bluuebunny/crossref_metadata_2025 huggingface dataset:
The performance of non‐linear exchange rate models: a forecasting comparison
Authors: Boero Gianna , Marrocu Emanuela
Published: October 2002

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.
Forecasting daily foreign exchange rates using genetically optimized neural networks
Authors: Nag Ashok K. , Mitra Amit
Published: October 2002

Forecasting currency exchange rates is an important financial problem that has received much attention especially because of its intrinsic difficulty and practical applications. The statistical distribution of foreign exchange rates and their linear unpredictability are recurrent themes in the literature of international finance. Failure of various structural econometric models and models based on linear time series techniques to deliver superior forecasts to the simplest of all models, the simple random walk model, have prompted researchers to use various non‐linear techniques. A number of non‐linear time series models have been proposed in the recent past for obtaining accurate prediction results, in an attempt to ameliorate the performance of simple random walk models. In this paper, we use a hybrid artificial intelligence method, based on neural network and genetic algorithm for modelling daily foreign exchange rates. A detailed comparison of the proposed method with non‐linear statistical models is also performed. The results indicate superior performance of the proposed method as compared to the traditional non‐linear time series techniques and also fixed‐geometry neural network models. Copyright © 2002 John Wiley & Sons, Ltd.
A threshold stochastic volatility model
Authors: So Mike K. P. , Li W. K. , Lam K.
Published: October 2002

This article introduces a new model to capture simultaneously the mean and variance asymmetries in time series. Threshold non‐linearity is incorporated into the mean and variance specifications of a stochastic volatility model. Bayesian methods are adopted for parameter estimation. Forecasts of volatility and Value‐at‐Risk can also be obtained by sampling from suitable predictive distributions. Simulations demonstrate that the apparent variance asymmetry documented in the literature can be due to the neglect of mean asymmetry. Strong evidence of the mean and variance asymmetries was detected in US and Hong Kong data. Asymmetry in the variance persistence was also discovered in the Hong Kong stock market. Copyright © 2002 John Wiley & Sons, Ltd.
Paranoid delusions and hallucinations and bright light therapy in Alzheimer's disease
Authors: Schindler Shird Dieter , Graf André , Fischer Peter , Tölk Anton , Kasper Siegfried
Published: October 2002

Introduction

Bright light therapy (BLT) is becoming increasingly popular as an adjunct in the treatment of non‐SAD depression and circadian rhythm disturbances in demented patients. Although the rate of side‐effects is low, special attention should be paid when treating new groups of patients. We present the case of an 80‐year‐old woman suffering from dementia of Alzheimer's type (DAT).

Method

Bright light (2.500 lux) was administered two hours daily between 10 and 12 a.m. for 14 days. Changes in delusion or agitation were recorded using the confusion rating scale (CRS).

Results

Out of five patients, three already had delusional symptoms which slightly improved during the course of BLT, one patient never showed delusions before or during BLT, and one patient, which we present here, showed an increase in agitation and developed delusional symptoms. After eight days of treatment, the patient developed conjunctival irritation with marked red eyes and complained about blurred vision. After 12 days of treatment, the patient was disorientated in time and place and after 14 days the patient started to hallucinate and BLT had to be discontinued. The paranoid delusions and hallucinations stopped one day after treatment discontinuation.

Conclusion

Looking at all the presented evidence, BLT seems to be a useful treatment supplement in DAT patients, when suffering from delusions or agitation. On the other hand, caution should be used when using BLT in demented patients if agitation develops or increases during BLT. Copyright © 2002 John Wiley & Sons, Ltd.
Is late onset depression a prodrome to dementia?
Authors: Schweitzer Isaac , Tuckwell Virginia , O'Brien John , Ames David
Published: October 2002

Background

Recent research suggests there are clinical and biological differences between late onset depression (LOD) and early‐onset depression (EOD).

Objectives

In this paper we review clinical, epidemiological, structural neuroimaging and genetic investigations of late life depression that have been performed over the past two decades and offer evidence that LOD is often a prodromal disorder for dementia.

Results

LOD patients are more likely to have cognitive impairment and to have more deep white matter lesions (DWMLs). Evidence concerning cortical and temporal lobe atrophy is conflicting, while the ApoE 4 allele is not associated with LOD.

Conclusions

It is likely that LOD is not a prodrome for a particular type of dementia, but the majority of patients who do develop dementia will acquire Alzheimer's disease (AD) or a vascular dementia, as these are by far the most common causes of dementia. This issue requires further clarification with follow‐up of patients over the long term. Copyright © 2002 John Wiley & Sons, Ltd.
Dementia care mapping as a research tool for measuring quality of life in care settings: psychometric properties
Authors: Fossey Jane , Lee Lesley , Ballard Clive
Published: October 2002

Background

There are a paucity of validated measures focusing on quality of life for people with dementia in care facilities.

Method

The current study evaluated the internal consistency of Dementia Care Mapping (DCM) in a group of 123 people with dementia residing in care facilities and further evaluated the test retest reliability and concurrent validity of key DCM constructs in an additional group of 54 residents.

