Parameter estimation of state space models for univariate observations

This paper contributes to the problem of estimation of state space model parameters by proposing estimators for the mean, the autoregressive parameters and the noise variances which, contrarily to maximum likelihood, may be calculated without assuming any specific distribution for the errors. The estimators suggested widen the scope of the application of the generalized method of moments to some heteroscedastic models, as in the case of state-space models with varying coefficients, and give sufficient conditions for their consistency. The paper includes a simulation study comparing the proposed estimators with maximum likelihood estimators. Finally, these methods are applied to the calibration of the meteorological radar and estimation of area rainfall.     

Frugivory and habitat use by thrushes (Turdus spp.) in a suburban area in south Brazil

Thrushes (Turdus spp., Turdidae) are among the most common frugivorous birds in urban areas around the world, where they disperse the seeds of a variety of plant species. We studied the abundance, habitat use, foraging behavior and diet of four thrush species (Turdus rufiventris, T. amaurochalinus, T. leucomelas, and T. albicollis) in a suburban area in south Brazil. Abundance, habitat use and foraging behavior were based on birds surveyed along a 3,240 m transect crossing open (formed by lawns, streets, and buildings) and forested areas. Diet was based on fecal samples collected from mist-netted birds. Turdus rufiventris was the most abundant species, followed by T. amaurochalinus, T. leucomelas, and T. albicollis. All species used forest fragments more frequently than expected by chance. A total of 91.8% (n = 147) of the fecal samples contained fruit remains, while 42.2% contained only animal matter. Most of the foraging records were on the ground, where birds got mainly invertebrates. Fruits and invertebrates were eaten more frequently in open than in forested areas. A total of 25 seed morfospecies were found in the droppings, including five exotic plant species. Thrushes overlapped widely in the fruit composition of their diets. The high abundance and degree of frugivory, coupled with the frequent use of forest patches, indicate that thrushes are among the great bird contributors to the seed dispersal occurring in urban forest patches, potentially influencing the vegetation dynamics of such habitats so important for the maintenance of the biodiversity in urban areas.     

An alternative method for global and partial comparison of two diagnostic systems based on ROC curves

In this paper, an alternative method for the comparison of two diagnostic systems based on receiver operating characteristic (ROC) curves is presented. ROC curve analysis is often used as a statistical tool for the evaluation of diagnostic systems. However, in general, the comparison of ROC curves is not straightforward, in particular, when they cross each other. A similar difficulty is also observed in the multi-objective optimization field where sets of solutions defining fronts must be compared with a multi-dimensional space. Thus, the proposed methodology is based on a procedure used to compare the performance of distinct multi-objective optimization algorithms. In general, methods based on the area under the ROC curves are not sensitive to the existence of crossing points between the curves. The new approach can deal with this situation and also allows the comparison of partial portions of ROC curves according to particular values of sensitivity and specificity of practical interest. Simulations results are presented. For illustration purposes, considering real data from newborns with very low birthweight, the new method was applied in order to discriminate the better index for evaluating the risk of death.     

Interculturalism in Italian primary schools with a high concentration of immigrant students

The present article focuses on quantitative research carried out on a statistically representative sample of Italian primary schools with a high concentration of immigrant students. Research data show that schools with a higher number of immigrant students offer a greater number and a wider variety of intercultural initiatives. The presence of immigrant students serves as an effective stimulus in enhancing intercultural approaches. Furthermore, the opinions of head teachers about the proposal of ‘separate classes’ for immigrant students and the proposed ‘limit of 30% on the presence’ of immigrant students are negative. These judgements do not change in a statistically significant manner in relation to concentration of immigrant students: in particular, higher rates of immigrant students are not related to more positive opinions. Continuing education on intercultural issues is widely adopted, mainly on behalf of teachers and less often on behalf of head teachers and other school personnel. Finally, activities by ‘linguistic facilitators’ and ‘linguistic and cultural mediators’ are not significantly related to a decrease in perceived concern regarding problematic situations.     

