F o re s t S c i., V o l. 26, N o . 4, 1980, p p .

609 625 C o p y rig h t 1980, b y th e S o c ie ty o f A m e ric a n F o re s te rs

A M atrix M odel o f Uneven-Aged Forest M anagem ent

Jo s e p h B B
ruce u o n g io r n o ic h ie

R. M

A bstract.

A matrix m odel o f a selection forest w as d evelop ed . Parameters of the model rep resent (i) stochastic transition o f trees b etw een diam eter classes and (ii) ingrowth o f new trees, w hich depends upon the condition o f the stand. Param eters w ere estim ated from North-Central region hardwoods data. The model w as used to predict long-term growth o f undisturbed and managed stands. A linear programming method w as used to determ ine sustained-yield manage ment regim es w hich would m axim ize the net p resent value o f periodic harvests. The method allow ed for the join t determ ination o f optimum harvest, residual stock, diam eter distribution, and cutting cy cle. F o r e s t S c i . 26:609 625.
A d d itio n a l k ey w o rd s.

Selection forest, sustained yield , linear programming, optim ization.

S e v e r a l m e t h o d s have b een d e v elo p ed to p ro jec t the evolution of u neven-aged fo re st stan d s. T h ey can b e classified in tw o b ro a d groups (F ries 1974) according to w h e th er th e ele m e n tary unit c o n sid ered b y th e m odel is a tre e (single-tree m odels) o r th e sta n d (w h o le-stan d m odels). S ingle-tree m odels such as those d e v elo p ed by B o tk in and oth ers (1972), E k and M o n seru d (1974), and Shugart and W est (1977) h a v e p ro v ed to be very pow erful m eans of rep resen tin g co m p etitio n b etw een tre e s , m o rtality, v ariatio n s in species com position, an d en v i ro n m en tal influences on fo re st grow th. W ho le-stan d m odels, in stead , are by n a tu re m uch m ore aggregated, rep resen tin g fo re st stands w ith very few p a ra m eters. N e v e rth e le ss, th e am o u n t of inform ation th ey p ro v id e is usually sufficient to an sw er key q u e stio n s of im p o rtan ce to fo re st m anagers. One of th e old est w holestan d m odels u se d to p re d ic t unev en -ag ed fo re st grow th is the stand tab le p ro je c tio n (H u sh and o th e rs 1972), b u t m ore c o m p a ct m odels have since b een devised b y M oser (1967), L e a ry (1970), E k (1974), and L e a k and G rab er (1976). C om p a riso n s o f th e fo rec astin g p erfo rm an ces o f a w h o le-stan d m odel against th o se of a single-tree d istan c e-d e p en d e n t m odel (E k an d M o nserud 1979) have show n th at th e fo rm er fo re c a sts alm o st as w ell, and m uch m ore cheaply, stand ch aracteristics o f in te re st to fo re st m anagers, if conditions a re n o t ex cessiv ely different from the d a ta u se d in calibrating th e m odels. T h ese w h o le-stan d m odels, coupled w ith o p tim izatio n te c h n iq u e s, have p e rm itte d the analysis o f m anagem ent alternatives (A dam s an d E k 1974 and 1975, A dam s 1976). F o r th ese reaso n s w hole-stand m odels have th e p o te n tia l of quickly becom ing p ra c tic a l fo rest m anagem ent tools. T his prom ising fu tu re has stim ulated th e re se a rc h leading to this p ap er. One im p o rtan t o b jectiv e o f this study w as to d evelop a m odel of uneven-aged stand

The authors are resp ectively A ssociate Professor and R esearch A ssistant, Department o f Forestry, U niversity o f W isconsin M adison. Research supported by M clntire-Stennis grant 2253 and by the Sch ool o f Natural R esou rces, C ollege o f Agricultural and L ife S cien ces, U niversity o f W isconsin, M adison. T he authors w ish to thank O w ens-Illinois, In c., Northern W oodlands D ivision, for providing basic data for this study. The constructive com m ents o f A . R. E k, J. C. Stier, and three anonym ous review ers are also gratefully acknow ledged. M anuscript received 4 Septem ber, 1979.

