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Fenologia e ecofisiologia das macroalgas Porphyra spp. (Bangiales, Rhodophyta) e Lessonia spp. (Laminariales, Phaeophyceae) na costa norte e central do Chile: variações latitudinais e sazonais; Phenology and ecophysiology of macroalgae Porphyra spp. (Bangiales, Rhodophyta) and Lessonia spp. (Laminariales, Phaeophyceae) in north-central Chile: latitudinal and seasonal variations.

Tala, Fadia
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Tese de Doutorado Formato: application/pdf
Publicado em 05/12/2013 Português
Relevância na Pesquisa
26.39%
O propósito dos estudos fenológicos é descrever e compreender como o desenvolvimento dos organismos ocorre em resposta às variações ambientais que mudam ciclicamente e como certos fatores estimulam a geração de uma cascata de sinais e reações que abrangem desde mudanças moleculares, bioquímicas e fisiológicas, os que acabam se manifestando como padrões anuais de abundância e reprodução. As mudanças ambientais ocorrem em escalas temporais (diárias, sazonais, interanuais) e espaciais (latitudinal, em profundidade, em altitude) e têm um forte impacto no crescimento e desenvolvimento das espécies, em especial de aquelas com características sésseis. O objetivo deste estudo foi caracterizar os padrões fenológicos (sazonais e latitudinais) de abundância, reprodução, fotossíntese e capacidade antioxidante de dois gêneros de macroalgas de importância ecológica e econômica, Porphyra spp. (rodofícea) e Lessonia spp. (feofícea), distribuídas ao longo da costa norte e centro (25° - 34°S) do Chile. Os resultados mostram que variações sazonais de radiação e latitudinais de temperatura influenciam significativamente as respostas fenológicas e ecofisiológicas das espécies estudadas. No caso de Porphyra spp....

Análise de séries temporais de coordenadas estimadas com GPS: uma proposta metodológica para detecção, remoção e recuperação de efeitos sazonais

Dos Santos Rosa, Guilherme Poleszuk; Galera Monico, Joao Francisco; Chaves, Joao Carlos
Fonte: Universidade Federal do Paraná (UFPR), Centro Politecnico Publicador: Universidade Federal do Paraná (UFPR), Centro Politecnico
Tipo: Artigo de Revista Científica Formato: 51-72
Português
Relevância na Pesquisa
26.23%
GPS active networks are more and more used in geodetic surveying and scientific experiments, as water vapor monitoring in the atmosphere and lithosphere plate movement. Among the methods of GPS positioning, Precise Point Positioning (PPP) has provided very good results. A characteristic of PPP is related to the modeling and/or estimation of the errors involved in this method. The accuracy obtained for the coordinates can reach few millimeters. Seasonal effects can affect such accuracy if they are not consistent treated during the data processing. Coordinates time series analyses have been realized using Fourier or Harmonics spectral analyses, wavelets, least squares estimation among others. An approach is presented in this paper aiming to investigate the seasonal effects included in the stations coordinates time series. Experiments were carried out using data from stations Manaus (NAUS) and Fortaleza (BRFT) which belong to the Brazilian Continuous GPS Network (RBMC). The coordinates of these stations were estimated daily using PPP and were analyzed through wavelets for identification of the periods of the seasonal effects (annual and semi-annual) in each time series. These effects were removed by means of a filtering process applied in the series via the least squares adjustment (LSQ) of a periodic function. The results showed that the combination of these two mathematical tools...