Results

The results show good internal consistency. Well–ill being score was significantly correlated with an informant rated quality of life measure (r = 0.73, p < 0.0001) and showed good test retest reliability (r = 0.55, p < 0.0001). An abbreviated assessment period focusing on the hour before lunch showed significant correlation with the total assessment period (well–ill being score r = 0.5, p = 0.02).

Conclusion

The current study indicates that DCM is a valid tool for the longitudinal evaluation of quality of life in people with dementia in care settings and that some abbreviation of the method may facilitate its use more widely. Copyright © 2002 John Wiley & Sons, Ltd.
Improving clinical descriptions to understand the effects of dementia treatment: consensus recommendations
Authors: Rockwood Kenneth , Joffres on behalf of the Halifax Consensus Conference on Und Christine
Published: October 2002

Objectives

To recommend how the description of clinically detectable treatment effects might be improved for antidementia drug trials.

Method

Consensus conference, with review of available evidence.

Results

We suggest widespread, systematic, qualitative studies, based on prospective observations such as the clinicians' narrative descriptions of patient's changes used in the Clinician's Interview‐Based Impressions of Change (CIBIC‐Plus), plus caregiver input. The identification of patient and caregiver expectations, and an understanding of how these expectations are met, are proposed as priorities for future study.

Conclusion

Better descriptions of treatment effects can enhance our understanding of both clinical meaningfulness and cholinergic function in the brain. Copyright © 2002 John Wiley & Sons, Ltd.
The effect of age on the pharmacological management of ambulatory patients treated with depot neuroleptic medications for schizophrenia and related psychotic disorders
Authors: Mamo David C. , Sweet Robert A. , Roy Chengappa K. N. , Reddy Ravinder R. , Jeste Dilip V.
Published: October 2002

Background

Cross‐sectional studies indicate that, in comparison to younger patients, older schizophrenic patients have a higher risk for neuroleptic‐induced Parkinsonism and tardive dyskinesia (TD). It has been suggested, therefore, that older patients with schizophrenia could be maintained on reduced doses of conventional neuroleptics.

Method

We examined the effect of age on psychopharmacological management in a naturalistic study of a group of 165 patients with a clinical diagnosis of schizophrenia or a related psychotic disorder (age range=21–84 years; subjects ≥1;45 years n=86) treated with either haloperidol decanoate or fluphenazine decanoate.

Results

Increasing age was not correlated with total daily dose of neuroleptics or anticholinergic medication. However, a modest negative correlation of age with daily neuroleptic dose was found in patients aged 45 years and older.

Conclusion

The results of this study highlight the need for prospective assessments of depot neuroleptic dose requirements in older patients suffering from primary psychotic disorders. Copyright © 2002 John Wiley & Sons, Ltd.
Policy, organisation and practice of specialist old age psychiatry in England
Authors: Challis David , Reilly Siobhan , Hughes Jane , Burns Alistair , Gilchrist Helen , Wilson Ken
Published: October 2002

Objective

To describe and compare service arrangements in old age psychiatry across England according to three broad domains: (i) levels of professional autonomy; (ii) degree of community orientation (delivery of and links with community services) and (iii) degree of integration between health and social care provision.

Design

Cross sectional survey of consultants in old age psychiatry in England. Potential respondents were sourced from the Royal College of Psychiatrists and Regional Advisers in Old Age Psychiatry.

Measures

A self‐administered postal questionnaire was piloted and refined. The questionnaire domains listed above reflect core policy issues for older people's services, covering the domains above.

Results

There is marked variation in the deployment and use of professional staff in old age psychiatry, ranging from open access to multidisciplinary assessment to services only accessible by clinician referral. Patterns of linkage with primary care are likewise variable with only half of services providing the types of support recommended by the Audit Commission (2000). Community orientation was evident to a considerable extent in support to care homes and assessment practices. Links between health and social care appeared strongest in terms of liaison and training. There was less evidence of more formal integration through shared management of staff or for links with intensive home support for those with dementia.

Conclusions

The data provide a unique picture and benchmark of the configuration of old age psychiatry, a core element of mental health care in old age, after some 25 years of development in the UK. There appears to be substantial variation on all three domains of comparison. Copyright © 2002 John Wiley & Sons, Ltd.
Screening for mild cognitive impairment (MCI) utilizing combined mini‐mental‐cognitive capacity examinations for identifying dementia prodromes
Authors: Xu Gelin , Meyer John S. , Thornby John , Chowdhury Munir , Quach Minh
Published: October 2002

Objective

To test correctness of results when combining Mini‐Mental State Examination (MMSE) and Cognitive Capacity Screening Examination (CCSE) for identifying mild cognitive impairment (MCI) among non‐demented elderly subjects at risk for developing dementia.

Methods

A retrospective study was conducted among consecutively referred volunteers with memory complaints to a research out‐patient clinic. Two cognitive screening tests (MMSE and CCSE) were performed according to established protocol. Resulting combined screening test (termed by acronym as CMC) combined the non‐overlapping test items derived from both MMSE and CCSE. Conversion to dementia at follow‐up served as the ‘gold‐standard’ for evaluating correctness of CMC for identifying MCI.