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m an ag em ent w hich, w hile a c c u ra te , w o u ld be conceptually and operationally sim ple. T he resulting m odel co n sists essentially o f a grow th tab le or m atrix. E ach e lem en t o f the m odel has a d irec t in te rp re ta tio n . D eterm ination o f the m odel coefficients req u ires at m ost ord in ary lin ear regression, and in som e circum stan ces m ultiplications and divisions a re sufficient. F u tu re states of the fo rest and th e im p act of altern ativ e trea tm e n ts can b e obtained analytically. E conom ic levels o f grow ing sto c k and econom ic stand d iam eter distributions can b e determ ined sim u ltan eo usly by ordinary linear program m ing. Finally, th e seldom considered q u estio n of th e econom ic length o f th e cutting cycle in uneven-aged forest m an ag em en t can also be treated .
The M
odel

T he g row th m odel p resen ted here has its ro o ts in L e slie s an d L ew is grow th m odels (L ew is 1942, L eslie 1945 and 1948) w hich w ere originally designed to in v estig ate th e effect of age stru c tu re on th e grow th of anim al populations. B osch (1971) applied L e slie s m odel to an aly ze th e grow th of C alifornia redw oods, and W ad sw o rth (1977) used it to p red ic t the grow th of tropical fo rests. U sh er (1966, 1969a and b , 1976) modified L e slie s m odel to analyze m anaged stan d s, while L efk o v itch (1965, 1966) considered th e general problem o f class-specific h a r vesting in population m odels of th e L eslie type. Q uestions o f optim um classspecific h arvesting policies have b een investigated by B eddington and T ay lo r (1973), B eddington (1974), R orres and F a ir (1975), D oubleday (1975), and R orres (1976, 1978). All of these studies rely on variants of eith er L e slie s or U s h e rs m odels o f anim al or tree populations. B oth m odels are a ttrac tiv e b ecau se of th eir sim plicity of in terp retatio n and u se. In these m odels population states are de scribed by v ecto rs while transitions from state to state are described by m atrices. C o n seq u ently, m anagem ent problem s can often be solved analytically by direct application o f linear algebra. H o w ev er, a basic problem in h eren t in th ese m odels in term s o f rep resen tin g the beh av io r o f a stand of trees is th a t th ey lead to exponential grow th of the num ber of tre e s in each size class. E xponential grow th might n ev erth eless be acceptable for sh o rt-term pro jectio n s, b u t w hen optim al harvesting strategies are sought, global optim ization is no t possible. F o r exam ple, a diam eter distribution m ay be found w hich m axim izes volum e o f p roduction p e r unit o f tim e, given a certain basal a re a o f the stand, b u t the optim al basal area itself is undefined and m ust be set arbitrarily (R orres 1976). This situation, o f co u rse, leaves the problem of optim um grow ing stock unsolved. T herefore, a m odel o f uneven-aged forest grow th w as sought w hich had the inherent sim plicity of L eslie s and U sh e rs m odels b u t w hich would describe fo rest grow th m ore accu rately . T his was achieved by m odifying U sh e rs m odel to m ake ingrow th only partially dependent upon h a rv e st, and to allow for ingrow th to respond to changes in stand density and diam eter distribution. As a resu lt, and depending upon its con dition, the stand could grow a t an increasing, c o n stan t, or decreasing rate. Follow ing th e convention of previous au th o rs, the trees in a stand are divided into a finite num ber, n, o f size classes specified by the diam eter of the trees. The expected nu m b er o f living trees w ithin each size class at a specific point in tim e, t, is d enoted by y 1(, y . u , . . . , y nl. T herefore the_ entire stand of living trees is rep resen ted a t tim e t by the colum n v ecto r

yt = ty]

i = l

During a specific grow th period 6 the trees in a given diam eter class i may rem ain in the sam e class or advance to a larger size class. T hey may also die during the interval 6, or they may be harvested. W e will denote by hit the num ber of trees

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h arv ested from diam eter class i during the interval 6. T herefore the entire harv est is rep resen ted by th e colum n v ector h t = [hit] i = 1, . . . , w. F u rth erm o re, let us denote by at the probability th at a live tree in size class / at tim e t w hich is not h arvested during the interval 8 will be still alive and in the sam e size class at time t + 6. A lso, we will denote by b t the probability th at a live tree in size class i 1 at time t w hich is not harvested during the interval 6 will be alive and in size class i at tim e t + 6.1 Finally, I t designates the expected ingrow th, i.e ., the expected num ber of trees entering the sm allest size class during the interval $. T he situation of the stand at tim e t + 6 may then be entirely determ ined from th e situation at time t, the h a rv est during 6, and the ingrow th during 6 by the n equations:

yu+e = i t + oiiyu ~ h u ) y2t+e = h2{yjt ~ ^it) + &2,(y2t ~ h2t)

