The presented study describes commercial real estate markets with focus on office sector. We identify the capitalization rate (investment yield) as one of the fundamental elements in the commercial property valuation. Based on historical office investment yield observations and various econometric models we predict the office capitalization rate development in the Czech Republic. We use data of the United Kingdom, Ireland and Sweden to identify common yield trend especially with respect to their real estate crises in 1990s that embody features similar to the real estate crisis in 2008-2010. As explanatory variables for the econometric models (ARIMA, OLS, VAR) we use financial and macroeconomic variables. We use the OLS models to identify the optimal set of explanatory variables, to be applied in VAR models. On dataset of the comparable countries we compare the goodness of fit of the VAR and ARIMA models. The best variants are then used for the prediction of the Czech office yield. Lastly, we improve our results by implementing exogenous forecasts of macroeconomic variables used in the models. Majority of our predictions forecast a slow decrease of the capitalization rate in next two years (2010-2012) in the magnitude of 0.25% - 1% (to 6.25%-6%).

Sendo o cereal mais produzido no mundo e em larga expansão, os sistemas de produção de milho são altamente complexos e sua produção é diretamente dependente de fatores ligados tanto ao clima local quanto ao manejo da cultura. Para auxiliar na determinação tanto dos patamares produtivos de milho quanto quantificar o impacto causado por condições adversas tanto de clima quanto de manejo, pode-se lançar mão do uso de modelos de simulação de culturas. Para que os modelos possam ser devidamente aplicados, uma base solida de dados meteorológicos deve ser consistida, a fim de alimentar esses modelos. Nesse sentido, o presente estudo teve como objetivos: i) avaliar dois sistemas de obtenção de dados meteorológicos, o NASA-POWER e o DailyGridded, comparando-os com dados medidos em estações de solo; ii) calibrar, testar e combinar os modelos de simulação MZA-FAO, CSM DSSAT Ceres-Maize e APSIM-Maize, a fim de estimar as produtividades potenciais e atingíveis do milho no Brasil; iii) avaliar o impacto na produtividade causado pelo posicionamento da semeadura em diferentes tipos de solo; iv) desenvolver e avaliar um sistema de previsão de safra baseado em modelos de simulação; v) mapear as produtividades potencial, atingível e real do milho no Brasil, identificando regiões mais aptas ao cultivo e vi) determinar e mapear as quebras de produtividade, ou yield gaps (YG) da cultura do milho no Brasil. Comparando os dados climáticos dos sistemas em ponto de grade com os dados de estações meteorológicas de superfície, na escala diária, encontrou-se boa correlação entre as variáveis meteorológicas, inclusive para a chuva, com R2 da ordem de 0,58 e índice d = 0,85. O desempenho da combinação dos modelos ao final da calibração e ajuste se mostrou superior ao desempenho dos modelos individuais, com erros absolutos médios relativamente baixos (EAM = 627 kg ha-1) e com boa precisão (R2 = 0,62) e ótima acurácia (d = 1,00). Durante a avaliação da influência das épocas de semeadura e do tipo de solo no patamar produtivo do milho, observou-se que esse varia de acordo com a região estudada e apresenta seus valores máximos e com menores riscos à produção quando a semeaduras coincidem com o início do período de chuvas do local. O sistema de previsão de safra, baseado em modelos de simulação de cultura teve seu melhor desempenho simulando produtividades de milho semeados no início da safra e no final da safrinha, sendo capaz de prever de forma satisfatória a produtividade com até 25 dias antes da colheita. Para o estudo dos YGs, 152 locais foram avaliados e suas produtividades potenciais e atingíveis foram comparadas às produtividades reais, obtidas junto ao IBGE. Os maiores YGs referentes ao déficit hídrico se deram em solos arenosos e durante os meses de outono e inverno, usualmente mais secos na maioria das regiões brasileiras, atingindo valores de quebra superiores a 12000 kg ha-1. Quanto ao YG causado pelo manejo, esse foi maior nas regiões menos tecnificadas, como na região Norte e na Nordeste, apresentando valores superiores a 6000 kg ha-1. Já as regiões mais tecnificadas e tradicionais na produção de milho, como a região Sul e a Centro-Oeste, os YGs referentes ao manejo foram inferiores a 3500 kg ha-1 na maioria dos casos. / Maize is the most important cereal cultivated in the world, being its production system very complex and its productivity directly affected by climatic and crop management factors. In order to quantify the impacts caused by water and crop management deficits on maize yield, the use of crop simulation models is very useful. For properly apply these models, a solid basis of meteorological data is required. In this