Análise de séries temporais de coordenadas estimadas com gps: Uma proposta metodológica para detecção, remoção e recuperação de efeitos sazonais

Rosa, Guilherme Poleszuk Dos Santos; Monico, João Francisco Galera; Chaves, João Carlos
Fonte: Universidade Estadual Paulista Publicador: Universidade Estadual Paulista
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
26.23%
GPS active networks are more and more used in geodetic surveying and scientific experiments, as water vapor monitoring in the atmosphere and lithosphere plate movement. Among the methods of GPS positioning, Precise Point Positioning (PPP) has provided very good results. A characteristic of PPP is related to the modeling and / or estimation of the errors involved in this method. The accuracy obtained for the coordinates can reach few millimeters. Seasonal effects can affect such accuracy if they are not consistent treated during the data processing. Coordinates time series analyses have been realized using Fourier or Harmonics spectral analyses, wavelets, least squares estimation among others. An approach is presented in this paper aiming to investigate the seasonal effects included in the stations coordinates time series. Experiments were carried out using data from stations Manaus (NAUS) and Fortaleza (BRFT) which belong to the Brazilian Continuous GPS Network (RBMC). The coordinates of these stations were estimated daily using PPP and were analyzed through wavelets for identification of the periods of the seasonal effects (annual and semi-annual) in each time series. These effects were removed by means of a filtering process applied in the series via the least squares adjustment (LSQ) of a periodic function. The results showed that the combination of these two mathematical tools...

Análise de séries temporais de coordenadas estimadas com GPS: uma proposta metodológica para eliminação de efeitos sazonais

Rosa, Guilherme Poleszuk dos Santos
Fonte: Universidade Estadual Paulista (UNESP) Publicador: Universidade Estadual Paulista (UNESP)
Tipo: Dissertação de Mestrado Formato: 106 f. : il.
Português
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26.23%
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES); Pós-graduação em Ciências Cartográficas - FCT; As redes ativas GPS tem se tornando cada vez mais utilizadas nos levantamentos geodésicos. As estações que fazem parte dessas redes têm suas coordenadas determinadas com alta precisão que, devido à estabilidade na sua construção e disponibilidade de dados, são chamadas estações de referência. Os dados podem ser empregados numa diversidade de pesquisas e projetos, sendo um dos mais comuns atualmente os de levantamentos geodésicos. O estudo e monitoramento do vapor d’água na atmosfera e movimento de placas litosféricas são exemplos de aplicações. Dentre os métodos de posicionamento GPS, o Posicionamento por Ponto Preciso (PPP) vem apresentando resultados muito promissores. Uma característica do PPP está relacionada com a modelagem e/ou estimação de todos os erros envolvidos nesse método. A acurácia obtida para as coordenadas pode ser da ordem de poucos milímetros, tal como no método de posicionamento relativo. Efeitos sazonais podem afetar esta acurácia caso não sejam considerados. Desta forma, é desejável dispor do conhecimento de todos os fatores sazonais (movimento do pólo, marés terrestres e cargas oceânicas) que interferem na posição da estação...

Response to seasonal drought in three cultivars of Ceratonia siliqua: leaf growth and water relations

Correia, Maria João; Coelho, Dulce; David, Maria Manuela
Fonte: Universidade do Algarve Publicador: Universidade do Algarve
Tipo: Artigo de Revista Científica
Publicado em //2001 Português
Relevância na Pesquisa
36.36%
The responses of leaf growth and leaf water relations to seasonal drought were monitored, during two successive years, in three cultivars of Ceratonia siliqua L. growing in the field, in the South of Portugal. In leaves from the current year growth bulk leaf water relations parameters were characterised using pressure-volume analysis, and morphometric measurements of xylem in petioles were undertaken. The three cultivars under study (Galhosa, Espargal and Mulata) differed as to the seasonal pattern of leaf initiation: in Galhosa a sharp peak of leaf initiation occurred in June, soon before the period in which the highest leaf expansion rates were determined; on the other two cultivars (Espargal and Mulata), not only the onset of leaf growth occurred earlier, but they continued producing new leaves throughout the summer period. The diurnal pattern of water relations determined in recently-expanded leaves indicated that Galhosa was the only cultivar in which, during midsummer, leaf water potential was not decreased below the turgor loss point and leaf relative water content remained above 90%. Although no conclusive evidence was found for the occurrence of osmotic adjustment in recently-expanded leaves, during the dry season following leaf formation a seasonal decrease in osmotic potential sufficient to maintain turgor was detected in the leaves of Galhosa but not for the other cultivars. As to the anatomy of the xylem at the petioles...

