Bayesian state-space approach to biomass dynamic models with skewed and heavy-tailed error distributions

被引:13
作者
Montenegro, Carlos [1 ]
Branco, Marcia [2 ]
机构
[1] Inst Fomento Pesquero, Valparaiso, Chile
[2] Univ Sao Paulo, Inst Matemat & Estat, BR-05508 Sao Paulo, Brazil
基金
巴西圣保罗研究基金会;
关键词
Nonlinear dynamic models; Logistic growth model; Surplus production model; State-space models; Bayesian MCMC; Chilean shrimp; SURPLUS-PRODUCTION MODELS; TIME-SERIES MODELS; STOCK ASSESSMENT; SCALE MIXTURES; DENSITY-DEPENDENCE; PROCESS NOISE; IMPACTS;
D O I
10.1016/j.fishres.2016.03.021
中图分类号
S9 [水产、渔业];
学科分类号
0908 ;
摘要
We use the state-space approach to the logistic population growth model to update our knowledge of a population of marine shrimp off the Chilean coast. The unobserved state is the annual shrimp biomass, and the observation is the mean catch per unit effort. The observation equation is linear, and the state equation is nonlinear. The models include normal, student-t, skew-normal, and skew-t distributions for additive observation errors; and log-normal, log-t, log-skew-normal, and log-skew-t distributions for multiplicative observation errors. We use Bayesian approach to obtain inference, and the posterior distributions are approximated using Markov chain Monte Carlo methods. Deviance Information Criteria are lower in models considering log-skew-normal and log-skew-t observation errors. Furthermore, considering the posterior predictive distributions of the autocorrelations of the observation errors, these two models work best for the analyzed data set. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码:48 / 62
页数:15
相关论文
共 69 条
[31]  
Dennis B, 2006, ECOL MONOGR, V76, P323, DOI 10.1890/0012-9615(2006)76[323:EDDPNA]2.0.CO
[32]  
2
[33]  
Durbin J, 2001, Time Series Analysis by State Space Methods
[34]  
Gelman A, 1996, STAT SINICA, V6, P733
[35]  
Genton MG., 2004, Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality. Statistics
[36]  
Gilks W.R., 1995, MARKOV CHAIN MONTE C
[37]  
Haddon M., 2010, Modelling and quantitative methods in fisheries, Vsecond
[38]   Is catch-per-unit-effort proportional to abundance? [J].
Harley, SJ ;
Myers, RA ;
Dunn, A .
CANADIAN JOURNAL OF FISHERIES AND AQUATIC SCIENCES, 2001, 58 (09) :1760-1772
[39]   Bayesian model averaging: A tutorial [J].
Hoeting, JA ;
Madigan, D ;
Raftery, AE ;
Volinsky, CT .
STATISTICAL SCIENCE, 1999, 14 (04) :382-401
[40]   An application of generalized linear models in production model and sequential population analysis [J].
Jiao, Y ;
Chen, Y .
FISHERIES RESEARCH, 2004, 70 (2-3) :367-376