y-nt+6 bn(yn^ it hn_lt) + o.n(ynt h nt). To com plete the m odel a specific form m ust be given to the ingrow th function I t . The sim plest alternative would be to set i.t to a constant. This m ay be app ro priate for som e m anaged forests. H ow ever, a m ore flexible form w ould recog nize th at ingrow th is affected by the condition of the stand. E k s (1974) obser vations suggest th a t ingrow th is inversely related to the basal area o f the stand and th a t, for a given basal area, ingrow th is directly related to the num ber o f trees, th at is to say, oth er things being equal, ingrow th appears to be favored by stands of sm all trees. A doption of this co ncept led to an expected ingrow th function of the form I t = p Q + /3i j r B i(yit - hit) + pz 2 (y - h it) (2) -i=l i=l w ith I t ss 0. W here B t is the basal area of the tree of average diam eter in size class i, while /30, /3l5 and fi2 are constants w hich one w ould expect to be, re spectively, positive, negative, and positive. U sing (2) as the expression for l t leads to a new expression for the num ber o f trees in the sm allest size class as a function of the num ber o f trees in all size classes and of the h a rv e st : 2

! This assum es that the interval 0 is chosen in such a way that no tree grows more than one size class during the period 6. Alternatively, other coefficients can be added to represent the probability o f a tree growing into higher size classes. Letting be the probability that a live tree in size class i at time t which is not harvested during the interval 6 be dead at time t + 6, we have mx = 1 a t bi-i-i for / = 1, . . . , n 1 and m n - 1 a n. This unharvested part o f mortality is lost. 2 A similar procedure can be used to make ail elem ents o f y t+e functions not only o f the number of trees in adjacent size classes but also of the stand density as measured by the number and size o f trees in other size classes. The method consists in writing each equation of system (1), except for the first one, as y u+g = d n(y - hit) + . . . + dUl(y rlt - h nt) i - 2, n

where the d coefficients can be estimated in a similar manner as the coefficients o f the ingrowth equation. H ow ever, in the application reported below, stand density turned out to have very little effect on the transition probabilities a and b which were therefore treated as constant, within a diameter class, due to the resulting simplicity o f estimation and interpretation. Stand density appeared instead to play an important role in inhibiting or favoring ingrowth. That is to say, stand density

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yn+e

/30 + d 1( y lt

h u ) + . . . 4- d n(y nt

h nt)

(3)

w here d x a 1 + f^tB 1 + /32 dt fi\Bi + /32 for i > 1. T he final m odel takes then the form y_t+8 = G (y t - hi) + c (4)

w here G and c are respectively a m atrix and a colum n v e c to r of co n stan t coefficients: / / \ \d 1 d9 ... dn 0 b2 < 2 -2 0 a3 , c = o \ bn a n/

The differences betw een m odel (4) and U s h e rs m odel lie in the follow ing asp ects. F irst, in (4), h a rv e st is represented by a variable v ecto r, ht , instead of being rep resen ted by the coefficients of m atrix G. T his allow s for the harv est strategy to v ary , instead of being always a specific fraction o f the stock in each diam eter class. Second, in (4), p a rt of the m ortality is lo st, even if th e stand is harvested. T hird, and m ost im portant, in m odel (4), ingrow th is set to a c o n stan t /30, modified by coefficients in the first row of G w hich reflect the changes in ingrow th due to changes in stand stru ctu re. M athem atically, U s h e rs m odel is a system o f hom ogeneous difference eq u a tions with an exponential solution. A lthough h a rv e st regim es m ay be found w hich m aintain a sustainable growing stock, the level of th at grow ing stock itself m ust be determ ined arbitrarily, or from inform ation n o t co n tain ed in the m odel (U sh er 1966, R orres 1978). In m odel (4) in stead , grow th depends in p a rt on the co n stan t /30. H ow ever, ingrow th is influenced by the condition of the stand, possibly affected by harv est. In p articular, ingrow th decreases as basal are a increases. T his self-correcting m echanism leads naturally to stabilization of the stan d , although, as will be ob served later, the tim e p ath tow ards stability m ay be slow and o scillatory . 3
G row th M
odel

s t im a t io n

The data utilized to estim ate the elem ents of G and c described above w ere obtained from 1961, 1964, and 1969 m easurem ents o f 161 plots of 0.058 ha on an industrial fo rest p ro p erty located in central and n o rth ern W isconsin and the upper peninsula of M ichigan. The stands were mainly sugar m aple (A c e r sciccharum M arsh.) with additional northern hardw ood species. E x cep t for the addition of 1961 o b servations, and for the inclusion of plots w hich had been harvested, the d ata are those described by A dam s and E k (1974). F o r the purpose of this study

affected significantly the number of trees entering the 15.2 cm size class, but once trees had reached that size their subsequent growth, at least in the data set used here, appeared generally independent o f density. The reason for this may be that data originated from a managed property with generally low basal area. 3 If in model (4) ingrowth is strictly set to a constant /30. so that matrix G contains only the coefficients a and b in (1), the diameter distribution y t still tends toward a well-defined limit as t increases, as long as natural mortality is allowed for, so that < 2; + b i +l < 1 for ; = 1........... n 1 and a < 1.