Seasonal variation of blood pressure in maintenance hemodialysis

Castro,Manuel Carlos Martins de; Mion Jr.,Décio; Marcondes,Marcello; Sabbaga,Emil
Fonte: Associação Paulista de Medicina - APM Publicador: Associação Paulista de Medicina - APM
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/07/1998 Português
Relevância na Pesquisa
26.23%
CONTEXT: Seasonal variation in arterial blood pressure has been reported in studies with hypertensive and normotensive subjects. However, the influence of seasonal change on blood pressure of hemodialysis patients has not been reported. OBJECTIVE: To investigate the seasonal variation of blood pressure in Brazil, a tropical country, in patients on hemodialysis. DESIGN: Prospective, cohort study. SETTING: Dialysis unit of a tertiary medical center (a teaching hospital of the University of São Paulo School of Medicine, São Paulo). PATIENTS: Sixteen patients with chronic renal failure undergoing hemodialysis. OUTCOMES: Blood pressure, body weight, and ambient temperature were evaluated during 6 hemodialysis sessions carried out on 13 days during the four seasons. RESULTS: The diastolic blood pressure was lower in summer than in fall and winter (95 ± 8 vs 107 ± 10 and 101 ± 10 mmHg, respectively; p < 0.05). The same was observed with mean blood pressure (116 ± 8 vs 130 ± 11 and 124 ± 9 mmHg, respectively; p < 0.01). On the other hand, the ambient temperature was higher in summer than in fall and winter (23.0 ± 1.6 vs 19.5 ± 3.0 and 15.8 ± 1.9 ºC, respectively; p < 0.01). CONCLUSIONS: We concluded that for patients with chronic renal failure the blood pressure has a seasonal variation with higher pressures in fall and winter than in summer. Thus...

Seasonal variations in out of hospital cardiopulmonary arrest

Pell, J; Sirel, J; Marsden, A; Cobbe, S
Fonte: PubMed Publicador: PubMed
Tipo: Artigo de Revista Científica
Publicado em /12/1999 Português
Relevância na Pesquisa
26.39%
OBJECTIVE—To determine whether there are seasonal variations in survival following out of hospital cardiopulmonary arrest.
DESIGN—Prospective cohort study using the Heartstart (Scotland) database.
SETTING—All of Scotland.
PATIENTS—10 890 people who suffered out of hospital cardiopulmonary arrest in the summer or winter between December 1988 and August 1997 inclusive.
INTERVENTION—Univariate comparisons of 5406 arrests occurring in summer with 5484 in winter, in terms of patient characteristics, management, and survival using χ2 and Mann-Whitney U tests. Multivariate analysis of the association between season and survival following adjustment for case mix.
MAIN OUTCOMES MEASURES—Survival to discharge from hospital, survival pre-admission, in-hospital survival.
RESULTS—Only 6% of people who arrested in winter survived to discharge, compared to 8% of those who arrested in summer (odds ratio 0.77, p < 0.001). People who arrested in winter had a poorer risk profile in that they were older, more likely to arrest at home, less likely to have a witness, and less likely to receive defibrillation. However, after adjustment for case mix, people who arrested in winter were still 19% less likely to survive compared to those who arrested in summer. Deaths pre-admission were significantly higher in winter (odds ratio 1.18...

Seasonal Patterns of Gastrointestinal Illness and Streamflow along the Ohio River

