We explored the use of data from fishers’ interviews to estimate time series of approximate “best” catch rates. A total of 472 standardized interviews were conducted with 423 fishers along the southern Red Sea coast recording the best catch recalled and the change in average catch rates throughout the fishing career of interviewees. The results showed a decline of best catch rates in all fisheries, ranging from 4% to 10% per year for more than 50...
Tipo: Peer-Reviewed Reports Palavras-chave: Assessment; Catch rates; Fishers’ Knowledge; Interview; Red Sea; Small-scale fishery; Time series.
Ano: 2014
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Time Series of Landscape Fragmentation Caused by Transportation Infrastructure and Urban Development: a Case Study from Baden-Württemberg, Germany Ecology and Society
Jaeger, Jochen A. G.; Concordia University; jjaeger@alcor.concordia.ca; Schwarz-von Raumer, Hans-Georg; University of Stuttgart; svr@ilpoe.uni-stuttgart.de; Esswein, Heide; University of Stuttgart; he@ilpoe.uni-stuttgart.de.
Tipo: Peer-Reviewed Reports Palavras-chave: Effective mesh size; Environmental indicators; Landscape change; Landscape fragmentation; Landscape indices; Monitoring; Railroads; Roads; Sustainable development; Time series; Traffic; Urban sprawl.
Ano: 2007
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Remote Sensing and Ethnobotanical Assessment of the Mangrove Forest Changes in the Navachiste-San Ignacio-Macapule Lagoon Complex, Sinaloa, Mexico Ecology and Society
Koedam, Nico; Vrije Universiteit Brussel; nikoedam@vub.ac.be; Ruiz Luna, Arturo; CIAD-Mazatlan; arluna@victoria.ciad.mx; Troell, Max; Beijer Institute; max@beijer.kva.se; Dahdouh-Guebas, Farid; Vrije Universiteit Brussel; fdahdouh@vub.ac.be.
The present study focuses on the Navachiste-San Ignacio-Macapule lagoon complex in northwest Mexico and evaluates the spatiotemporal change in the mangrove area over the last three decades using Landsat MSS and TM imagery. Local ethnobotanical uses of the mangrove forest and local perceptions about the status and recent development of the mangrove forest cover are also analyzed. The results of interviews with 54 inhabitants of four fishing villages in the study area indicated that, overall, Laguncularia racemosa is the most frequently used species in this region of the Mexican Pacific coast, where it serves as firewood and a construction material, particularly for walls and fences. The next-ranked species were Avicennia germinans, which is used for tea,...
Tipo: Peer-Reviewed Reports Palavras-chave: Mangrove; Ethnobiology; Remote sensing; Time series; Thematic Mapper; Multi-Spectral Scanner; Mexico.
Ano: 2005
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ARTIFICIAL NEURAL NETWORKS FOR PREDICTING ANIMAL THERMAL COMFORT REA
Borges,Pedro H. M.; Mendoza,Zaíra M. S. H. de; Morais,Pedro H. M.; Santos,Ronei L. dos.
ABSTRACT The objective of this study was to develop artificial neural networks (ANNs) for predicting animal thermal comfort based on temperature and relative humidity of the air for each day of the year. The data on temperature and relative humidity for a 25-year historical series collected at the Padre Ricardo Remetter Conventional Meteorological Station, located in the city of Santo Antônio de Leverger - Mato Grosso (Brazil), were retrieved from the website of the National Institute of Meteorology. According to the day of the year, the temperature and humidity index was determined as a function of the climatic variables. Therefore, the day of the year was the input variable of the neural networks, and the temperature and humidity index (THI) was the...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Time series; Artificial intelligence; Comfort index.
Ano: 2018 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0100-69162018000600844
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Probabilistic structure of an annual extreme rainfall series of a coastal area of the State of São Paulo, Brazil REA
Blain,Gabriel C.; Camargo,Marcelo B. P. de.
This study aimed to describe the probabilistic structure of the annual series of extreme daily rainfall (Preabs), available from the weather station of Ubatuba, State of São Paulo, Brazil (1935-2009), by using the general distribution of extreme value (GEV). The autocorrelation function, the Mann-Kendall test, and the wavelet analysis were used in order to evaluate the presence of serial correlations, trends, and periodical components. Considering the results obtained using these three statistical methods, it was possible to assume the hypothesis that this temporal series is free from persistence, trends, and periodicals components. Based on quantitative and qualitative adhesion tests, it was found that the GEV may be used in order to quantify the...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Extreme values; Adhesion tests; Time series.
Ano: 2012 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0100-69162012000300014
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Mapping of summer crops in the State of Paraná, Brazil, through the 10-day spot vegetation NDVI composites REA
Araújo,Gleyce K. D.; Rocha,Jansle V.; Lamparelli,Rubens A. C.; Rocha,Agmon M..