Results

Of 351 subjects completing cognitive assessments and meeting requirements for study protocol, 84 (23.9%) developed dementia of different types within 3–6 years (3.89 ± 2.17) of follow‐up. Among these, 47 met criteria for probable Alzheimer disease (AD), 22 for probable vascular dementia (VaD), 12 for mixed AD/VaD and three for probable frontotemporal dementia. When final diagnosis of AD was used as the ‘gold standard’ for testing correctness of MCI identified by cognitive screening tests, sensitivities of MMSE, CCSE and CMC for identifying MCI were relatively 61.0%, 74.3% and 83.1% with minimum specificity set at 80%. When diagnosis of all types of dementia was used as the standard for testing predictive correctness of MCI, CCSE emerged as an optimal MCI screening test.

Conclusion

Combining the CCSE and MMSE screening tests resulted in higher sensitivity than was achieved by MMSE alone and maintained specificity at comparable levels for identifying MCI. The results confirmed that CMC has optimal correctness and utility as a brief cognitive test for screening MCI as a prodrome for dementia among non‐demented elderly populations. Copyright © 2002 John Wiley & Sons, Ltd.
Complaints of informal caregivers providing home care for dementia patients: The Pixel study
Authors: Thomas Philippe , Chantoin‐Merlet Stéphanie , Hazif‐Thomas Cyril , Belmin Joël , Montagne Bernard , Clément Jean‐Pierre , Lebruchec Marianne , Billon Rémy
Published: October 2002

Context

Prospective study of the complaints, problems and requirements of the main caregiver providing home care for dementia patients.

Objectives

To determine the complaints of home caregivers, how they are interrelated and what causes them.

Resources

Self‐administered questionnaire of 42 questions on the patient and caregiver, including a list of complaints, given to the main caregiver. Medical questionnaire on the patient filled in by the attending physician, usually a specialist, freelance or salaried doctor.

Results

408 sets of records were compiled, concerning 236 demented women (77.1 ± 0.47 years) and 172 demented men (75.7 ± 0.57 years). In two‐thirds of cases, the main caregiver was a woman aged 60.6 ± 0.79 years. Female caregivers were more vulnerable than male caregivers. The most frequent caregiver complaint, regardless of the stage of the disease, concerned loss of motivation and withdrawal. The patient's awareness of the disorder was accompanied by a reduction in motor dysfunction and aggressiveness, but associated with a higher frequency of the complaint regarding loss of motivation reported by the caregiver. The caregivers' problems concerned mainly the absence of relief and the impossibility of having any time to themselves. Caregivers' requests for information concerned medical information, care structures and day care facilities.

Discussion

The attending physician comes into close contact with the patient, but must take into account the patient's environment. The physician can provides a separate analysis to the caregiver and does not completely answer to certain family questions or needs. He or she is not the family's prime source of information. The caregivers' requirements relate to the areas that are the attending physician's responsibility: the development and characteristics of the disease. The caregiver is anxious about the patient's future and is trapped by his or her involvement in the care, suffering greatly from the lack of relief.

Conclusions

It is necessary to change the focus of home care for dementia patients to fit the context in which they live and to allow for periods of relief for home caregivers. Copyright © 2002 John Wiley & Sons, Ltd.
The clock drawing test and questionable dementia: reliability and validity
Authors: Seigerschmidt Eva , Mösch Edelgard , Siemen Margarete , Förstl Hans , Bickel Horst
Published: October 2002

Objectives

In order to evaluate the suitability of the clock drawing test (CDT) for the detection of questionable dementia (QD), we assessed the inter–rater reliabilities and intercorrelations of four common scoring methods of the CDT in a sample of non‐demented subjects and determined the concurrent validity.

Methods

The study sample consisted of 253 discharged general hospital patients, aged between 65 and 85 years. Subjects were screened for cognitive impairment during their hospital stay. Four to six weeks after discharge each non‐demented patient was visited at home and interviewed by a trained psychologist. The interview procedure included a cognitive test battery incorporating the CDT, the Mini‐Mental State Examination (MMSE), the Syndrome Short Test (SKT), and a verbal fluency test (VF). The criteria of the Clinical Dementia Rating (CDR) were used to differentiate between cognitively normal subjects and those with QD. Clock drawings were scored independently and blindly by two raters according to four different methods. The agreement between raters was assessed, as well as the agreement between the different scoring methods. The association of gender, education, age, test performance and CDR‐rating with CDT scores was examined. Accuracy of the CDT for the detection of QD was calculated.

Results

Inter–rater reliabilities were high for all four scoring methods. However, substantial differences among the scoring methods were observed, the proportion of abnormal test results varying between 9% and 50%. The CDT correlated significantly with MMSE, SKT and VF, but correlation coefficients were low (r = 0.13 to r = 0.32). Furthermore, CDT scores were influenced by age, gender, and education. Sensitivity of the CDT for QD was 66%, specificity was 65%; the negative predictive value was 73%, the positive predictive value 58%.