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trees .were grouped by 5.1 cm size classes. T here w ere seven classes ranging from trees in the 15.2 cm diam eter class com posed of trees 12.6 cm to 17.7 cm , to trees in the 45.7+ cm size class com posed of trees of 43.1 cm in diam eter, or larger. E stim ation o f the probabilities a and b in (1) could be done by sim ple propor tions because the d ata set u sed indicates for each plot the num ber of trees in each diam eter class w hich b etw een tw o successive inventories eith er rem ained in the sam e diam eter class, m oved up one class, w ere harvested, o r w ere lost to mor ta lity . 4 T he resulting m atrix of a and b coefficients, as defined in (1), was 0.72 (0 .0 1 ) 0.23 (0 .0 1 )
\

0.70 ( 0 .0 1 ) 0.26 ( 0 .0 1 )

0.67 (0 .0 1 ) 0.30 (0 . 0 1 )

0.65 (0.03) 0.30 (0.03)

( 6)
0.66 (0.04) 0.30 (0.03)

0.81 (0.05) 0.19 (0.05)

0.86
(0.06) /

w here the num bers in p aren th eses are standard errors of m ean proportions. In term s of relative erro r, the coefficients are very accurate for the sm aller size classes, b u t the accuracy declines system atically w ith the size of trees. This is so because there w ere few large trees in the data set used. T he probability (a) of a tree staying alive and in a specific size class declines from 0.72 for th e 15.2 cm size to 0.65 for the 30.5 cm size, and increases again to 0.86 for th e 45.7 cm size class. On the o th er hand, the probability ( b ) of a tree staying alive and moving up to a higher size class increases from 0.23 for the 15.2 cm size class to a plateau of 0.3 for the 30.5 cm , 35.6 cm , and 40.6 cm size classes and declines to 0.19 for the 40.6 cm size class. T his p a tte rn corresponds naturally to the classical S shape grow th curve of tree diam eter as a function of age. T he ingrow th equation (2) w as estim ated by linear regression from data on ingrow th, n um ber o f trees in each size class and harv ested trees. Ingrow th was defined as the nu m b er of trees reaching a diam eter of 12.6 cm during a 5-year interval b ecau se no d ata w ere available for sm aller trees. T h e results of ordinary least squares estim ation w ere

4 The data for the 133 plots which w ere measured in 1961 and 1964 were converted to a 5-year time interval by linear extrapolation. The resulting data were combined with data for the 161 plots measured in 1964 and 1969. Three trees only were recorded as having grown more than one diameter class and were counted as growing one single class. Three trees were recorded as having declined in diameter and w ere counted as remaining in the same diameter class. Four ingrowth trees which had been recorded as entering classes larger than the 15.2 cm class were counted as entering the 15.2 cm class. These anom alies may reflect recording errors and there are so few o f them that it was deemed unnecessary to com plicate the model to account for them.

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I t = 109.0 - 9.65 V **(? - M (9.9) (1.4) i=i

+ 0.27 y (> - A) (0.05)i=i

(7)

