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Ensemble forecasting for intraday electricity prices: Simulating trajectories

APPLIED ENERGY 2020年 279卷 115801-115801页

作者： Narajewski, Michal Ziel, Florian Univ Duisburg Essen Duisburg Germany

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic forecasting of the hourly intraday electricity prices is performed by simulating trajectories in every trading window to receive a realistic ensemble to allow for more efficient intraday trading and redispatch. A generalized additive model is fitted to the price differences with the assumption that they follow a zero-inflated distribution, precisely a mixture of the Dirac and the Student's t-distributions. Moreover, the mixing term is estimated using a high-dimensional logistic regression with lasso penalty. We model the expected value and volatility of the series using i.a. autoregressive and no-trade effects or load, wind and solar generation forecasts and accounting for the non-linearities in e.g. time to maturity. Both the in-sample characteristics and forecasting performance are analysed using a rolling window forecasting study. Multiple versions of the model are compared to several benchmark models and evaluated using probabilistic forecasting measures and significance tests. The study aims to forecast the price distribution in the German Intraday Continuous Market in the last 3 h of trading, but the approach allows for application to other continuous markets, especially in Europe. The results prove superiority of the mixture model over the benchmarks gaining the most from the modelling of the volatility. They also indicate that the introduction of XBID reduced the market volatility.

关键词： Electricity price forecasting Power markets Intraday market Continuous-trade markets XBID Ensemble forecasting Probabilistic forecasting Short-term forecasting Trajectories generalized additive models Lasso Logistic regression Zero-inflated distribution Scenario simulation

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Green space indicators in a social-ecological system: A case study of Varanasi, India

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SUSTAINABLE CITIES AND SOCIETY 2020年 60卷 102261-102261页

作者： Verma, Pramit Singh, Rishikesh Bryant, Christopher Raghubanshi, Akhilesh Singh Banaras Hindu Univ Inst Environm & Sustainable Dev IESD Integrat Ecol Lab IEL Varanasi 221005 India Univ Guelph Sch Environm Design & Rural Dev Guelph ON Canada

From an ecological perspective, quantification indicators of urban green space distribution and accessibility have been the focus of only a few studies. To determine the thresholds of various urban drivers influencing the extent of green spaces was the major objective of this study. We selected Varanasi, a typical city having transition features of a rapidly growing million-plus city, as a model using a multivariate approach. The ward level differences with literates, workers, population density, household density, per-capita green space, open spaces, built area and green spaces were found to be non-linearly distributed. Indicators for green spaces were identified using the generalized additive Model (GAM). Varanasi showed a variation of per capita green-spaces from 0 to 59.95 m(2) at the ward level. Green-spaces showed a large negative correlation with population density (tau = -0.5), household density (tau = -0.5) and built area (tau = -0.7). Sustainability thresholds for built land use and open spaces were identified as 49-76 % and 5.6 %, respectively. Provision of greenspaces even in very small amounts and education based on a local environmental perspective is essential in creating a sustainable urban landscape. The threshold values of identified indicators can help in devising a "safe operating space" for sustainable and healthy urban landscape planning, worldwide.

关键词： Urban green space indicators Human in fluence generalized additive models Urban thresholds Landscape planning

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The relationship of weather with daily physical activity and the time spent out of home in older adults from Germany - the ActiFE study

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EUROPEAN REVIEW OF AGING AND PHYSICAL ACTIVITY 2022年第1期19卷 6-6页

作者： Klimek, Matthias Peter, Raphael Simon Denkinger, Michael Dallmeier, Dhayana Rapp, Kilian Rothenbacher, Dietrich Klenk, Jochen Robert Bosch Krankenhaus Dept Clin Gerontol Auerbachstr 110 D-70376 Stuttgart Germany Ulm Univ Inst Epidemiol & Med Biometry Helmholtzstr 22 D-89081 Ulm Germany Ulm Univ Inst Geriatr Res Helmhollmtr 22 D-89081 Ulm Germany Agaples Bethesda Hosp Geriatr Res Unit Zollernring 26 D-89073 Ulm Germany Geriatr Ctr Ulm Alb Donau Ulm Germany Boston Univ Sch Publ Hlth Dept Epidemiol 715 Albany St Boston MA USA IB Univ Hlth & Social Sci Study Ctr Stuttgart Paulinenstr 45 D-70178 Stuttgart Germany