Jagai, Jyotsna S.; Griffiths, Jeffrey K.; Kirshen, Paul K.; Webb, Patrick; Naumova, Elena N.
Fonte: MDPI Publicador: MDPI
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
26.28%
Waterborne gastrointestinal (GI) illnesses demonstrate seasonal increases associated with water quality and meteorological characteristics. However, few studies have been conducted on the association of hydrological parameters, such as streamflow, and seasonality of GI illnesses. Streamflow is correlated with biological contamination and can be used as proxy for drinking water contamination. We compare seasonal patterns of GI illnesses in the elderly (65 years and older) along the Ohio River for a 14-year period (1991–2004) to seasonal patterns of streamflow. Focusing on six counties in close proximity to the river, we compiled weekly time series of hospitalizations for GI illnesses and streamflow data. Seasonal patterns were explored using Poisson annual harmonic regression with and without adjustment for streamflow. GI illnesses demonstrated significant seasonal patterns with peak timing preceding peak timing of streamflow for all six counties. Seasonal patterns of illness remain consistent after adjusting for streamflow. This study found that the time of peak GI illness precedes the peak of streamflow, suggesting either an indirect relationship or a more direct path whereby pathogens enter water supplies prior to the peak in streamflow. Such findings call for interdisciplinary research to better understand associations among streamflow...

Seasonal variation in the acute effect of particulate air pollution on mortality in the China Air Pollution and Health Effects Study (CAPES)

Chen, Renjie; Peng, Roger D.; Meng, Xia; Zhou, Zhijun; Chen, Bingheng; Kan, Haidong
Fonte: PubMed Publicador: PubMed
Tipo: Artigo de Revista Científica
Publicado em 15/04/2013 Português
Relevância na Pesquisa
26.26%
Epidemiological findings concerning the seasonal variation in the acute effect of particulate matter (PM) are inconsistent. We investigated the seasonality in the association between PM with an aerodynamic diameter of less than 10 μm (PM10) and daily mortality in 17 Chinese cities. We fitted the “main” time-series model after adjustment for time-varying confounders using smooth functions with natural splines. We established a “seasonal” model to obtain the season-specific effect estimates of PM10, and a “harmonic” model to show the seasonal pattern that allows PM10 effects to vary smoothly with the day in a year. At the national level, a 10 μg/m3 increase in the two-day moving average concentrations (lag 01) of PM10 was associated with 0.45% [95% posterior interval (PI), 0.15% to 0.76%], 0.17% (95% PI, −0.09% to 0.43%), 0.55% (95% PI, 0.15% to 0.96%) and 0.25% (95%PI, −0.05% to 0.56%) increases in total mortality for winter, spring, summer and fall, respectively. For the smoothly-varying plots of seasonality, we identified a two-peak pattern in winter and summer. The observed seasonal pattern was generally insensitive to model specifications. Our analyses suggest that the acute effect of particulate air pollution could vary by seasons with the largest effect in winter and summer in China. To our knowledge...

Empirical Growth Curve Estimation Using Sigmoid Sub-functions that Adjust Seasonal Compensatory Growth for Male Body Weight of Thoroughbred Horses

ONODA, Tomoaki; YAMAMOTO, Ryuta; SAWAMURA, Kyohei; INOUE, Yoshinobu; MATSUI, Akira; MIYAKE, Takeshi; HIRAI, Nobuhiro
Fonte: The Japanese Society of Equine Science Publicador: The Japanese Society of Equine Science
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
26.23%
Thoroughbred horses are seasonal mating animals, raised in northern regions or countries. Foals born yearly in spring generally show a typical seasonal compensatory growth pattern, in which their growth rate declines in the first winter and increases in the next spring. In this study, a new empirical adjustment approach is proposed to adjust for this compensatory growth when growth curve equations are estimated, by using 1,633 male body weights of Thoroughbreds as an illustrating example. Based on general Richards growth curve equation, a new growth curve equation was developed and fit to the weight-age data. The new growth curve equation had a sigmoid sub-function that can adjust the compensatory growth, combined with the Richards biological parameter responsible for the maturity of animals. The unknown parameters included in the equations were estimated by SAS NLMIXED procedure. The goodness of fit was examined by using Akaike’s Information Criterion (AIC). The AIC values decreased from 13,053 (general Richards equation) to 12,794 (the newly developed equation), indicating the better fit of the new equation to the weight-age data. The shape of the growth curve was improved during the period of compensatory growth. The proposed method is one of the useful approaches for adjusting seasonal compensatory growth in growth curve estimations for Thoroughbreds...