R 1 = 0.15 (corrected for degrees o f freedom ), Standard e rro r of estim ates = 72.7 trees/h a, N um ber of observations = 294. T he coefficient of determ ination ( R 2) is small. As com puted here, R - m easures the proportion of the varian ce around the m ean ingrow th w hich is not ex plained by the variables on the right of equation (7). One m ight conclude from this that little would be lo st by m odeling ingrow th as a c o n sta n t . 5 H ow ever, the standard errors in p aren th eses are very sm all relative to the coefficients o f the basal area and num ber of trees. One can th erefo re reject, with a high level of confidence, the h y pothesis th at ingrow th is in d ep en d en t o f stand con dition. Instead, equation (7) suggests th at ingrow th, w hich w ould b e o f som e 109 trees every 5 years w ere th ere no trees in and above the 15.2 cm diam eter class, would tend to decline as the residual basal area o f the stan d increases. B ut this decline w ould be sm aller the larger the num ber of trees in the stand, i.e ., the sm aller the average diam eter of trees. In sum m ary, although ingrow th appears to be a highly random process th ere seem s to be a system atic and predictable feedback of stand conditions on it, w hich m ay be altered by h arv est. This feedback process is rep resen ted by the first row in the m atrix G and the v ector w hich can be com puted from (6 ) and (7) using equation (3). T he resu lt ing estiiu a te d m atrices are / / \ 0.81 -0 .0 4 3 - 0 . 2 2 -0 .4 3 - 0 .6 9 -0 .9 8 - 1 .3 109.0 0.23 0 0.70 0 0 0 0 0 0 0 0.26 0.67 0 0 0 0 (8) G = 0 0 0 0.30 0.65 0 0 0 0 0 0 0 0.30 0.66 0 0 A f\ o 0 u u 0.30 0 0 0.81 A 0 0 0.86 0 0 0 0.19 \ / / \ In concluding this section, it is w orth noting th at a detailed d ata set such as the one used here is not m andatory to estim ate the m atrix coefficients. T he elem ents o f G and can be estim ated by linear regression analysis b ased upon equation (4). Periodic observations on perm anent sam ple plots reporting the num ber of living trees in each diam eter class at the tim e of o b serv atio n , and th e num ber of trees h arvested, if any, betw een o bservations, w ould be a sufficient data base to estim ate th e m atrix m odel . 6
A
p p l ic a t io n t o

atural

Sta n d G

row th

P r o je c t io n s

The m atrices G and the v ecto r c p resen ted above have been com puted using d ata from a m anaged fo rest p ro p erty observed o v er a period of 8 years. C onse3 In this particular case site index did not appear to significantly influence either ingrowth or the transition probabilities. This may be due to the small variation in site quality within the data used. Under other circum stances, and depending upon the purpose o f the model, different matrices could be developed reflecting various site qualities. { i Since the resulting data set would most likely be o f the poole'd cross-section and time-series type, and because the model is com posed of a set of simultaneous difference equations, special attention would have to be paid to two possible estim ation problems, (i) the likelihood that the coefficients a in matrix C be biased toward 1 (N erlove 1967 and 1971). and (ii) the possible cross correlation between residuals relating to each equation. The first problem might be minimized by using variance com ponent m odels, as suggested by N erlove. The second may require the use o f a simultaneous equation estim ating procedure of the Zeilner (1962) type.

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quentiy the m ost appropriate application of the em pirical model should be to analyze only slightly different m anagem ent regim es on the sam e p ro p erty and over a relatively sh o rt tim e span. T o try to project with this m odel the evolution of a stand assum ing no h a rv est and over several decades is indeed a very big extrapolation. N ev erth eless, such an exercise will be p resented. It should not be view ed as a strict validation of the m odel, which should be based on extraneous d ata and was not done here. T he only quantitative indicators of m odel adequacy are the statistical results rep o rted above. The purpose of this section is instead to show the im plications o f the m odel u n d er the extrem e conditions of no h arv est and very long projection periods. O ne would like these long-term predictions to co rresp o n d at least in a general w ay to w hat is know n about the actual grow th of uneven-aged stands. A ssum ing no h arv est consists of setting ht 0 in equation (4) w hich th erefo re becom es y t+e = G y t + c. (9) G iven an initial condition of the stan d described by y 0 one m ay com pute the situation o f the stand after k grow th periods of length 6 from the solution of (9):
y k e = G ky 0 + 2 GiQ
i =0

( 10)

alternatively one m ay use (9) in k iterations. This second p ro ced u re has th e advantage of providing not only th e stand situation at the end of k periods b u t also the dynam ic evolution during the interm ediate y e a rs . 7 T he com putations have been done using the average acre of the pro p erty which pro v id ed the d ata as an initial condition and a tim e un it 6 of 5 y ears, consistent w ith the way the coefficients ( 8 ) w ere estim ated. T he resu lts are sum m arized by Figures 1 and 2. A s Figure 1 show s th e initial diam eter distribution had an inverse J shape reflect ing m any sm all and few large trees. T he upgrow th of sm aller trees resulted in an inverted U distribution after 60 y ears. D uring th at tim e interval ingrow th sur p assed m ortality, resulting in an increase of total num ber of tre e s, while basal area also in creased, bu t at a som ew hat slow er rate (Fig. 2). T he high basal area forced ingrow th to decline below th e m ortality rate, resulting in a decline in total num ber of trees. D ecreased ingrow th coupled w ith continuing upgrow th led after som e 165 years to a J shaped distribution. A t th at tim e the stand had very few large trees, and basal area w as at a minimum. This situation favored ingrow th and led to an increase in the num ber of trees in the sm aller size classes. As a result after 200 years the diam eter distribution had a U shape. A s show n in Figure 2 , the p attern was one of very long oscillations in stand characteristics with a period o f som e 250 years. T he oscillations declined in am plitude and tended tow ard an equilibrium distribution w hich could be readily com puted from eq u a tion (9). A t equilibrium , regardless of the value o f t, one m ust have
yt+e = y t = y *