Background There is a need for a comprehensive evaluation of the associations between varieties of weather conditions on the time spent out-of-home (TOH) and on walking duration (WD) among older adults. We aim to investigate the extent to which various weather parameters (temperature, solar radiation, sunshine duration, humidity, windspeed, and rain) determine daily WD the TOH in older adults. Methods The ActiFE (Activity and Function in Older People in Ulm) study is a prospective study of participants aged 65 years or older who wore an accelerometer and kept a movement diary in up to three temporally separated waves from 2009 to 2018 for a duration up to seven days per wave (up to three weeks in summary). We used weather data from a weather station near the participants' homes. Age-adjusted and gender-stratified generalized mixed models were used to predict WD and TOH (with 95% confidence interval (CI)) within and between weather categories. generalized additive models were computed for the single predictions at the weather quartile boundaries. Cubic splines (with 95% pointwise confidence bands (CB)) visualized the continuous course of the weather values. Results Higher temperatures, solar radiation and more hours of sunshine, led to an increase in WD and TOH, while higher precipitation, humidities and windspeeds led to a decrease. Women had in general higher WD and TOH times than men. Conclusions Our data suggest that weather parameters have a considerable influence on PA and TOH. Future analyses and interpretation of PA data should therefore account for weather parameters.

关键词： Older people Accelerometer Sensor-based Movement diary Weather Physical activity Time out-of home generalized mixed models generalized additive models Splines

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Assessing the utility of regionalized rock-mass geomechanical properties in rockfall susceptibility modelling in an alpine environment

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GEOMORPHOLOGY 2022年 415卷

作者： Bajni, Greta Camera, Corrado A. S. Brenning, Alexander Apuani, Tiziana Univ Studi Milano Dipartimento Sci Terra A Desio Via Mangiagalli 34 I-20133 Milan Italy Friedrich Schiller Univ Jena Dept Geog D-07743 Jena Germany

The main goal of this study was to develop a reliable rockfall susceptibility map for Valchiavenna (275 km(2)), located in the Italian Central Alps, through the introduction of outcrop-scale geomechanical properties (Joint Volumetric Count-Jv, rock mass Weathering Index-Wi and Equivalent Permeability-Keq) as spatially distributed predictors. Specific objectives were: (i) to increase the representativeness over the study area of an existing geomechanical dataset by adding new surveys, (ii) to effectively regionalize the geomechanical properties and (iii) to evaluate the performance and the physical plausibility of a rockfall susceptibility model combining geomechanical, topographical, geomorphological, and geological predictors. We optimized new survey locations by means of Spatial Simulated Annealing (SSA) and Multivariate Envi-ronmental Similarity Surface (MESS). For the regionalization of predictors we tested several interpolation techniques and evaluated them through performance indices and leave-one-out-validation. We performed the susceptibility analysis using rockfall data from the official Italian inventory, later updated with several field -mapped rockfalls, and different combinations of predictors. We applied generalized additive models, which we evaluated through spatial k-fold cross-validation in terms of model performance (AUROC) and physical plausibility. Also, we investigated the importance of the predictors in the model through penalization and the calculation of the mean decrease of deviance explained (mDD%) upon recursive removal of each predictor. Through SSA we added 25 survey locations that reduced the study area with negative MESS from 26.2 % to 15.9 %. We calculated he geomechanical predictor maps applying ordinary kriging to Jv (NRMSE = 13.7 %) and Wi (NRMSE = 14.5 %) and using Thin Plate Splines for Keq (NRMSE = 18.5 %). The model containing the geomechanical predictors resulted in acceptable rockfall discrimination capabilities (mean AUROC >

关键词： Joint Volumetric Count Permeability Weathering generalized additive models

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Longitudinal examination of perfusion and angiogenesis markers in primary colorectal tumors shows distinct signatures for metronomic and maximum-tolerated dose strategies

