why use multivariate autoregressive modeling?

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Why use Multivariat e Autoregress ive Modeling? . Hampton, NCEAS, UCSB, [email protected], 7 July 2007

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Why use Multivariate Autoregressive Modeling?. S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007. S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007. Temperature Nutrients Photoperiod. Storm activity Fishing pressure. - PowerPoint PPT Presentation

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Page 1: Why use Multivariate Autoregressive Modeling?

Why use Multivariate Autoregressive Modeling?

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 2: Why use Multivariate Autoregressive Modeling?

a) Temperature

-0.2

-0.1

0

0.1

0.2

0.3

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 3: Why use Multivariate Autoregressive Modeling?

a) Temperature

-0.2

-0.1

0

0.1

0.2

0.3

TemperatureNutrientsPhotoperiod...

Storm activityFishing pressure

...

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 4: Why use Multivariate Autoregressive Modeling?

a) Temperature

-0.2

-0.1

0

0.1

0.2

0.3

TemperatureNutrientsPhotoperiod...

Storm activityFishing pressure

...

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 5: Why use Multivariate Autoregressive Modeling?

Endogenous interactions

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 6: Why use Multivariate Autoregressive Modeling?

And exogenous forces...

Temperature ... Nutrients .... Photoperiod ... Storm activity ... Fishing pressure ...

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 7: Why use Multivariate Autoregressive Modeling?

Biologically plausible interactions...

Temperature ... Nutrients .... Photoperiod ... Storm activity ... Fishing pressure ...

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 8: Why use Multivariate Autoregressive Modeling?

Let’s reduce this set of interactions to those that arestrongest....

Total Phosphorus

Hampton, Scheuerell, & Schindler 2006S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 9: Why use Multivariate Autoregressive Modeling?

Experiments &

Observation

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 10: Why use Multivariate Autoregressive Modeling?

Long-term observational & experimental data

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 11: Why use Multivariate Autoregressive Modeling?

Temperature

10

15

20

1960 1965 1970 1975 1980 1985 1990 1995 2000

Phosphorus

1060

110160

1960 1965 1970 1975 1980 1985 1990 1995 2000

Diatoms

0100200300

1960 1965 1970 1975 1980 1985 1990 1995 2000

Green algae

0

50

100

1960 1965 1970 1975 1980 1985 1990 1995 2000

Daphnia

0

50

100

1960 1965 1970 1975 1980 1985 1990 1995 2000

Can we characterize food web interactions based on monitoring data?

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 12: Why use Multivariate Autoregressive Modeling?

For example....Experimental evidence for food web effects of cyanobacteria blooms

0

1000

2000

3000

4000

5000

0 100 200 300 400

Oscillatoria/ml

Cry

pto

mo

nas/m

l

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 13: Why use Multivariate Autoregressive Modeling?

Evidence for these relationships in natural data?

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 14: Why use Multivariate Autoregressive Modeling?

Evidence for these relationships in natural data?

0

5

10

15

0 5 10 15

0

1

2

3

4

0 5 10 15

ln Oscillatoria biovolume

ln C

rypto

monad b

vln

Daphnia

ind L

-

1

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 15: Why use Multivariate Autoregressive Modeling?

Lake Washington food web

Temperature

Nutrients

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 16: Why use Multivariate Autoregressive Modeling?

Multispecies Autoregressive Models (MARs)

Log abundance of species i tomorrow

Log abundance of species i today

Species-specific constant

xi(t+1) = xi(t) + ai + [bi,j xj(t)] + [ci,k uk(t)]

Ives, Dennis, Cottingham, & Carpenter. 2003. Ecol. Monogr. 73(2)

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 17: Why use Multivariate Autoregressive Modeling?

Multispecies Autoregressive Models (MARs)

Log abundance of species i tomorrow

Log abundance of species i today

Species-specific constant

Log abundance of species j today

Effect of species j on species i

xi(t+1) = xi(t) + ai + [bi,j xj(t)] + [ci,k uk(t)]

Ives, Dennis, Cottingham, & Carpenter. 2003. Ecol. Monogr. 73(2)

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 18: Why use Multivariate Autoregressive Modeling?

Multispecies Autoregressive Models (MARs)

Log abundance of species i tomorrow

Log abundance of species i today

Species-specific constant

Log abundance of species j today

Effect of species j on species i

Effect of environmental variable k on species i

Level of environmental variable k today

xi(t+1) = xi(t) + ai + [bi,j xj(t)] + [ci,k uk(t)]

Ives, Dennis, Cottingham, & Carpenter. 2003. Ecol. Monogr. 73(2)

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 19: Why use Multivariate Autoregressive Modeling?

Multispecies Autoregressive Models (MARs)

Coefficients represent interaction strength

xi(t+1) = xi(t) + ai + [bi,j xj(t)] + [ci,k uk(t)]

Ives, Dennis, Cottingham, & Carpenter. 2003. Ecol. Monogr. 73(2)

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 20: Why use Multivariate Autoregressive Modeling?

MAR food web construction for Lake Washington

Total Phosphorus

S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 21: Why use Multivariate Autoregressive Modeling?

MAR food web construction for Lake Washington

1962 - 1972

Total Phosphorus

Hampton, Scheuerell, & Schindler 2006S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007

Page 22: Why use Multivariate Autoregressive Modeling?

MAR food web construction for Lake Washington

1962 - 1972

Total Phosphorus

Hampton, Scheuerell, & Schindler 2006S.E. Hampton, NCEAS, UCSB, [email protected], 7 July 2007