Conclusion

In a sample of non‐demented elderly, the reliability of the CDT was sufficiently high, but the different scoring methods were not equivalent. When established cut‐off scores were used, the proportion of abnormal CDTs were significantly different. Concurrent validity with other common cognitive tests was unsatisfactory. The CDT lacks sufficient sensitivity and specificity for the identification of QD and should not be used alone to screen for possible prodromal stages of dementing illnesses. The association of age, gender and level of education with CDT scores should be taken into account by clinicians using the CDT. Copyright © 2002 John Wiley & Sons, Ltd.
Which factors influence cognitive decline in older adults suffering from dementing disorders?
Authors: Schäufele Martina , Bickel Horst , Weyerer Siegfried
Published: October 2002

Background

Although extensive research has been done on dementing disorders in recent decades, their natural course and prognosis are not yet well understood. The aim of our study was to assess cognitive decline in a representative sample of demented elderly and to analyse the predictive value of a broad spectrum of sociodemographic, neurological and clinical variables.

Methods

A random sample of elderly patients in primary care (n = 407) was drawn from a total of 3721 patients. The sample has been stratified according to the degree of cognitive impairment as assessed by their GPs. The patients were examined by means of a standardized research interview, including comprehensive cognitive testing (Hierarchic Dementia Scale) and the assessment of neurologic and physical impairments as well as of mental state (CAMDEX criteria). After a mean interval of 28 months, a follow‐up study was conducted using essentially the same instruments.

Results

At baseline, 117 of the 407 patients were identified as suffering from mild, moderate, or severe dementia. The two‐year follow‐up of those patients revealed high mortality rates (53/117). The surviving patients showed significant cognitive decline, although the rate varied considerably between individuals. The rate of progression was strongly related to the initial degree of severity, but also to the use of psychotropic medication, which was associated with a more rapid deterioration.

Conclusions

There are some prognostic indicators that can help to establish the prognosis for dementia patients. The best indicator for both—the rate of cognitive decline and the probability of survival—is the severity of dementia. Copyright © 2002 John Wiley & Sons, Ltd.
Using time‐domain reflectometry to characterize shallow solute transport in an oak woodland hillslope in northern California, USA
Authors: Campbell Chris G. , Ghodrati Masoud , Garrido Fernando
Published: October 2002

The natural heterogeneity of water and solute movement in hillslope soils makes it difficult to accurately characterize the transport of surface‐applied pollutants without first gathering spatially distributed hydrological data. This study examined the application of time‐domain reflectometry (TDR) to measure solute transport in hillslopes. Three different plot designs were used to examine the transport of a conservative tracer in the first 50 cm of a moderately sloping soil. In the first plot, which was designed to examine spatial variability in vertical transport in a 1·2 m2 plot, a single probe per meter was found to adequately characterize vertical solute travel times. In addition, a dye and excavation study in this plot revealed lateral preferential flow in small macropores and a transport pattern where solute is focused vertically into preferential flow pathways. The bypass flow delivers solute deeper in the soil, where lateral flow occurs. The second plot, designed to capture both vertical and lateral flow, provided additional evidence confirming the flow patterns identified in the excavation of the first plot. The third plot was designed to examine lateral flow and once again preferential flow of the tracer was observed. In one instance rapid solute transport in this plot was estimated to occur in as little as 3% of the available pore space. Finally, it was demonstrated that the soil anisotropy, although partially responsible for lateral subsurface transport, may also homogenize the transport response across the hillslope by decreasing vertical solute spreading. Copyright © 2002 John Wiley & Sons, Ltd.
Factors controlling the chemical evolution of travertine‐depositing rivers of the Barkly karst, northern Australia
Authors: Drysdale Russell N. , Taylor Mark P. , Ihlenfeld Christian
Published: October 2002

Groundwaters feeding travertine‐depositing rivers of the northeastern segment of the Barkly karst (NW Queensland, Australia) are of comparable chemical composition, allowing a detailed investigation of how the rate of downstream chemical evolution varies from river to river. The discharge, pH, temperature, conductivity and major‐ion concentrations of five rivers were determined by standard field and laboratory techniques. The results show that each river experiences similar patterns of downstream chemical evolution, with CO2 outgassing driving the waters to high levels of calcite supersaturation, which in turn leads to widespread calcium carbonate deposition. However, the rate at which the waters evolve, measured as the loss of CaCO3 per kilometre, varies from river to river, and depends primarily upon discharge at the time of sampling and stream gradient. For example, Louie Creek (Q = 0·11 m3 s−1) and Carl Creek (Q = 0·50 m3 s−1) have identical stream gradients, but the loss of CaCO3 per kilometre for Louie Creek is twice that of Carl Creek. The Gregory River (Q = 3·07 m3 s−1), O'Shanassy River (Q = 0·57 m3 s−1) and Lawn Hill Creek (Q = 0·72 m3 s−1) have very similar gradients, but the rate of hydrochemical evolution of the Gregory River is significantly less than either of the other two systems. The results have major implications for travertine deposition: the stream reach required for waters to evolve to critical levels of calcite supersaturation will, all others things being equal, increase with increasing discharge, and the length of reach over which travertine is deposited will also increase with increasing discharge. This implies that fossil travertine deposits preserved well downstream of modern deposition limits are likely to have been formed under higher discharge regimes. Copyright © 2002 John Wiley & Sons, Ltd.
Determination of regional net radiation and soil heat flux over a heterogeneous landscape of the Tibetan Plateau
Authors: Ma Yaoming , Su Zhongbo , Li Zhaoliang , Koike Toshio , Menenti Massimo
Published: October 2002