Improving Seasonal Factor Estimates for Adjustment of Annual Average Daily Traffic

Yang, Shanshan
Fonte: FIU Digital Commons Publicador: FIU Digital Commons
Tipo: Artigo de Revista Científica Formato: application/pdf
Português
Relevância na Pesquisa
36.32%
Traffic volume data are input to many transportation analyses including planning, roadway design, pavement design, air quality, roadway maintenance, funding allocation, etc. Annual Average Daily Traffic (AADT) is one of the most often used measures of traffic volume. Acquiring the actual AADT data requires the collection of traffic counts continuously throughout a year, which is expensive, thus, can only be conducted at a very limited number of locations. Typically, AADTs are estimated by applying seasonal factors (SFs) to short-term counts collected at portable traffic monitoring sites (PTMSs). Statewide in Florida, the Florida Department of Transportation (FDOT) operates about 300 permanent traffic monitoring sites (TTMSs) to collect traffic counts at these sites continuously. TTMSs are first manually classified into different groups (known as seasonal factor categories) based on both engineering judgment and similarities in the traffic and roadway characteristics. A seasonal factor category is then assigned to each PTMS according to the site’s functional classification and geographical location. The SFs of the assigned category are then used to adjust traffic counts collected at PTMSs to estimate the final AADTs. This dissertation research aims to develop a more objective and data-driven method to improve the accuracy of SFs for adjusting PTMSs. A statewide investigation was first conducted to identify potential influential factors that contribute to seasonal fluctuations in traffic volumes in both urban and rural areas in Florida. The influential factors considered include roadway functional classification...

The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes

MATAS-MIR, Antonio; OSBORN, Denise R.; LOMBARDI, Marco J.
Fonte: John Wiley & Sons Ltd Publicador: John Wiley & Sons Ltd
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.57%
We study the impact of seasonal adjustment on the properties of business cycle expansion and recession, regimes using analytical, simulation and empirical methods. Analytically, we show that the X-11 adjustment filter both reduces the magnitude of change at turning points and reduces the depth of recessions, with specific effects depending on the length of the recession. A Monte Carlo analysis using Markov-switching models confirms these properties, with particularly undesirable effects in delaying the recognition of the end of a recession. However, seasonal adjustment can help to clarify the true regime when this is well underway. These results continue to hold when a seasonally non-stationary process with regime-dependent mean is misspecified as one with deterministic seasonal effects. The empirical findings, based on four coincident US business cycle indicators, reinforce the analytical and simulation results by showing that seasonal adjustment leads to the identification of longer and shallower recessions than obtained using unadjusted data. Copyright (C) 2008 John Wiley & Sons, Ltd.

Unobserved Components in Arch Models: An Application to Seasonal Adjustment

FIORENTINI, Gabriele; MARAVALL, Agustin
Fonte: Instituto Universitário Europeu Publicador: Instituto Universitário Europeu
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.3%
The paper deals with unobserved components in ARIMA models with GARCH errors, in the context of an actual application, namely seasonal adjustment of the monthly Spanish money supply series. The series shows clear evidence of (moderate) non-linearity, which does not disappear with simple outlier correction. The GARCH structure explains reasonably well the non-linearity, and this explanation is robust with respect to the GARCH specification. We look at the time variation of the standard error of the adjusted series estimator and show how it can be measured. Next, we look at the implications this variation has on short-term monetary control. The non-linearity seems to have a small effect in practice. It is further seen that the conditional variance of the GARCH process may, in turn, be decomposed into components. In fact, the conditional variance of the money supply series is the sum of a weak linear trend, a strong non-linear seasonal component, and a moderate non-linear irregular component. This information has policy implications: for example, there are periods in the year when policy can be more assertive because information is more precise. Finally, looking at the non-linear components of the money supply it is seen how linear combinations of non-linear series can produce series that behave linearly.