Choosing monetary sequences: theory and experimental evidence

We formulate and investigate experimentally a model of how individuals choose between time sequences of monetary outcomes. The model assumes that a decision maker uses, sequentially, two criteria to screen options. Each criterion only permits a decision between some pairs of options, while the other options are incomparable according to that criterion. When the first criterion is not decisive, the decision maker resorts to the second criterion to select an alternative. We find that: (1) traditional economic models based on discounting alone cannot explain a significant (almost 30%) proportion of the data no matter how much variability in the discount functions is allowed; (2) our model, despite considering only a specific (exponential) form of discounting, can explain the data much better solely thanks to the use of the secondary criterion; (3) our model explains certain specific patterns in the choices of the “irrational” people. We reject the hypothesis that anomalous behavior is due simply to random “mistakes” around the basic predictions of discounting theories: deviations are not random and there are clear systematic patterns of association between “irrational” choices.     

Psychophysical conditions and hormonal secretion in nurses on a rapidly rotating shift schedule and exposed to bright light during night work

The psychophysical conditions of 15 young female nurses, working in a rapidly-rotating shift system (2-2-2-2), modified according to some psychophysiological criteria, and exposed to short period (4 × 20 min) of bright light (2350 Lux) during their night duty, were studied in order to evaluate their adaptation to night work and to test a possible positive effect on it of bright light. Subjective evaluations of work load and psychophysical conditions, performance measures, hormonal excretion (cortisol, 6-sulphatoxymelatonin and catecholamines), oral temperature and activity-sleep logs were taken during the shiftwork cycle, comprising one morning, one afternoon and two consecutive nights under normal and bright light. The results showed that this rapidly-rotating shift system had little effect upon the normal circadian rhythms of the body. Moreover, the lengthening of the night shift to 10 h can be considered to be acceptable, provided that work load is reduced and there are sufficient rest pauses available. On the other hand, the reduction to 7 h of the length of the day shifts and delayed start of the morning shift to 07:00 h appeared to be convenient both in relation to the work load and sleep duration. Some positive effects of bright light upon psychophysical conditions and performance efficiency were noted, while hormonal excretion and body temperature did not show any effect of bright light; in particular, melatonin excretion was not suppressed appreciably by the bright light used.     

A weighted polynomial regression method for local fitting of spatial data

Typically, parametric approaches to spatial problems require restrictive assumptions. On the other hand, in a wide variety of practical situations nonparametric bivariate smoothing techniques has been shown to be successfully employable for estimating small or large scale regularity factors, or even the signal content of spatial data taken as a whole.We propose a weighted local polynomial regression smoother suitable for fitting of spatial data. To account for spatial variability, we both insert a spatial contiguity index in the standard formulation, and construct a spatial-adaptive bandwidth selection rule. Our bandwidth selector depends on the Gearys local indicator of spatial association. As illustrative example, we provide a brief Monte Carlo study case on equally spaced data, the performances of our smoother and the standard polynomial regression procedure are compared.This note, though it is the result of a close collaboration, was specifically elaborated as follows: paragraphs 1 and 2 by T. Sclocco and the remainder by M. Di Marzio. The authors are grateful to the referees for constructive comments and suggestions.     

Psychophysical conditions of air traffic controllers evaluated by the standard shiftwork index

Abstract

In the ambit of a large epidemiological survey on the Italian population of air traffic controllers, an evaluation of their health conditions was carried out using the Standard Shiftwork Index (SSI). The study took into consideration 572 male air traffic controllers, aged between 23 and 59 years, of whom 301 were engaged in three large Regional Centres, 189 in thirteen Airport Towers and 82. formerly active controllers, were working in administrative offices. The former controllers showed worse health levels, in particular minor psychological disorders and chronic fatigue. Sixteen of them had been transferred to administrative jobs because of health impairment, owing to severe diseases of the nervous, gastrointestinal and cardiovascular systems. Such disorders, and musculoskeletal ones, were mostly reported by the active controllers. The controllers engaged in Regional Centres showed more sleep disturbances than those engaged in towers. Beside age, some personal characteristics appeared to influence health and well-being. Neuroticism was correlated with chronic fatigue, digestive and cardiovascular complaints, minor psychological disorders, cognitive and somatic anxiety. On the other hand, morningness was correlated negatively with sleep disturbances on morning shift, and positively with sleep duration both on morning shift and rest days.