This paper discusses dynamic factor analysis, a technique for estimating common trends in multivariate time series. Unlike more common time series techniques such as spectral analysis and ARIMA models, dynamic factor analysis can analyse short, non-stationary time series containing missing values. Typically, the parameters in dynamic factor analysis are estimated by direct optimisation, which means that only small data sets can be analysed if computing time is not to become prohibitively long and the chances of obtaining sub-optimal estimates are to be avoided. This paper shows how the parameters of dynamic factor analysis can be estimated using the EM algorithm, allowing larger data sets to be analysed. The technique is illustrated on a marine environmental data set.

Population dynamics of common intertidal bivalves (Cerastoderma edule, Macoma balthica, Mya arenaria, Mytilus edulis) are strongly related to seawater temperatures. In northwestern European estuaries, series of mild winters followed by low bivalve recruit densities lead to small adult stocks. In this study, we examine temperature-induced effects on reproductive output (eggs m Ϫ2 ), onset of spawning (day of the year), and the juvenile instantaneous mortality rate (per day) of M. balthica. Data analysis was based on an extensive long-term data set originating from the western Wadden Sea. Our results strongly suggest that rising seawater temperatures affect recruitment by a decrease in reproductive output and by spring advancement of bivalve spawning. Apparently, global warming upsets the evolved reproductive strategy of this marine bivalve to tune its reproduction to the most optimal environmental conditions for the first vulnerable life stages, most importantly the match/mismatch of time of spawning with that of the phytoplankton bloom and the settlement of juvenile shrimps on the tidal flats. It is hypothesized that the observed density-dependent mortality of juvenile bivalves may act via competition for food, a behavioral response of shrimp to low spat densities, or be the result of the response of age and size at metamorphosis of marine bivalves to resource variability. It is to be expected that prolonged periods of lowered bivalve recruitment and stocks will lead to a reformulation of estuarine food webs and possibly a reduction of the resilience of the system to additional disturbances, such as the depletion and disturbance by shellfish fisheries.

Summary1. There is world-wide concern about the effects of bottom-dredging on benthic communities in soft sediments. In autumn 1988, almost a third of the 50-km 2 intertidal system around the island of Griend in the western Dutch Wadden Sea was suction-dredged for edible cockles Cerastoderma edule and this study assessed subsequent effects. An adjacent area not directly touched by this fishery and an area from which the mussel Mytilus edulis beds were removed, served as reference areas. 2. Sediment characteristics, together with the total stock size and settlement densities of Cerastoderma , Baltic tellin Macoma balthica and soft-shelled clam Mya arenaria , were documented during 11 successive autumns before (August-September 1988) and after (August-September 1989-98) the suction-dredging event in fished and unfished areas. Four other areas in the Dutch Wadden Sea, where changes in densities of juvenile bivalves from 1992 to 1998 were measured, served as additional reference locations. 3. Between 1988 and 1994, median sediment grain size increased while silt was lost from sediments near Griend that were dredged for cockles. The initial sediment characteristics were re-attained by 1996. 4. After the removal of all Mytilus and most Cerastoderma , the abundance of Macoma declined for 8 years. From 1989 to 1998, stocks of Cerastoderma , Macoma and Mytilus did not recover to the 1988 levels, with the loss of Cerastoderma and Macoma being most pronounced in the area dredged for cockles. Declines of bivalve stocks were caused by particularly low rates of settlement in fished areas until 1996, i.e. 8 years after the dredging. 5. A comparison of settlement in the short (1992-94) and medium term (1996-98) after cockle-dredging in several fished and unfished areas spread over the entire Dutch Wadden Sea, showed a significant negative effect of dredging on subsequent settlement of Cerastoderma . Macoma also declined, but not significantly. 6. We conclude that suction-dredging of Cerastoderma had long-lasting negative effects on recruitment of bivalves, particularly the target species, in sandy parts of the Wadden Sea basin. Initially, sediment reworking by suction-dredging (especially during autumn storms) probably caused losses of fine silts. Negative feedback processes appeared to follow that prevented the accumulation of fine-grained sediments conducive to bivalve settlement.

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Eutrophication due to high anthropogenic nutrient loading has greatly impacted ecological processes in marine coastal waters and, therefore, much effort has been put into reducing nitrogen and phosphorus discharges into European and North-American waters. Nutrient enrichment usually resulted in increase of biomass and production of phytoplankton and microphytobenthos, often coinciding with shifts in species composition within the primary producer community. Consequences of increasing eutrophication for higher trophic levels are still being disputed, and even less is known about the consequences of nutrient reduction on coastal food webs. Here, we present 30-year concurrent field observations on phytoplankton, macrozoobenthos and estuarine birds in the Dutch Wadden Sea, which has been subject to decades of nutrient enrichment and subsequent nutrient reduction. We demonstrate that long-term varia-

Laboratory experiments were carried out on thread-bearing spat of the tellinid bivalve Macoma balthica, and in the field high numbers of these juveniles (of up to 1 cm shell length) were caught in winter in plankton nets suspended in tidal streams of the Wadden Sea (The Netherlands). These data are used to explain the distribution and dynamics of a population of the species in the North Sea off the West-Frisian island Terschelling. Evidence is presented that nearly all M. balthica arrive in this area in winter by secondary settlement after tidal current transport, facilitated by long hyaline threads. M. balthica were numerous only close to a tidal inlet connecting the area with the Wadden Sea. Further away (more than 10 to 15 km), young M. balthica arrived in low numbers only and were smaller. All or nearly all M. balthica in the North Sea will have originated from massive primary settlement of just-metamorphosed larvae more than half a year previously (in spring and summer) on high tidal flats in the Wadden Sea. Some functional aspects of dispersal by secondary settlement are discussed

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Because of its relatively low tolerance to elevated temperatures, Macoma balthica (L.) may be one of the first important marine species in temperate coastal areas to suffer from a warming climate. For the last few decades, the abundance of the species in the Dutch Wadden Sea has been seriously declining. At lower latitudes, the southern edge of its range recently shifted several 100s of km to the north. To understand changes in abundance related to high temperatures, we studied short-term population responses to warmer than average seasons using data from a long-term (> 35 yr) sampling program in the western Wadden Sea. The observed relationships included reduction of reproductive output and recruitment in years starting with mild winter-spring periods, reduction of adult survival in years with warm summers, reduction of annual migration in ~8 mo olds to more favourable areas in mild winters, reduction of growth rates in warmer than average growing seasons, and enhancement of seasonal weight loss in milder than average winters. We conclude that elevated temperatures negatively affect population dynamics of M. balthica in a number of ways, i.e. via recruitment or mortality as well as growth. These negative influences were observed already far below the upper lethal temperature of the species and in populations living ~1000 km poleward of the warm edge of the species' range. The outcome of M. balthica's energy balance appears to be decisive for their continued existence by effects not only on individual weights but also on mortality as well as reproduction.