w here y* is the equilibrium distribution. This condition and equation (9) lead to

7 Another advantage o f the iteration procedure over the use o f equation (10) is that the latter may, for som e values o f y0 and k yield negative elem ents for.y. This occurs if stand density gets very high, leading the ingrowth function (7) to take negative values. As specified by equation (2), ingrowth should take only positive values, which implies from (1) that a low er bound for y u+ is (ju h u). This constraint can most readily be taken into account in the iteration procedure. In our expe rience with the model this situation occurred only in projecting undisturbed stand growth, but not under management conditions.

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DI AMET ER
F i g u r e 1.

CLASS ( c m)

Predicted long-term growth o f an undisturbed northern hardwoods forest stand. Figures in parentheses indicate years from the beginning o f projection, dashed line refers to limiting equi librium distribution o f trees.

y* = (J - G )-1c

(11)

w here I is th e identity m atrix o f o rd er n. As seen from (11) the equilibrium distribution depends only on the grow th potential of the stand as defined by G and c , and it is independent o f the initial stand conditions. T he equilibrium stand d istribution fo r ihe average h e ctare on the p ro p erty analyzed here is rep o rte d in T able 1 . It has a U shape w ith approxim ately th e sam e num ber of trees in the 15.2 and 20.3 cm size classes as in th e 40.6 and 45.7+ cm class. In concluding this section, a few rem arks are in order. F irst, all trees o f 43.1 cm diam eter or larger w ere pooled into a single class and assigned a d iam eter of 45.7 cm to com pute basal area. As a result the basal area of stands with few large trees tended to be underestim ated. T his is likely to exaggerate the fluctuations in basal area appearing in Figure 2 . S econd, only trees of 12.6 cm or larger are explicitly accounted for in the m odel. C onsequently, the equilibrium distribution p red icted by the m odel, w hich has a very flat U shape is m ost likely to be a tru n cated inverse J distribution, w ith m any m ore trees in the less than 12.6 cm diam eter class than in other classes. T his is consistent with the general o b ser vation that the diam eter distribution for m ature uneven-aged stands has an inverse J shape. It seem s clear, how ever, th at the existing d iam eter distribution on the p ro p erty w hich provided the d ata (Fig. 2, distribution (0)) is not that of a m ature u n disturbed stand, but rath er the result of periodic h arv ests. Finally in conditions o f m anaged sta n d s, stand basal area ranges betw een 10 and 30 m 2 /ha, and cutting cycles do not exceed 30 to 40 years. C onsequently, only a short portion of the cu rv es in Figure 2, m ostly the rising portion at low basal areas, is relevant to the study of m anagem ent regim es to w hich we now turn.

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C\J

< cr <
Ld

< CO < m

YEARS
F i g u r e 2.

Predicted developm ent o f total basal area and number o f trees in an undisturbed northern hardwoods forest stand.

ix e d

-P r o p o r t io n H

a r v e s t in g

e g im e s

A fixed-proportion harvesting rule states th at w hen prescribing a h a rv e st the fo rester should m ark a predeterm ined fractio n of trees in each diam eter class. This rule can be conveniently rep re se n te d in th e m odel by a diagonal m atrix H: / ai a2

H =

O C n

w here each indicates the fraction of trees in diam eter class i w hich should be h arv ested during the tim e interval 6. A special case consists o f cti = 1 for i m a-i = 0 otherw ise

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T A B L E 1. vest.

L o n g -te rm equilibrium distribution on average hectare, without har

Diameter class (cm)

Trees n u m b er

Basal area m2 0.7 0.9 1.1 1.4 1.7 3.5 6.2 15.5

15.2 20.3 25.4 30.5 35.6 40.6 45.7 + Total

35.6 27.9 22.5 19.5 17.1 26.7 37.8 187.1

in which case all trees in d iam eter class m and above w ould be h arv ested , b u t none o f th e o thers. A nother special case consists of having all cq = 0 which w ould co rresp o n d to the u n d istu rb ed situation analyzed in the previous section. The h arv est v e c to r has then the expression

ht

= Hyt.