This paper explores the potential for documenting regional fields of surface energy fluxes over the Tibetan plateau using published algorithms and previously calibrated empirical formulae with data from NOAA‐14 AVHRR and atmospheric data collected during the GAME‐Tibet field experiment. Comparison with observations at three field sites suggests errors in the resulting estimates are less than 10% in the clear sky conditions necessary for application of this approach. Because of the need for clear skies, it was only possible to calculate the desired regional fields for one satellite scene during the 5 month study period. Maps of surface energy fluxes, and frequency analyses of these maps, are presented for this scene. The need for an alternative, more consistently applicable, satellite‐based method to map surface energy fields is highlighted. Copyright © 2002 John Wiley & Sons, Ltd.
Perspectives in using a remotely sensed dryness index in distributed hydrological models at the river‐basin scale
Authors: Andersen J. , Sandholt I. , Jensen K. H. , Refsgaard J. C. , Gupta H.
Published: October 2002

In a previous study a spatially distributed hydrological model, based on the MIKE SHE code, was constructed and validated for the 375 000 km2 Senegal River basin in West Africa. The model was constructed using spatial data on topography, soil types and vegetation characteristics together with time‐series of precipitation from 112 stations in the basin. The model was calibrated and validated based on river discharge data from nine stations in the basin for 11 years. Calibration and validation results suggested that the spatial resolution of the input data in parts of the area was not sufficient for a satisfactory evaluation of the modelling performance. The study further examined the spatial patterns in the model input and output, and it was found that particularly the spatial resolution of the precipitation input had a major impact on the model response.

In an attempt to improve the model performance, this study examines a remotely sensed dryness index for its relationship to simulated soil moisture and evaporation for six days in the wet season 1990. The index is derived from observations of surface temperature and vegetation index as measured by the NOAA Advanced Very High Resolution Radiometer (AVHRR) sensor. The correlation results between the index and the simulation results are of mixed quality. A sensitivity analysis, conducted on both estimates, reveals significant uncertainties in both. The study suggests that the remotely sensed dryness index with its current use of NOAA AVHRR data does not offer information that leads to a better calibration or validation of the simulation model in a spatial sense. The method potentially may become more suitable with the use of the upcoming high‐resolution temporal Meteosat Second Generation data. Copyright © 2002 John Wiley & Sons, Ltd.
Cyanobacterial crust and soil particle detachment: a rain‐chamber experiment
Authors: Hill R. D. , Nagarkar Sanjay , Jayawardena A. W.
Published: October 2002

Cyanobacteria are known to form a crust on soil surfaces holding soil particles together and thereby offering resistance to erosion. A controlled experiment was carried out to throw light on this issue. The experiment consisted of subjecting erosion cups filled with soil to artificial rainfall in the laboratory. Three sets of erosion cups, each set consisting of six, were used. One set consisted of soil with inoculated cyanobacteria and the second set consisted of soil with naturally colonized cyanobacteria, both over a period of about 8 months. The third set consisted of soil with no bacterial growth. The results indicate that the soil erosion cups with the inoculated cyanobacterial crust had at least one order of magnitude less erosion for coarse soils, and about two orders of magnitude less erosion for fine soils, compared with erosion cups with no bacterial crust. Copyright © 2002 John Wiley & Sons, Ltd.
Implications of the relationship between catchment vegetation type and the variability of annual runoff
Authors: Peel Murray C. , McMahon Thomas A. , Finlayson Brian L. , Watson Fred G. R.
Published: October 2002

The impact of changing catchment vegetation type on mean annual runoff has been known for some time, however, the impact on the variability of annual runoff has been established only recently. Differences in annual actual evapotranspiration between vegetation types and the potential effect of changing vegetation type on mean annual runoff and the variability of annual runoff are briefly reviewed. The magnitude of any change in the variability of annual runoff owing to a change in catchment vegetation type is related to the pre‐ and post‐change vegetation types and the seasonality of precipitation, assuming that the variability of annual precipitation remains constant throughout. Significant implications of the relationship between vegetation type and the variability of annual runoff are presented and discussed for water resource management, stream ecology and fluvial geomorphology. Copyright © 2002 John Wiley & Sons, Ltd.
A conceptually based stochastic point process model for daily stream‐flow generation
Authors: Xu Z. X. , Schultz G. A. , Schumann A.
Published: October 2002