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NEOPLASIA 2022年 32卷 100825-100825页

作者： Mundo, Ariel, I Muhammad, Abdussaboor Balza, Kerlin Nelson, Christopher E. Muldoon, Timothy J. Univ Arkansas Dept Biomed Engn Fayetteville AR 72701 USA

Metronomic chemotherapy (MET) has been developed to address the shortcomings of maximum-tolerated chemotherapy (MTD) in regard to toxicity and development of resistance mechanisms in the tumor. In colorectal cancer (CRC), MET is a promising novel strategy to treat locally advanced malignancies when used as neoadjuvant chemotherapy (NAC). However, so far there are no preclinical studies to assess the impact of MET NAC in CRC to assess the benefits and challenges of this approach. Here, we used a primary model of CRC (via azoxymethane) to analyze longitudinal changes in angiogenesis in primary tumors under MET and MTD NAC using a combination of diffuse reflectance spectroscopy and mRNA expression (via qPCR). Our results show that MET and MTD NAC lead to increased mean tissue oxygen saturation (8% and 5%, respectively) and oxyhemoglobin (15% and 10%) between weeks 2 and 5 of NAC, and that such increases are caused by distinct molecular signatures in the angiogenic program. Specifically, we find that in the MET group there is a sustained increase in Hif-1a, Aldoa, and Pgk1 expression, suggesting upregulated glycolysis, whereas MTD NAC causes a significant reduction in the expression of the aforementioned genes and of Vegf, leading to vascular remodeling in MTD-treated tumors. Taken together, this study demonstrates the ability of combined optical and molecular methodologies to provide a holistic picture of tumor response to therapy in CRC in a minimally invasive manner.

关键词： Longitudinal data Colon cancer Azoxymethane Hypoxia Vegf generalized additive models

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Seasonal variation in Arctic marine mammal acoustic detection in the northern Bering Sea

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MARINE MAMMAL SCIENCE 2020年第2期36卷 522-547页

作者： Chou, Emily Antunes, Ricardo Sardelis, Stephanie Stafford, Kathleen M. West, Leigh Spagnoli, Christopher Southall, Brandon L. Robards, Martin Rosenbaum, Howard C. Wildlife Conservat Soc Ocean Giants Program 2300 Southern Blvd Bronx NY 10460 USA Columbia Univ Ecol Evolut & Environm Biol Dept New York NY USA Univ Washington Appl Phys Lab Seattle WA 98105 USA Wildlife Conservat Soc Conservat Innovat Bronx NY USA Southall Environm Associates Inc Aptos CA USA Wildlife Conservat Soc Arctic Beringia Program Fairbanks AK USA

Declines in Arctic sea ice cover are influencing the distribution of protected endemic marine mammals, many of which are important for local Indigenous Peoples, and increasing the presence of potentially disruptive industrial activities. Due to increasing conservation concerns, we conducted the first year-round acoustic monitoring of waters off Gambell and Savoonga (St. Lawrence Island, Alaska), and in the Bering Strait to quantify vocalizing presence of bowhead whales, belugas, walruses, bearded seals, and ribbon seals. Bottom-mounted archival acoustic recorders collected data for up to 10 months per deployment between 2012 and 2016. Spectrograms were analyzed for species-typical vocalizations, and daily detection rates and presence/absence were calculated. generalized additive models were used to model call presence as a function of time-of-year, sea surface temperature, and sea ice concentration. We identified seasonality in call presence for all species, corroborating previous acoustic and distribution studies, and identified finer-scale spatiotemporal distribution via occurrence of call presence between different monitoring sites. Time-of-year was the strongest significant effect on call presence for all species. These data provide important information on Arctic endemic species' spatiotemporal distributions in biologically and culturally important areas within a rapidly changing Arctic region.