sense, the present study had as objectives: i) to evaluate two meteorological gridded data, NASA-POWER and DailyGridded, by comparing them with measured data from surface stations; (ii) to calibrate, evaluate and combine the MZA-FAO, CSM DSSAT Ceres-Maize and APSIM-Maize simulation models to estimate the maize potential and attainable yields in Brazil; iii) to evaluate the impact caused by the different sowing dates and soil types on maize yield; iv) to develop and evaluate a crop forecasting system based on crop simulation models and climatological data; v) to map the potential and the attainable maize yields in Brazil, identifying the most suitable regions for cultivation, and vi) to determine and map maize yields and yield gaps (YG) in Brazil. Comparing the gridded climatic data with observed ones, on a daily basis, a good agreement was found for all weather variables, including rainfall, with R2 = 0.58 and d = 0,85. The performances of the combination of the models at the end of the calibration and evaluation phases were better than those obtained with the individual models, with relatively low mean absolute error (EAM = 627 kg ha-1) and with good precision (R2 = 0.62) and accuracy (d = 1.00). During the evaluation of different sowing dates and soil types on maize yield, it was observed that this variable depends on the region and presents the maximum values and, consequently, the minimum risk during the sowings in the beginning of the rainy season of each site. The crop forecasting system, based on crop simulation models, had its best performance for simulating maize yields when the sowings were performed at the beginning of the main season and at the end of the second season, when it was able to predict yield satisfactorily 25 days before harvest. For the YG analysis, 152 sites were assessed and their potential and attainable yields were compared to the actual yields reported by IBGE. The highest YGs caused by water deficit occurred for sandy soils and during the autumn and winter months, usually dry in most of Brazilian regions, reaching values above 12000 kg ha-1. For YG caused by crop management, the values were higher in the less technified regions, such as in the North and Northeast regions, with values above 6000 kg ha-1. In contrast, more traditional maize production regions, such as the South and Center-West, presented YG caused by crop management, lower than 3500 kg ha-1 in most cases.

Sendo o cereal mais produzido no mundo e em larga expansão, os sistemas de produção de milho são altamente complexos e sua produção é diretamente dependente de fatores ligados tanto ao clima local quanto ao manejo da cultura. Para auxiliar na determinação tanto dos patamares produtivos de milho quanto quantificar o impacto causado por condições adversas tanto de clima quanto de manejo, pode-se lançar mão do uso de modelos de simulação de culturas. Para que os modelos possam ser devidamente aplicados, uma base solida de dados meteorológicos deve ser consistida, a fim de alimentar esses modelos. Nesse sentido, o presente estudo teve como objetivos: i) avaliar dois sistemas de obtenção de dados meteorológicos, o NASA-POWER e o DailyGridded, comparando-os com dados medidos em estações de solo; ii) calibrar, testar e combinar os modelos de simulação MZA-FAO, CSM DSSAT Ceres-Maize e APSIM-Maize, a fim de estimar as produtividades potenciais e atingíveis do milho no Brasil; iii) avaliar o impacto na produtividade causado pelo posicionamento da semeadura em diferentes tipos de solo; iv) desenvolver e avaliar um sistema de previsão de safra baseado em modelos de simulação; v) mapear as produtividades potencial, atingível e real do milho no Brasil, identificando regiões mais aptas ao cultivo e vi) determinar e mapear as quebras de produtividade, ou yield gaps (YG) da cultura do milho no Brasil. Comparando os dados climáticos dos sistemas em ponto de grade com os dados de estações meteorológicas de superfície, na escala diária, encontrou-se boa correlação entre as variáveis meteorológicas, inclusive para a chuva, com R2 da ordem de 0,58 e índice d = 0,85. O desempenho da combinação dos modelos ao final da calibração e ajuste se mostrou superior ao desempenho dos modelos individuais, com erros absolutos médios relativamente baixos (EAM = 627 kg ha-1) e com boa precisão (R2 = 0,62) e ótima acurácia (d = 1,00). Durante a avaliação da influência das épocas de semeadura e do tipo de solo no patamar produtivo do milho, observou-se que esse varia de acordo com a região estudada e apresenta seus valores máximos e com menores riscos à produção quando a semeaduras coincidem com o início do período de chuvas do local. O sistema de previsão de safra, baseado em modelos de simulação de cultura teve seu melhor desempenho simulando produtividades de milho semeados no início da safra e no final da safrinha, sendo capaz de prever de forma satisfatória a produtividade com até 25 dias antes