The search for low subjectivity area estimates has increased the use of remote sensing for agricultural monitoring and crop yield prediction, leading to more flexibility in data acquisition and lower costs comparing to traditional methods such as census and surveys. Low spatial resolution satellite images with higher frequency in image acquisition have shown to be adequate for cropland mapping and monitoring in large areas. The main goal of this study was to map the Summer crops in the State of Paraná, Brazil, using 10-day composition of NDVI SPOT Vegetation data for 2005/2006, 2006/2007 and 2007/2008 cropping seasons. For this, a supervised digital classification method with Parallelepiped algorithm in multitemporal RGB image composites was used, in order...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Remote sensing; Time series; Crop yield estimates.
Ano: 2011 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0100-69162011000400014
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CLIMATE CHANGE AND RURAL WORKERS THERMAL COMFORT: HISTORICAL AND FUTURE IMPACTS REA
Amaro,André L. N.; Yanagi Junior,Tadayuki; Yanagi,Sílvia de N. M.; Ferraz,Gabriel A. E S.; Campos,Alessandro T..
Abstract The aim of the present research was to propose a bioclimatic mapping to classify the thermal comfort and discomfort of rural workers within the state of Minas Gerais, considering historical and future scenarios. Monthly historical series (1976-2014) of minimum, mean and maximum temperature-humidity index (THI), determined through the values of air temperature (minimum, mean and maximum) and relative humidity from 48 weather stations located in the state of Minas Gerais were used to analyze the trends through Mann-Kendall and linear regression assays. The bioclimatic mapping of human comfort, obtained via geostatistical analysis, was developed as a function of the minimum, medium and maximum THI for the historical period (1976-2014) and future...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Human; Biometeorology; Human thermal comfort; THI; Time series.
Ano: 2018 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0100-69162018000200173
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Understanding consequences of adaptive monitoring protocols on data consistency: application to the monitoring of giant clam densities impacted by massive mortalities in Tuamotu atolls, French Polynesia ArchiMer
Georget, Stephane; Van Wynsberge, Simon; Andrefouet, Serge.
During long-term monitoring, protocols suitable in the initial context may have to change afterward because of unforeseen events. The outcome for management can be important if the consequences of changing protocols are not understood. In Tuamotu Archipelago atolls, French Polynesia, the density of giant clams (Tridacna maxima) has been monitored for 12years, but massive mortalities and collapsing densities forced to shift from a line-intercept transects and quadrats (LIT-Q) method to a belt-transect (BT) method. We investigated with a simulation approach the conditions (density, size structure, aggregation of giant clam populations) under which the two methods provided different results. A statistical model relating the BT density to the LIT-Q density was...
Tipo: Text Palavras-chave: Belt-transect; Ecological monitoring; Fishery; Line-intersect transects; Mass mortality; Quadrats; Sampling methods; Time series; Tridacna maxima.
Ano: 2019 URL: https://archimer.ifremer.fr/doc/00516/62717/69556.pdf
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Analysis of time series of planktonic communities in the Adriatic Sea: Distinguishing between natural and man-induced changes ArchiMer
Solic, M; Krstulovic, N; Marasovic, I; Baranovic, A; Pucherpetkovic, T; Vucetic, T.
Time series (> 20 years) of bacterioplankton, phytoplankton and zooplankton abundances and of phytoplankton production in the Adriatic Sea were analysed. Multivariate methods were used to extract the main patterns of year-to-year changes in abundances (Principal Component Analysis), and to discriminate between years and sites (Multidimensional Scaling). Increasing long-term trends were established for planktonic abundances and phytoplankton production in both coastal and open sea areas, presumably as a result of eutrophication processes. In the open sea, natural factors (water exchange between the Mediterranean and Adriatic Seas, and temperature) were dominant in controlling year-to-year fluctuations of plankton. On the other hand, long-term...
Tipo: Text Palavras-chave: Plankton; Time series; Natural factors; Man-induced factors.
Ano: 1997 URL: http://archimer.ifremer.fr/doc/00093/20386/18053.pdf
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Hydroclimatic relationships with planktonic time series from 1975 to 1992 in the North Sea off Gravelines, France ArchiMer
Le Fevre-lehoerff, Geneviève; Ibanez, Frédéric; Poniz, Paola; Fromentin, Jean-marc.
Planktonic time series collected since 1975 off Gravelines, France, were analysed in the context of climatic changes. Principal component analysis and the cumulative sums method wereapplied to 30 data sets which included meteorological and hydrological parameters and planktonic descriptors. Eight groups of biological descriptors were linked to external parameters. The study of winds highlighted the importance of cyclonic and anticyclonic influences. Seven year cycles appeared clearly in air temperature and in species abundance with different trophic levels for species such as Ternora longicornis, Oikopleura dioica and Sagitta setosa, whereas an 11 yr cycle appeared for Pseudocalanus minutus. A 3 to 4 yr cycle was detected for atmospheric pressure,...
Tipo: Text Palavras-chave: Time series; Zooplankton; Meteorology; Hydrology; Southern North Sea.
Ano: 1995 URL: http://archimer.ifremer.fr/doc/00033/14455/11757.pdf
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Contribution à l'étude de la dynamique du thon rouge Atlantique - Approches écologiques et océanographiques ArchiMer
Royer, Francois.