'

( 12)

And th e num ber o f trees resulting from grow th and h arv est m ay be com puted by substituting ht by expression (12) in th e grow th m odel (4):

y t+e --- G ( I - H)yt + c.

(13)

In general, h o w ev er, the h a rv e st will be applied only every y periods, c o rre sponding to a cutting cycle of yd years. T he situation of a stand at the end o f a cutting cycle, given an initial condition y 0 and the proportional harvest H y 0 applied during the tim e interval (0. 6) is then, from (10): = G { I - H ) v q + V G'c.
i= 0

(14)

A lternatively, if it is desired to know the evolution of the stand betw een suc cessive h a rv e sts, equations (13) and (4) can be applied iteratively as yt+e = G {I - H ) y 0 + c yt+2e : Gyt+Q + c ' ... y't+ye = G y t + i y iis + c yt-Hy+l)6 = G ( I H ) v t+ye + C.

(15)

The com putations described by (15) have been applied to predict the long-term evolution of h arv ested stands on the p ro p erty from w hich the data w ere taken. From th e sam ple plots it appeared th at stands w ere harv ested every 35 years ( 7 = 7, 6 = 5 years), and th at the stand conditions, prior to harvest, and the intensity of h a rv est in each diam eter class w ere on average as described by Table 2. C ontinuation of the sam e fixed-proportion harvesting regime would lead the stand to grow in the m anner described by F igures 3 and 4. As these figures show , the harvesting regim e results in diam eter distributions which oscillate m uch less than those predicted for natural stand grow th (Figs. 1 and 2). The harv ested stand appears also to tend m ore rapidly tow ards an equi-

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T A B L E 2. Current a n d long-term equilibrium condition o f the average harvested hectare on a property m a n a g e d under a fixed-proportional harvest and a 35-year cutting cycle.
Current condition Diameter class (cm) Growing stock 1 (trees) n u m ber 15.2 20.3 25.4 30.5 35.6 40.6 45.7+ Basal area (in2) 278.7 141.3 73.1 32.1 12.4 3.5 3.0 17.9 Long-term equilibrium Growing stock (trees)

H arvest (trees) percent'1 43 45 52 69 75 53 95 num ber 119.4 63.5 38.3 22.0 9.1 1.7 .2 8.9

H arvest (trees) num ber 56.8 58.1 45.2 38.8 26.0 15.8 16.8 15.5

num ber p e rc e n t ~ 133.2 129.0 86.7 56.3 34.6 29.7 17.5 25.3 43 45 52 69 75 53 95

1 Growing stock is measured prior to harvest. 3 Proportion of trees harvested from the growing stock in each size class.

librium state. This equilibrium sta te is such th at stand grow th restores the stan d to the prio r-to -h arv est condition y* in one single cutting cycle, y* can be d eterm ined directly from (14) by setting y* = y t+ye = y t , which leads to y* = ( / - G y + G yH )~ 1 Glc i=o (16)

and h* = H y *, the equilibrium harv est. It can be observed again th at the eq u i librium situation of the stand is in d ep en d en t of the initial condition but depends only on the grow th m atrix, the length of the cutting cycle, and th e intensity of the fixed-proportion h arv est. The values of y * and h* for the p ro p erty considered here are rep o rted in T able 2.. It show s that pursuing the current fixed-proportion h arv est with a 35-year cutting cycle w ould m aintain the current inverse J shape o f the diam eter distribution, b u t th e re w ould be m ore large and few er small trees. As Figure 4 indicates, the h a rv e st w ould rem ain fairly constant, at som e 10 to 15 m 2/ha o f basal area, except fo r the first harv est.
E
c o n o m ic

a r v e s t in g

R e g im e s

The fixed-proportion harvest regim es analyzed above co rresp o n d m athem atically to m odifying the grow th m atrix G w hen a harvest is applied. T he m ethod has som e advantages in that no inequality has to be introduced in th e m odel. In p articu lar, since the h arv est is alw ays a fraction of the growing sto ck , there is no risk o f obtaining solutions suggesting negative harvests. As a resu lt all com pu tatio n s m ay be done by sim ple application of the rules of linear algebra. H ow ever, specifying the h a rv est through a H m atrix leads to difficulties w hen the harvest is treated as a variable. In tim ber m anagem ent a h arv est regim e is often sought w hich will satisfy two objectives. F irst, it should produce a co n stan t periodic harvest w ithout depleting the growing stock. Second, the h arv est should be such as to m axim ize a p ro d u c tion objective, eith er in purely physical term s such as m axim izing the volum e p roduced p er unit of tim e, or in econom ic term s in which case m axim izing the

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DI AMET ER
F i g u r e 3.