Based on the stochastic and phenomenological aspects of hydrological processes, a conceptually based stochastic point process (SPP) model for daily stream‐flow generation is proposed in this paper. In which, storms are defined by a stochastic point process with marked values. All the random variables defining the process are assumed to be mutually independent, which constitutes a compound Poisson point process. The direct surface runoff is regarded as occurring from storage in a cascade of surface linear reservoirs and is responsible for the short‐term variation of the daily stream flows. The baseflow component is considered as coming from subsurface/groundwater storage and is responsible for the long‐term persistence of the storm time‐series. This type of model is proposed as a more realistic model of daily stream flow than models based on pure stochastic processes. Studies on the instantaneous unit hydrograph and the mechanism of baseflow could thereby provide some parameters for this model. Copyright © 2002 John Wiley & Sons, Ltd.
Groundwater recharge through an alluvial fan in the Atacama Desert, northern Chile: mechanisms, magnitudes and causes
Authors: Houston John
Published: October 2002

The Chacarilla fan in the Atacama Desert is one of several formed in the Late Miocene at the foot of the Pre‐Andean Cordillera overlying the large, complex, Pampa Tamarugal aquifer contained in the continental clastic sediments of the fore‐arc basin. The Pampa Tamarugal aquifer is a strategic source of water for northern Chile but there is continuing doubt over the resource magnitude and recharge. During January 2000 a 1 in 4 year storm in the Andes delivered a 34 million m3 flash flood to the fan apex where c. 70% percolated to the underlying aquifers. Groundwater recharge through the fan is calculated to be a minimum of 200 l/s or 6% of the long‐term catchment rainfall. These figures are supported by hydrochemical data that suggest that recharge may be 9% of long‐term rainfall. Isotopic data suggest groundwater less than 50 years old is transmitted westward through the permeable sheetflood sediments of the fan overlying the main aquifer. Analysis of this and other events shows that the hydrological system is non‐linear with positive feedback. The magnitude of groundwater recharge is dependent on climatic variations, antecedent soil moisture storage and changes in channel characteristics. Long‐term declines in groundwater level may partly result from climatic fluctuations and the causes of such fluctuations are discussed. Copyright © 2002 John Wiley & Sons, Ltd.
The effect of antecedent moisture conditions on sediment and phosphorus loss during overland flow: Mahantango Creek catchment, Pennsylvania, USA
Authors: McDowell R. W. , Sharpley A. N.
Published: October 2002

The loss of P in overland flow from most cultivated soils is controlled by erosion, and in‐turn soil moisture. We evaluated the effect of soil moisture on erosion and P transport in overland flow by applying rainfall (7 cm h−1) to packed soil boxes (1 m long and 0·15 m wide) and field plots (1 and 10 m long by 1 m wide) of silt loams in a central Pennsylvania (USA) catchment. Flow from packed soil boxes took longer to initiate as antecedent soil moisture decreased from field capacity (2 min) to air dried (8 to 9 min). Even in the more complex field plots (i.e. soil heterogeneity and topography), the wetter site (1 by 10 m plot; 70% field capacity) produced flow more quickly (3 min) and in greater volume (439 L) than the drier site (1 by 10 m plot; 40% field capacity, 15 min, and 214 L, respectively). However, less suspended sediment was transported from wetter soil boxes (1·6 to 2·5 g L−1) and field plots (0·9 g L−1) than drier boxes (2·9 to 4·2 g L−1) and plots (1·2 g L−1). Differences are attributed to their potential for soil aggregate breakdown, slaking and dispersion, which contribute to surface soil sealing and crusting, as dry soils are subject to rapid wetting (by rainfall). During flow, selective erosion and antecedent moisture conditions affected P transport. At field capacity, DRP and PP transport varied little during overland flow. Whereas P transport from previously dry soil decreased rapidly after the initiation of flow (6 to 1·5 mg TP L−1), owing to the greater slaking and dispersion of P‐rich particles into flow at the beginning than end of the flow event. These results indicate that soil moisture fluctuations greatly effect erosion and P transport potential and that management to decrease the potential for loss should consider practices such as conservation tillage and cover crops, particularly on areas where high soil P and erosion coincide. Copyright © 2002 John Wiley & Sons, Ltd.
Modelling residence‐time response to freshwater input in Apalachicola Bay, Florida, USA
Authors: Huang Wenrui , Spaulding M.
Published: October 2002

Residence time of an estuary can be used to estimate the rate of removal of freshwater and pollutants from river inflow. In this study, a calibrated three‐dimensional hydrodynamic model was used to determine residence time in response to the change of freshwater input in Apalachicola Bay. The bay is about 40 km long and 7 km wide, with an average 3 m water depth. Through hydrodynamic model simulations, the spatial and temporal salinity and the total freshwater volume in the bay were calculated. Then the freshwater fraction method was used to estimate the residence time. Results indicate that the residence time in Apalachicola Bay typically ranges between 3 and 10 days for the daily freshwater input ranging from 177 m3/s to 4561 m3/s. Regression analysis of model results shows that an exponential regression equation can be used to correlate the estuarine residence time to changes of freshwater input. Copyright © 2002 John Wiley & Sons, Ltd.
Variability and trends in the annual snow‐cover cycle in Northern Hemisphere land areas, 1972–2000
Authors: Dye Dennis G.
Published: October 2002