Statistical Principles for Ecological Status Classification of Water Framework Directive Monitoring Data

CARSTENSEN Jacob
Fonte: PERGAMON-ELSEVIER SCIENCE LTD Publicador: PERGAMON-ELSEVIER SCIENCE LTD
Tipo: Articles in Journals Formato: Printed
Português
Relevância na Pesquisa
26.3%
Bias, precision and confidence of the classification framework are crucial elements for decisions to invest large sums to improve the ecological quality. In this study the statistical principles for classification in relation to WFD are outlined and exemplified. Indicator adjustment to seasonal variation and other significant covariates reduces bias and improves precision. Precision is generally improved using annual means with seasonal adjustment instead of seasonal means. For classification I argue that the balance between costs of monitoring and reduction measures is only fully maintained by the fail-safe approach. The required monitoring efforts to ensure a precise classification are substantially higher than envisaged in WFD, for nutrients and phytoplankton measurements as high as 500 observations to characterise a water body. It must be ensured that sufficient monitoring data become available for classification, while indicator bias and precision is improved through modelling and further development of measurement techniques.; JRC.H.5-Rural, water and ecosystem resources

Spectral normalization of SPOT 4 data to adjust for changing leaf phenology within seasonal forests in Cambodia

LANGNER ANDREAS JOHANNES; HIRATA Yasumasa; SAITO Hideki; SOKH Heng; LENG Chivin; PAK Chealy; RASI Rastislav
Fonte: ELSEVIER SCIENCE INC Publicador: ELSEVIER SCIENCE INC
Tipo: Articles in Journals Formato: Online
Português
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26.35%
As cloud cover exacerbates the application of optical satellite data for forest monitoring in tropical wet and dry regions during the rainy season, data acquisition is mainly restricted to the dry season. When analyzing wide areas, large numbers of single scenes obtained at different times of the dry season are often handled. Such imagery is characterized by changes of spectral reflectance due to vegetation phenology, varying atmospheric effects and solar geometries. In order to allow batch processing with automatic classification techniques, interscene comparability is required and data have to be radiometrically normalized. Cambodia is characterized by a mixture of evergreen, semi-evergreen and deciduous forest types, the latter two experiencing at least partial leaf shedding over the course of the dry season. Using spatial medium resolution SPOT 4 data and a manually delineated base map a season adjustment model was developed. The model is adapting the land cover specific spectral signatures of a slave scene (acquired in themiddle of the dry seasonwith its seasonal forests defoliated) to an adjacent master scene (fromthe beginning of the dry season, showing the same forest types with leafs). The relative position of every pixel reflectance was determined in relation to the mean reflectance and its standard deviation for each land cover type and sensor band of the unadjusted slave scene. For seasonality adjustment these pixel reflectance values were transformed (rescaled) to the corresponding position in spectral space defined by the band mean reflectance and standard deviation derived from the corresponding land cover class of the master scene. While the variability of spectral profiles of the pixels in the slave scene is rescaled...

An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series

Kaiser, Regina; Maravall, Agustín
Fonte: Universidade Carlos III de Madrid Publicador: Universidade Carlos III de Madrid
Tipo: Trabalho em Andamento Formato: application/octet-stream; application/octet-stream; application/pdf
Publicado em //2000 Português
Relevância na Pesquisa
46.3%
The paper details an application of programs. TRAMO and SEATS to seasonal adjustment and trend-cycle estimation. The series considered is the German Retail Trade Turnover series, for which, when adjusting with XI2-ARIMA, the Bundesbank had identified two problems. One had to do with heteroscedasticity in the seasonal component, associated with very different moving patterns for some of the months. The other one was related to the stability of the trend-cycle at the end of the series. It is seen how, starting with the fully automatic procedure and adding some simple modifications, the ARIMA-model-based approach of TRAMO-SEATS deals properly with both problems and provides good results, that are stable and robust.