[1] The spatial and temporal dynamics of Atlantic bluefin tuna, Thunnus thynnus, are here investigated through data analysis and statistical modelling. The local, regional and global scales are considered successively. A phenomenological approach is favoured, as well the extended use of image processing tools and estimation theory techniques. Their potential role in partially observed or ill-defined problems in marine ecology is presented and discussed. The acute need for frequency-explicit methods is in particular stressed out. Hypothesis testing and significance testing of ecological space/time processes are further discussed. [2] The first chapter depicts how surface fronts can structure the pelagic habitat: dedicated detection and mapping tools are...
Tipo: Text Palavras-chave: Archival tags; Kalman filter; Density dependence; Oceanic fronts; Time series; Thunnus thynnus; Marques archives; Filtre de Kalman; Densite dependence; Fronts oceaniques; Series temporelles; Thunnus thynnus.
Ano: 2005 URL: http://archimer.ifremer.fr/doc/2005/these-636.pdf
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Daily and seasonal estimates of the recruitment and biomass of glass eels runs (Anguilla anguilla) and exploitation rates in the Adour open estuary (Southwestern France) ArchiMer
Bru, Noelle; Prouzet, Patrick; Lejeune, Michel.
The European eel (Anguilla anguilla) is drastically declining in all its distribution area and listed in the red list of the IUCN (International Union for Conservation of Nature). A rebuilding plan was adopted at European level in 2007, Regulation R(CE) 100/2007, to restore eel abundance to the level observed during the seventies. Its implementation started on the 1(st) of January 2009. This species is heavily threatened by numerous activities including fishing, and its management can only be effective through a systemic approach minimizing the whole range of human-induced impacts on the resource and its habitat. In the framework of the European interregional programme INTERREG IIIB-Atlantic Area-the INDICANG project aimed at elaborating abundance...
Tipo: Text Palavras-chave: Biomass estimates; Exploitation rate; Time series; River; Glass eel; Anguilla anguilla.
Ano: 2009 URL: http://archimer.ifremer.fr/doc/00000/11170/7526.pdf
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Explaining dinophysis cf. acuminata abundance in Antifer (Normandy, France) using dynamic linear regression ArchiMer
Soudant, Dominique; Beliaeff, Benoit; Thomas, G.
Classical regression analysis can be used to model time series. However, the assumption that model parameters are constant over time is not necessarily adapted to the data. In phytoplankton ecology, the relevance of time-varying parameter values has been shown using a dynamic linear regression model (DLRM). DLRMs, belonging to the class of Bayesian dynamic models, assume the existence of a non-observable time series of model parameters, which are estimated on-line, i.e. after each observation. The aim of this paper was to show how DLRM results could be used to explain variation of a time series of phytoplankton abundance. We applied DLRM to daily concentrations of Dinophysis cf. acuminata, determined in Antifer harbour (French coast of the English...
Tipo: Text Palavras-chave: Phytoplankton; Dinophysis; Time series; Regression; Dynamic; Bayesian.
Ano: 1997 URL: http://archimer.ifremer.fr/doc/00337/44784/44490.pdf
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Time series analysis of marine data: a key knowledge at the crossroads of marine sciences ArchiMer
Puillat, Ingrid; Prevosto, Marc; Mercier, Herle; Thomas, S..
In our time emerged the idea of a major environmental degradation, at both local and global scales, in the face of the recurrent human pollution. Consequently in the sake of a sustainable humanity development, of the ethic and of the ecology, the protection and the monitoring of our environment have become a major stake. Many scientific and technical tools contributed to improve the environmental knowledge, as helped remote and in situ observations, and forecast modeling. In situ environmental sensor systems have been designed to be increasingly sustainable even in a hostile environment such as the deep ocean. In a similar way, the infrastructures hosting those sensors are now thought and built to be permanent. In marine sciences these considerations gave...
Tipo: Text Palavras-chave: Time series; Marine data; Signal processing; Statistics.
Ano: 2014 URL: http://archimer.ifremer.fr/doc/00161/27259/25468.pdf
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Climatic trends in continental shelf waters off Ghana and in the Gulf of Guinea, 1963-1992 ArchiMer
Koranteng, Ka; Mcglade, Jm.
Using time series analyses, some physical parameters of the continental shelf waters of the Gulf of Guinea were examined. Analysis of coastal sea surface temperatures from Ghana and Ivory Coast, and offshore sea surface temperatures from the Gulf of Guinea clearly shows spatial and inter-annual patterns of cooling in coastal waters of West Africa. The behaviour of the decomposed trend of coastal and offshore sea surface temperatures, sub-surface: temperature measured at 100 m depth off Ghana and salinity showed that the observational period (1963-1992) could be divided into three climatic periods: the period before 1972, from 1972 to 1982, and the period after 1982. In the first period, sea surface temperature at both coastal and offshore areas and bottom...
Tipo: Text Palavras-chave: Environnement marin; Afrique de l'Ouest; Séries temporelles; Marine environment; West Africa; Time series.
Ano: 2001 URL: http://archimer.ifremer.fr/doc/00322/43363/42852.pdf
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