This study investigated variability and trends in the annual snow‐cover cycle in regions covering high‐latitude and high‐elevation land areas in the Northern Hemisphere. The annual snow‐cover cycle was examined with respect to the week of the last‐observed snow cover in spring (WLS), the week of the first‐observed snow cover in autumn (WFS), and the duration of the snow‐free period (DSF). The analysis used a 29‐year time‐series (1972–2000) of weekly, visible‐band satellite observations of Northern Hemisphere snow cover from NOAA with corrections applied by D. Robinson of Rutgers University Climate Laboratory. Substantial interannual variability was observed in WLS, WFS and DSF (standard deviations of 0·8–1·1, 0·7–0·9 and 1·0–1·4 weeks, respectively), which is related directly to interannual variability in snow‐cover area in the regions and time periods of snow‐cover transition. Over the nearly three‐decade study period, WLS shifted earlier by 3–5 days/decade as determined by linear regression analysis. The observed shifts in the annual snow‐cover cycle underlie a significant trend toward a longer annual snow‐free period. The DSF increased by 5–6 days/decade over the study period, primarily as a result of earlier snow cover disappearance in spring. The observed trends are consistent with reported trends in the timing and length of the active growing season as determined from satellite observations of vegetation greenness and the atmospheric CO2 record. Copyright © 2002 John Wiley & Sons, Ltd.
Improved method for modelling sediment transport on unpaved roads using KINEROS2 and dynamic erodibility
Authors: Ziegler Alan D. , Giambelluca Thomas W. , Sutherland Ross A.
Published: October 2002

One difficulty in modelling sediment transport on unpaved road surfaces stems from the inability of physically based models to simulate the flush of loose surface material that is deposited on the road surface prior to the onset of a storm. This work builds upon a prior modelling methodology (referred to as dynamic erodibility) to simulate time‐varying sediment transport on unpaved mountain roads by loosely coupling a continuous, exponential decay disturbance model with the erosion algorithm in KINEROS2. The method is tested against sediment transport time‐series observed on small‐scale rainfall simulation plots for various slope, antecedent soil wetness and pre‐storm sediment availability conditions. The new method generally improves prediction errors of total sediment output, peak sediment output and fit of the sediment output time‐series. However, for some validation events, the method fails to simulate high initial sediment spikes. This limitation may be a side‐effect of using data from small‐scale plots, but also may signify the need for additional calibration of the disturbance model subcomponent with data from surfaces having a greater variety of pre‐event surface material. Nevertheless, this road erosion modelling approach provides a realistic ‘description’ of time‐varying sediment transport, which is controlled both by the baseline erodibility of the underlying road surface, and importantly, by the removal of a loose, surficial sediment layer by overland flow. Copyright © 2002 John Wiley & Sons, Ltd.
Processes governing river water quality identified by principal component analysis
Authors: Haag I. , Westrich B.
Published: October 2002

The present study demonstrates the usefulness of principal component analysis in condensing and interpreting multivariate time‐series of water quality data. In a case study the water quality system of the lock‐regulated part of the River Neckar (Germany) was analysed, with special emphasis on the oxygen budget. Pooled data of ten water quality parameters and discharge, which had been determined at six stations along a 200 km reach of the river between the years 1993 and 1998, were subjected to principal component analysis. The analysis yielded four stable principal components, explaining 72% of the total variance of the 11 parameters. The four components could be interpreted confidently in terms of underlying processes: biological activity, dilution by high discharge, seasonal effects and the influence of wastewater. From analysing the data of single stations separately, these processes were found to be active throughout the complete reach. Considering the oxygen budget of the river, the variance of biological activity, representing the counteracting processes of primary production and microbial degradation, was found to be most important. This principal component explained 79% of the observed variance of oxygen saturation. In contrast, the analysis of a reduced data set from the 1970s showed that oxygen saturation was then dominated by discharge and temperature variations. The findings indicate that the oxygen budget used to be governed directly by the emission of degradable matter, whereas nowadays eutrophication is most important for extreme oxygen concentrations. Therefore, controlling eutrophication has to be the primary goal, in order to mitigate the rare episodes of pronounced oxygen over‐ and undersaturation in the future. Copyright © 2002 John Wiley & Sons, Ltd.
Daily streamflow modelling and assessment based on the curve‐number technique
Authors: Choi Jin‐Yong , Engel Bernard A. , Chung Ha Woo
Published: October 2002