da colheita. Para o estudo dos YGs, 152 locais foram avaliados e suas produtividades potenciais e atingíveis foram comparadas às produtividades reais, obtidas junto ao IBGE. Os maiores YGs referentes ao déficit hídrico se deram em solos arenosos e durante os meses de outono e inverno, usualmente mais secos na maioria das regiões brasileiras, atingindo valores de quebra superiores a 12000 kg ha-1. Quanto ao YG causado pelo manejo, esse foi maior nas regiões menos tecnificadas, como na região Norte e na Nordeste, apresentando valores superiores a 6000 kg ha-1. Já as regiões mais tecnificadas e tradicionais na produção de milho, como a região Sul e a Centro-Oeste, os YGs referentes ao manejo foram inferiores a 3500 kg ha-1 na maioria dos casos. / Maize is the most important cereal cultivated in the world, being its production system very complex and its productivity directly affected by climatic and crop management factors. In order to quantify the impacts caused by water and crop management deficits on maize yield, the use of crop simulation models is very useful. For properly apply these models, a solid basis of meteorological data is required. In this sense, the present study had as objectives: i) to evaluate two meteorological gridded data, NASA-POWER and DailyGridded, by comparing them with measured data from surface stations; (ii) to calibrate, evaluate and combine the MZA-FAO, CSM DSSAT Ceres-Maize and APSIM-Maize simulation models to estimate the maize potential and attainable yields in Brazil; iii) to evaluate the impact caused by the different sowing dates and soil types on maize yield; iv) to develop and evaluate a crop forecasting system based on crop simulation models and climatological data; v) to map the potential and the attainable maize yields in Brazil, identifying the most suitable regions for cultivation, and vi) to determine and map maize yields and yield gaps (YG) in Brazil. Comparing the gridded climatic data with observed ones, on a daily basis, a good agreement was found for all weather variables, including rainfall, with R2 = 0.58 and d = 0,85. The performances of the combination of the models at the end of the calibration and evaluation phases were better than those obtained with the individual models, with relatively low mean absolute error (EAM = 627 kg ha-1) and with good precision (R2 = 0.62) and accuracy (d = 1.00). During the evaluation of different sowing dates and soil types on maize yield, it was observed that this variable depends on the region and presents the maximum values and, consequently, the minimum risk during the sowings in the beginning of the rainy season of each site. The crop forecasting system, based on crop simulation models, had its best performance for simulating maize yields when the sowings were performed at the beginning of the main season and at the end of the second season, when it was able to predict yield satisfactorily 25 days before harvest. For the YG analysis, 152 sites were assessed and their potential and attainable yields were compared to the actual yields reported by IBGE. The highest YGs caused by water deficit occurred for sandy soils and during the autumn and winter months, usually dry in most of Brazilian regions, reaching values above 12000 kg ha-1. For YG caused by crop management, the values were higher in the less technified regions, such as in the North and Northeast regions, with values above 6000 kg ha-1. In contrast, more traditional maize production regions, such as the South and Center-West, presented YG caused by crop management, lower than 3500 kg ha-1 in most cases.

Orientadores: Rubens Augusto Camargo Lamparelli, Jansle Vieira Rocha / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Agricola / Made available in DSpace on 2018-08-12T21:23:17Z (GMT). No. of bitstreams: 1 Ramme_FernandoLuizProchnow_D.pdf: 9393591 bytes, checksum: a6d5183861f5be0ab0ed23ba7a8838da (MD5) Previous issue date: 2008 / Resumo: O objetivo do trabalho foi avaliar a relação entre as fases do crescimento da cana-de-açúcar com as formas de curvas do perfil temporal do Índice de Vegetação por Diferença Normalizada - NDVI, obtidas a partir do sensor remoto orbital MODerate-resolution Imaging Spectroradiometer - MODIS, na região de estudo. A avaliação desta relação é realizada utilizando-se técnicas de sensoriamento remoto para a geração do perfil temporal do NDVI, ao longo do ciclo de desenvolvimento fenológico da cana-soca, nas maturações Precoce, Média e Tardia. Os talhões de cana-soca analisados foram agrupados de acordo com a variedade, solo, data de plantio e corte, e contigüidade. A visualização gráfica das formas de curvas analisadas é realizada através de aplicativo, desenvolvido neste trabalho na linguagem de programação Java, e do sistema gerenciador de banco de dados PostgreSQL. O aplicativo realiza a filtragem de ruídos presentes nas imagens, composição na resolução temporal de 8 dias, através