Browsing by Subject "mixture"

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  • Ben Sita, Bernard (Svenska handelshögskolan, 2002)
    Working Papers
    This paper investigates the persistent pattern in the Helsinki Exchanges. The persistent pattern is analyzed using a time and a price approach. It is hypothesized that arrival times are related to movements in prices. Thus, the arrival times are defined as durations and formulated as an Autoregressive Conditional Duration (ACD) model as in Engle and Russell (1998). The prices are defined as price changes and formulated as a GARCH process including duration measures. The research question follows from market microstructure predictions about price intensities defined as time between price changes. The microstructure theory states that long transaction durations might be associated with both no news and bad news. Accordingly, short durations would be related to high volatility and long durations to low volatility. As a result, the spread will tend to be larger under intensive moments. The main findings of this study are 1) arrival times are positively autocorrelated and 2) long durations are associated with low volatility in the market.
  • Röman, Linda (Helsingin yliopisto, 2020)
    Intercropping is an old agricultural practise to produce food and could be an interesting option to be utilized today. Use of legumes in mixtures can be a way to produce food more sustainably and minimize negative environmental impacts of current food production. Cultivation area of legumes have declined over recent years, due instability in yields and problems with pests and diseases. Intercropped systems can optimize use of land recourses and reduce issues with pest and disease. Furthermore, legumes could provide a more sustainable source for nitrogen than fossil fuels and more options for both feed and food production, especially for organic farming. Intercropping could also benefit diversity and add more options in crop rotations. In this field experiment intercropping with different mixtures of legumes and other non-legume crops were studied. This experiment by Swedish University of Agricultural Sciences was a part of the project Legumes for the agriculture of tomorrow (LEGATO). Project purpose was to promote and find solutions for increased and sustainable production of grain legumes in Europe. The main objectives of this thesis were to compare different crop mixtures and find benefits with intercropping, this thesis focused on peas and faba bean. Does intercropping add yield potential and can it have benefits for yield stability or pest damage. Results showed that intercropping did not benefit pea yields, but instead barley yields. Faba bean Gloria did benefit from intercropping, as did cereals. Yields indicate that more could be produced on the same area of land. Pest damage by pea moth (Cydia nigricana) had some statistical differences between treatments, but there were no similar effects on damage on faba bean by Broad bean weevil (Bruchus rufimanus).
  • Vanhatalo, Jarno; Foster, Scott D.; Hosack, Geoffrey R. (2021)
    The categorization of multidimensional data into clusters is a common task in statistics. Many applications of clustering, including the majority of tasks in ecology, use data that is inherently spatial and is often also temporal. However, spatiotemporal dependence is typically ignored when clustering multivariate data. We present a finite mixture model for spatial and spatiotemporal clustering that incorporates spatial and spatiotemporal autocorrelation by including appropriate Gaussian processes (GP) into a model for the mixing proportions. We also allow for flexible and semiparametric dependence on environmental covariates, once again using GPs. We propose to use Bayesian inference through three tiers of approximate methods: a Laplace approximation that allows efficient analysis of large datasets, and both partial and full Markov chain Monte Carlo (MCMC) approaches that improve accuracy at the cost of increased computational time. Comparison of the methods shows that the Laplace approximation is a useful alternative to the MCMC methods. A decadal analysis of 253 species of teleost fish from 854 samples collected along the biodiverse northwestern continental shelf of Australia between 1986 and 1997 shows the added clarity provided by accounting for spatial autocorrelation. For these data, the temporal dependence is comparatively small, which is an important finding given the changing human pressures over this time.