A cell‐based long‐term hydrological model (CELTHYM) that can be integrated with a geographical information system (GIS) was developed to predict continuous stream flow from small agricultural watersheds. The CELTHYM uses a cell‐by‐cell soil moisture balance approach. For surface runoff estimation, the curve number technique considering soil moisture on a daily basis was used, and release rate was used to estimate baseflow. Evapotranspiration was computed using the FAO modified Penman equation that considered land‐use‐based crop coefficients, soil moisture and the influence of topography on radiation. A rice paddy field water budget model was also adapted for the specific application of the model to East Asia. Model sensitivity analysis was conducted to obtain operational information about the model calibration parameters. The CELTHYM was calibrated and verified with measured runoff data from the WS#1 and WS#3 watersheds of the Seoul National University, Department of Agricultural Engineering, in Hwaseong County, Kyounggi Province, South Korea. The WS#1 watershed is comprised of about 35·4% rice paddy fields and 42·3% forest, whereas the WS#3 watershed is about 85·0% forest and 11·5% rice paddy fields. The CELTHYM was calibrated for the parameter release rate, K, and soil moisture storage coefficient, STC, and results were compared with the measured runoff data for 1986. The validation results for WS#1 considering all daily stream flow were poor with R2, E2 and RMSE having values of 0·40, −6·63 and 9·69 (mm), respectively, but validation results for days without rainfall were statistically significant (R2 = 0·66). Results for WS#3 showed good agreement with observed data for all days, and R2, E2 and RMSE were 0·92, 0·91 and 2·23 (mm), respectively, suggesting potential for CELTHYM application to other watersheds. The direct runoff and water balance components for watershed WS#1 with significant areas of paddy fields did not perform well, suggesting that additional study of these components is needed. Copyright © 2002 John Wiley & Sons, Ltd.
Biodegradation and transport of benzene, toluene, and xylenes in a simulated aquifer: comparison of modelled and experimental results
Authors: Jean Jiin‐Shuh , Tsai Ching‐Lang , Ju Shen‐Haw , Tsao Chun‐Wen , Wang Shih‐Ming
Published: October 2002

Both laboratory experiments and numerical modelling were conducted to study the biodegradation and transport of benzene–toluene–xylenes (BTX) in a simulated semi‐confined aquifer. The factors incorporated into the numerical model include advection, hydrodynamic dispersion, adsorption, and biodegradation. The various physico‐chemical parameters required by the numerical model were measured experimentally.

In the experimental portion of the study, BTX compounds were introduced into the aquifer sand. After the contaminants had been transported through the system, BTX concentrations were measured at 12 equally spaced wells. Subsequently, microorganisms obtained from the activated sludge of a sewage treatment plant and cultured in BTX mixtures were introduced into the aquifer through the 12 sampling wells. The distribution data for BTX adsorption by the aquifer sand form a nonlinear isotherm. The degree of adsorption by the sand varies, depending on the composition of the solute. The degradation time, measured from the time since the bacteria were added to the aquifer until a specific contaminant was no longer detectable, was 35–42 h for BTX. The dissolved oxygen, after degradation by BTX compounds and bacteria, was consumed by about 40–60% in the entire simulated aquifer; thus the aerobic conditions were maintained. This study provides insights for the biodegradation and transport of BTX in aquifers by numerical modelling and laboratory experiments. Experimental and numerical comparisons indicate that the results by Monod degradation kinetics are more accurate than those by the first‐order degradation kinetics. Copyright © 2002 John Wiley & Sons, Ltd.
Calibration of the Hydrological Simulation Program Fortran (HSPF) model using automatic calibration and geographical information systems
Authors: Al‐Abed N. A. , Whiteley H. R.
Published: October 2002

Calibrating a comprehensive, multi‐parameter conceptual hydrological model, such as the Hydrological Simulation Program Fortran model, is a major challenge. This paper describes calibration procedures for water‐quantity parameters of the HSPF version 10·11 using the automatic‐calibration parameter estimator model coupled with a geographical information system (GIS) approach for spatially averaged properties. The study area was the Grand River watershed, located in southern Ontario, Canada, between 79° 30′ and 80° 57′W longitude and 42° 51′ and 44° 31′N latitude. The drainage area is 6965 km2. Calibration efforts were directed to those model parameters that produced large changes in model response during sensitivity tests run prior to undertaking calibration. A GIS was used extensively in this study. It was first used in the watershed segmentation process. During calibration, the GIS data were used to establish realistic starting values for the surface and subsurface zone parameters LZSN, UZSN, COVER, and INFILT and physically reasonable ratios of these parameters among watersheds were preserved during calibration with the ratios based on the known properties of the subwatersheds determined using GIS. This calibration procedure produced very satisfactory results; the percentage difference between the simulated and the measured yearly discharge ranged between 4 to 16%, which is classified as good to very good calibration. The average simulated daily discharge for the watershed outlet at Brantford for the years 1981–85 was 67 m3 s−1 and the average measured discharge at Brantford was 70 m3 s−1. The coupling of a GIS with automatice calibration produced a realistic and accurate calibration for the HSPF model with much less effort and subjectivity than would be required for unassisted calibration. Copyright © 2002 John Wiley & Sons, Ltd.