dos dados da banda de controle de qualidade do produto MOD09Q1, realiza a eliminação de valores discrepantes ao longo do perfil temporal do NDVI para a safra analisada, corrige as influências dos períodos de corte e rebrota da cana-soca, e propicia a suavização da forma de curva através do filtro Savitzky-Golay. Três janelas temporais de monitoramento da cultura são apresentadas neste trabalho. Cada janela temporal é determinada em função do tipo de maturação da cultura, do coeficiente de cultura (Kc) ao longo do ciclo fenológico da cana-soca e do comportamento na evolução do perfil temporal do NDVI. Concluiu-se que na região de estudo, diferentes maturações são caracterizadas por diferentes formas de curvas do perfil temporal do NDVI / Abstract: The objective of the work was to evaluate the relationship among the phases of the growth of the sugarcane with the forms of curves of the Normalized Difference Vegetation Index - NDVI temporal profile, obtained from remote sensor orbital MODerate-resolution Imaging Spectroradiometer - MODIS, in the study area. The evaluation of this relationship is accomplished by using of the techniques of remote sensing to generate the NDVI profile, along the phenological development phase of stubble-cane, in the Carly, Medium and Late maturations. The fields of stubble-cane analyzed were contained in agreement with the variety, soil, planting date and cut, and proximity. The graphic visualization of curves shape analyzed is accomplished through application, developed in this work in the Java programming language, and of the PostgreSQL system database manager. The application accomplishes the filtering of present noises in the images, composition in the temporal resolution of 8 days, through the data of the band of quality control of the MOD09Q1 product, accomplishes the elimination of outliers along the NDVI temporal profile for the culture analyzed, corrects the influences of the cut periods and regrowth of the stubble-cane, and propitiates the smoothing in the curve shape through the filter Savitzky-Golay. Three temporal windows of culture monitoring are presented in this work. Each temporal window is determined in function of the type of crop maturation, of the culture coefficient (Kc) along the phenological development phase of stubble-cane and of the behavior in the evolution of the NDVI profile. It concluded that in the study area, different maturations are characterized by different forms of NDVI profile curves / Doutorado / Planejamento e Desenvolvimento Rural Sustentável / Doutor em Engenharia Agrícola

Agriculture and food security are interlinked. New technologies and instruments are making the agricultural system easy to operate and increasing the food production. Remote sensing technology is widely used as a non-destructive method for crop growth monitoring, climate analysis, and forecasting crop yield. The objectives of this study are to (1) monitor crop growth remotely, (2) identify climate impacts on crop yield, and (3) forecasting crop yield. This study proposed methods to improve crop growth monitoring and yield predictions by using remote sensing technology. In this study, we developed crop vegetative growth metrics (VGM) from the MODIS (Moderate Resolution Imaging Spectroradiometer) 250m NDVI (Normalized Difference Vegetation Index) and EVI (Enhanced Vegetation Index) data. We developed 19 NDVI and EVI based VGM metrics for soybean crop from a time series of 2000 to 2018, but the methods are applicable to other crops as well. We found VGMmax, VGM70, VGM85, VGM98T are about 95% crop yield predictable. However, these metrics are independent of climatic events. We modelled the climatic impacts on soybean crop from the time series data from1980-2019 collected from NOAA's National Climatic Data Center (NCDC). Therefore, we estimated the impacts of increase and decrease of temperature (maximum, mean, and minimum) and precipitation (average) pattern on crop yields which will be helpful to monitor climate change impacts on crop production. Lastly, we made crop yield forecasting statistical model across different climatic regions in USA using Google Earth Engine. We used remotely sensed MODIS Terra surface reflectance 8-day global 250m data to calculate VGM metrics (e.g. VGM70, VGM85, VGM98T, VGM120, VGMmean, and VGMmax), MODIS Terra land surface temperature and Emissivity 8-Day data for average day-time and night-time temperature and CHIRPS (Climate Hazards Group Infra-red Precipitation with station data) data for precipitation, from a time series data of 2000-2019. Our predicted models showed a NMPE (Normalized Mean Prediction error) with in a range of -0.002 to 0.007. These models will be helpful to get an overall estimate of crop production and aid in national agricultural strategic planning. Overall, this study will benefit farmers, researchers, and management system of U.S. Department of Agriculture (USDA).