关键词： acoustics Arctic Bering Sea generalized additive models marine mammals

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Spatio-temporal changes in chimpanzee density and abundance in the Greater Mahale Ecosystem, Tanzania

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ECOLOGICAL APPLICATIONS 2022年第8期32卷 e2715页

作者： Carvalho, Joana S. Stewart, Fiona A. Marques, Tiago A. Bonnin, Noemie Pintea, Lilian Chitayat, Adrienne Ingram, Rebecca Moore, Richard J. Piel, Alex K. Liverpool John Moores Univ Sch Biol & Environm Sci Liverpool Merseyside England Univ Derby Sch Built & Nat Sci Derby England Greater Mahale Ecosyst Res & Conservat Project Dar Es Salaam Tanzania UCL Dept Anthropol London England Univ St Andrews Sch Math & Stat St Andrews Fife Scotland Univ Lisbon Dept Anim Biol Fac Ciencias Lisbon Portugal Jane Goodall Inst Dept Conservat Sci Washington DC USA Univ Amsterdam Inst Biodivers & Ecosyst Dynam Amsterdam Netherlands

Species conservation and management require reliable information about animal distribution and population size. Better management actions within a species' range can be achieved by identifying the location and timing of population changes. In the Greater Mahale Ecosystem (GME), western Tanzania, deforestation due to the expansion of human settlements and agriculture, annual burning, and logging are known threats to wildlife. For one of the most charismatic species, the endangered eastern chimpanzee (Pan troglodytes schweinfurthii), approximately 75% of the individuals are distributed outside national park boundaries, requiring monitoring and protection efforts over a vast landscape of various protection statuses. These efforts are especially challenging when we lack data on trends in density and population size. To predict spatio-temporal chimpanzee density and abundance across the GME, we used density surface modeling, fitting a generalized additive model to a 10-year time-series data set of nest counts based on line-transect surveys. The chimpanzee population declined at an annual rate of 2.41%, including declines of 1.72% in riparian forests (from this point forward, forests), 2.05% in miombo woodlands (from this point forward, woodlands) and 3.45% in nonforests. These population declines were accompanied by ecosystem-wide declines in vegetation types of 1.36% and 0.32% per year for forests and woodlands, respectively;we estimated an annual increase of 1.35% for nonforests. Our model predicted the highest chimpanzee density in forests (0.86 chimpanzees/km(2), 95% confidence intervals (CIs) 0.60-1.23;as of 2020), followed by woodlands (0.19, 95% CI 0.12-0.30) and nonforests (0.18, 95% CI 0.10-1.33). Although forests represent only 6% of the landscape, they support nearly one-quarter of the chimpanzee population (769 chimpanzees, 95% CI 536-1103). Woodlands dominate the landscape (71%) and therefore support more than a half of the chimpanzee population (2294;95% CI

关键词： conservation density surface modeling detection function estimation eastern chimpanzee generalized additive models great apes line-transect distance sampling spatially explicit models

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Modelling non-linear deforestation trends for an ecological tension zone in Brazil

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SCIENCE OF REMOTE SENSING 2023年 7卷

作者： Sales, Vilane Gonsalves Univ Bern Oeschger Ctr Climate Change Res OCCR Bern Switzerland

Tropical deforestation is a recent phenomenon that started in the second part of the twentieth century. One may argue that the Brazilian state of Maranha & SIM;o is an excellent case study for ex-amining deforestation trends and the effects of environmental policies. A man-made line sepa-rates Maranha & SIM;o into two sections. Due to the administrative divide between the Legal Amazon Maranha & SIM;o (LM) and the Cerrado Maranha & SIM;o (CM), one may hypothesize about differences in deforestation between the two regions. This research employs a nonlinear modelling approach based on generalized additive models (GAMs) with a quasi-Poisson distribution and a logarith-mic function to detect deforestation patterns in these areas. Deforestation is linked to the year and a variety of climatic variables. These covariates differ substantially across seasons (rainy and dry) and regions. During times of above-average precipitation, including in the dry and wet seasons, deforestation occurred in the LM area. However, in the non-enforced region, this regime was not followed. According to the statistics, deforestation decreased in the LM region when precipitation levels were below average.