The seasonal adjustment of economic data by spectral methods

Nettheim, Nigel Felix
Fonte: Universidade Nacional da Austrália Publicador: Universidade Nacional da Austrália
Tipo: Thesis (Masters)
Português
Relevância na Pesquisa
66.44%
i, 108 l., : illus; The object of this thesis is to present a formal theory for the seasonal adjustment of a single series in terms of spectral analysis, that is, the analysis of frequency components, together with a practical illustration. Instead of describing the well-know classical procedures we refer the reader to two quite sophisticated examples, the work of the Bank Deutscher Lander (1957) and Shiskin and Eisenpress (1957). It will appear that the spectral method is more powerful for description and analysis than are the classical methods, since it decomposes variables into their fundamental component parts; the estimation of variances and tests of significance are thus greatly facilitated. (First paragraph of 1.2)

Seasonal adjustment and cointegration

Otero Cardona, Jesús Gilberto; Smith, Jeremy
Fonte: Facultad de Economía Publicador: Facultad de Economía
Tipo: info:eu-repo/semantics/workingPaper; info:eu-repo/semantics/acceptedVersion Formato: application/pdf
Publicado em //2002 Português
Relevância na Pesquisa
66.39%
El documento examina el efecto de filtros de ajuste en el tamaño y poder de prueba de cointegración que usan los residuales como pruebas ADF y PP, mediante procedimientos MonteCarlo y una aplicación empírica. Nuestros resultados indican que el uso de filtros distorsiona el tamaño y reduce el poder de estas pruebas.; We examine the effects of seasonal adjustment filters on the size and power of ADF and PP residual-based cointegration tests via a Monte Carlo and an empirical application. Our results indicate that the use of filters distorts the size and reduces the power of these tests.

ENSO’s Phase Locking to the Seasonal Cycle in the Fast-SST, Fast-Wave, and Mixed-Mode Regimes

Tziperman, Eli; Galanti, Eli
Fonte: American Meteorological Society Publicador: American Meteorological Society
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
26.44%
The physical mechanism underlying ENSO’s phase locking to the seasonal cycle is examined in three parameter regimes: the fast-SST limit, the fast-wave limit, and the mixed SST–wave dynamics regime. The seasonal cycle is imposed on simple ordinary differential equation models for each physical regime either as a seasonal ocean–atmosphere coupling strength obtained from the model of Zebiak and Cane or as a climatological seasonal upwelling. In all three parameter regimes, the seasonal variations in the ocean–atmosphere coupling strength force the events to peak toward the end of the calendar year, whereas the effect of upwelling is shown to be less important. The phase locking mechanism in the mixed-mode and fast-SST regimes relies on the seasonal excitation of the Kelvin and the Rossby waves by wind stress anomalies in the central Pacific basin. The peak time of the events is set by the dynamics to allow a balance between the warming and cooling trends due to downwelling Kelvin and upwelling Rossby waves. This balance is obtained because the warming trend due to the large-amplitude Kelvin waves, amplified by a weak Northern Hemisphere wintertime ocean–atmosphere coupling strength, balances the cooling trend due to weak Rossby waves...

An Introduction to Applications of Wavelet Benchmarking with Seasonal Adjustment

Sayal, Homesh; Aston, John A. D.; Elliott, Duncan; Ombao, Hernando
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 27/10/2014 Português
Relevância na Pesquisa
36.05%
Prior to adjustment, accounting conditions between national accounts data sets are frequently violated. Benchmarking is the procedure used by economic agencies to make such data sets consistent. It typically involves adjusting a high frequency time series (e.g. quarterly data) so it becomes consistent with a lower frequency version (e.g. annual data). Various methods have been developed to approach this problem of inconsistency between data sets. This paper introduces a new statistical procedure; namely wavelet benchmarking. Wavelet properties allow high and low frequency processes to be jointly analysed and we show that benchmarking can be formulated and approached succinctly in the wavelet domain. Furthermore the time and frequency localisation properties of wavelets are ideal for handling more complicated benchmarking problems. The versatility of the procedure is demonstrated using simulation studies where we provide evidence showing it substantially outperforms currently used methods. Finally, we apply this novel method of wavelet benchmarking to official Office of National Statistics (ONS) data.; Comment: 33 pages, 6 figures