This research focuses on developing a crop decision planning model to help farmers make decisions for an upcoming crop year. The decisions consist of which crops to plant, the amount of land to allocate to each crop, when to grow, when to harvest, and when to sell. The objective is to maximize the overall profit subject to available resources under yield and price uncertainties. To help achieve this objective, we develop yield and price forecasting models to estimate the probable outcomes of these uncertain factors. The output from both forecasting models are incorporated into the crop decision planning model which enables the farmers to investigate and analyze the possible scenarios and eventually determine the appropriate decisions for each situation. This dissertation has three major components, yield forecasting, price forecasting, and crop decision planning. For yield forecasting, we propose a crop-weather regression model under a semiparametric framework. We use temperature and rainfall information during the cropping season and a GDP macroeconomic indicator as predictors in the model. We apply a functional principal components analysis technique to reduce the dimensionality of the model and to extract meaningful information from the predictors. We compare the prediction results from our model with a series of other yield forecasting models. For price forecasting, we develop a futures-based model which predicts a cash price from futures price and commodity basis. We focus on forecasting the commodity basis rather than the cash price because of the availability of futures price information and the low uncertainty of the commodity basis. We adopt a model-based approach to estimate the density function of the commodity basis distribution, which is further used to estimate the confidence interval of the commodity basis and the cash price. Finally, for crop decision planning, we propose a stochastic linear programming model, which provides the optimal policy. We also develop three heuristic models that generate a feasible solution at a low computational cost. We investigate the robustness of the proposed models to the uncertainties and prior probabilities. A numerical study of the developed approaches is performed for a case of a representative farmer who grows corn and soybean in Illinois.

Diss. (sammanfattning) Umeå : Sveriges lantbruksuniv. / Härtill 5 uppsatser.

Die Anzahl der unterernährten Menschen in der Welt steigt seit 2017 wieder an. Der Klimawandel wird den Druck auf die Landwirtschaft und die Ernährungssicherheit weiter erhöhen, insbesondere für kleinbäuerliche und von Subsistenzwirtschaft geprägte Agrarsysteme in den Tropen. Um die Widerstandsfähigkeit der Ernährungssysteme und die Ernährungssicherheit zu stärken, bedarf es eines Klimarisikomanagements und Klimaanpassung. Dies kann sowohl die Antizipation als auch die Reaktion auf die Auswirkungen der globalen Erwärmung ermöglichen. Eine zentrale Rolle spielen in dieser Hinsicht landwirtschaftliche Modelle. Sie können die Reaktionen von Pflanzen auf Veränderungen in den Klimabedingungen quantifizieren und damit Risiken identifizieren. Diese Dissertation demonstriert anhand dreier in Peru, in Tansania und in Burkina Faso durchgeführten Fallstudien, wie statistische Ertragsmodelle das Klimarisikomanagement und die Anpassung in der tropischen Landwirtschaft unterstützen können. Während die erste Studie zeigt, wie Klimaanpassungsbestrebungen unterstützt werden können, werden in Studie zwei und drei statistische Modelle genutzt, um Ertrags- und Produktionsvorhersagen zu erstellen. Die Ergebnisse können dazu beitragen, Frühwarnsysteme für Ernährungsunsicherheit zu unterstützen. In den drei Veröffentlichungen werden neue Ansätze statistischer Ertragsmodellierung auf verschiedenen räumlichen Ebenen vorgestellt. Ein besonderer Fokus liegt hierbei auf der Weiterentwicklung von bisherigen Ertragsvorhersagen, insbesondere in Bezug auf unabhängige Modellvalidierungen, eine stärkere Berücksichtigung von Wetterextremen und die Übertragbarkeit der Modelle auf andere Regionen. / The number of undernourished people in the world has been increasing since 2017. Climate change will further exacerbate pressure on agriculture and food security, particularly for smallholder and subsistence-based farming systems in the tropics. Anticipating and responding to global warming through climate risk management is needed to increase the resilience of food systems and food security. Crop models play an indispensable role in this regard. They allow quantifying crop responses to changes in climatic conditions and thus identify risks. This dissertation demonstrates how statistical crop modelling can inform climate risk management and adaptation in tropical agriculture in the case studies of Peru, Tanzania and Burkina Faso. While the first study shows how statistical crop models can support climate adaptation, studies two and three provide yield and production forecasts. The results can contribute to supporting early warning systems on food insecurity. The three publications present novel approaches of statistical yield modelling at different spatial scales. A particular focus is on further developing existing yield forecasts, especially with regard to independent rigorous model validations, improved consideration of weather extremes, and the transferability of the models to other regions.