关键词： Deforestation trends generalized additive models Remote sensing analysis Ecotonic region Climatic trends

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Assessing geographical differences of the COVID-19 impact on fuel consumption: the case of Italy

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LETTERS IN SPATIAL AND RESOURCE SCIENCES 2023年第1期16卷 38-38页

作者： Borgoni, Riccardo Denova, Matteo Maranzano, Paolo Morelli, Caterina Univ Milano Bicocca Dept Econ Management & Stat DEMS Piazza Ateneo Nuovo 1 I-20126 Milan Italy Fdn Eni Enr Mattei FEEM Corso Magenta 63 I-20123 Milan Italy

We propose a spatio-temporal analysis aiming at estimating the variation of gasoline and diesel consumption occurred in the Italian provinces as a consequence of the COVID-19 pandemic during 2020 and 2021. We employ generalized linear models and generalized additive models to predict business-as-usual per capita fuel consumption by means of socio-economic variables, such as demography, tourist stays, temperature and territorial characteristics. The province-specific impact of the restrictions is then estimated as the difference between the observed and model-predicted values. The spatio-temporal dynamics is introduced by means of appropriate spline basis functions allowing both spatial and time trend to be smooth surfaces. Moreover, we include a smooth spatio-temporal interaction that properly capture the seasonal characteristic of different areas. Our findings highlight that the national mobility restrictions imposed to fight the spread of COVID-19 in the first wave (March to May 2020) reduced gasoline and diesel consumption homogeneously nationwide, with some slight differences between northern and southern provinces. However, the second wave lockdown (Winter 2020-2021) determined heterogeneous impacts across Italian provinces. In particular, we highlight the existence of a divergence between North and South Italy in terms of reaction to the pandemic. Indeed, while southern provinces experienced the weakest and less variable reductions, the northern provinces recorded strong and persistent contractions of fuel consumption. Also, southern and tourism-devoted provinces recovered quickly and compact to the post-pandemic reopenings.

关键词： COVID-19 Fuel consumption Italy Spatio-temporal statistics generalized additive models

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The effect of bilingualism on brain development from early childhood to young adulthood

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BRAIN STRUCTURE & FUNCTION 2020年第7期225卷 2131-2152页

作者： Pliatsikas, Christos Meteyard, Lotte Verissimo, Joao DeLuca, Vincent Shattuck, Kyle Ullman, Michael T. Univ Reading Sch Psychol & Clin Language Sci Reading RG6 6AL Berks England Univ Nebrija Fac Lenguas & Educ Madrid Spain Univ Potsdam Potsdam Res Inst Multilingualism Potsdam Germany Univ Birmingham Sch Psychol Birmingham B15 2SA W Midlands England Georgetown Univ Dept Neurosci Washington DC 20057 USA Georgetown Univ Dept Neurol Washington DC USA

Bilingualism affects the structure of the brain in adults, as evidenced by experience-dependent grey and white matter changes in brain structures implicated in language learning, processing, and control. However, limited evidence exists on how bilingualism may influence brain development. We examined the developmental patterns of both grey and white matter structures in a cross-sectional study of a large sample (n = 711 for grey matter,n = 637 for white matter) of bilingual and monolingual participants, aged 3-21 years. Metrics of grey matter (thickness, volume, and surface area) and white matter (fractional anisotropy and mean diffusivity) were examined across 41 cortical and subcortical brain structures and 20 tracts, respectively. We used generalized additive modelling to analyze whether, how, and where the developmental trajectories of bilinguals and monolinguals might differ. Bilingual and monolingual participants manifested distinct developmental trajectories in both grey and white matter structures. As compared to monolinguals, bilinguals showed: (a) more grey matter (less developmental loss) starting during late childhood and adolescence, mainly in frontal and parietal regions (particularly in the inferior frontal gyrus pars opercularis, superior frontal cortex, inferior and superior parietal cortex, and precuneus);and (b) higher white matter integrity (greater developmental increase) starting during mid-late adolescence, specifically in striatal-inferior frontal fibers. The data suggest that there may be a developmental basis to the well-documented structural differences in the brain between bilingual and monolingual adults.

关键词： Bilingualism Brain development Grey matter White matter generalized additive models

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