CLASS

(cm )

Predicted long-term growth o f a northern hardwoods stand subject to a fixed-proportion harvest and a 35-year cutting cycle. Figures in parentheses indicate years from the beginning of projection, dashed line refers to limiting equilibrium distribution o f trees.

p resen t value of production w ould be an appropriate objective, assum ing ade quate prices and in terest rate. In the rem ain d er o f this section the grow th of a stand o ver time will be described by (4), generalized to account for cutting cycles of various length: yt+re = G y(yt ~ ht) + Y G\c
i=0

(17)

w here the h a rv e st ht is applied ev ery yO years. The sustained yield condition requires th at y t = y t+ye = y* and th at ht = ht+ye h*> w hich leads to y* = G y(y* - h*) + 2 1=0 w hich m ay be expressed as h* = (G r)_1(G 7 - l)y* + ( G r f G ' f .
i=0

( I 9)

E quation (19) gives directly the co n stan t periodic harv est h* w hich m ust be applied every y9 years to m aintain any specified stand stru ctu re y*. H ow ever, a solution of (19) is m eaningful only if h* y*, and h* & 0. (20) If these conditions do not hold, then the stand structure y* is not sustainable under the cutting cycle yO.

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O J

Lu!

cr <

C /5 < C YE ARS
F i g u r e 4.

Predicted developm ent o f total basal area and number o f trees in a northern hardwoods stand subject to a fixed-proportion harvest and a 35-year cutting cycle.

In addition to satisfying th e constraints (19) and (20) the residual stock and h arv est w hich w e are seeking m ust m axim ize a certain objective function Z to be specified below . T herefore the m anagem ent problem tak es the form of a linear program . Find h* and y* such th at Z = Z{h*, y*) be m axim um subject to
7 -1

G yh * + ( / - G'Oy* = 2
i= 0

y* h* h*

-0 0.

( 21 )

The form of Z will vary w ith the m anagem ent objective. U nder an econom ic objective, m axim ization o f the present value of retu rn s, net of investm ent in growing stock, is translated by an objective function of the form

z - {v'h* - F)/(( i + ry e - i) - y(y* - b*)

(22)

w here y = (v^, . . . , vn) is a row vector and Vi is the dollar value o f a tree in size class i, n et of variable co sts, i.e ., net of costs incurred by the harvest of one additional tree of th at size.

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F is the fixed costs of harvesting, p e r h e ctare , i.e ., the cost incurred in d ep en dently o f how m any trees are h a rv ested , such as th e co st of m oving m achinery and p ersonnel to a p articu lar site. r is th e in te rest ra te , in p e rc e n t p er year. T h erefo re, y'h* F is the n et value o f the h a rv e st occurring every y d y e ars, and v'(y* h*) is th e o pportu n ity (in vestm ent) c o st of the residual stock left after harv est. T he h a rv est is ta k e n a t the beginning o f each cutting cycle. T he objective function Z is the p re se n t value v ersion (B uongiom o and T eeguarden 1973, A dam s 1976) of the econom ic stocking rule first proposed by D u err and B ond (1952), equating the m arginal value grow th of the stand to th e in terest rate. T he advantage of using (22) as the objective function in the linear program (21) is th at it allow s for the sim ultaneous determ ination, given a specific cutting cy cle, of the econom ic level and diam eter distribution of b o th h arv est and growing stock. In c o n tra st with previous studies, this avoids optim ization for a range of grow ing sto c k s, and su b seq u en t application o f the m arginal retu rn rule. In addition, although this has b een rarely considered, the length of the cutting cycle is itse lf an im p o rtan t variable in choosing an uneven-aged m anagem ent regim e. T he effect of varying the length of the cutting cycle may naturally be d eterm ined here by solving the linear program (21) for different values o f y. From the form of the objective function (22), it m ay be observed th at, fo r a given cutting cycle, the econom ic h a rv e st h* and grow ing stock y* are indepen dent of fixed co sts, F. H o w ev er, as the follow ing exam ple will show , fixed costs are im p o rtan t in determ ining th e length of th e cutting cycle. In this exam ple, econom ic sustainable h arv ests and th e corresponding growing stock have been determ ined fo r a fo rest w hich grow s according to equ atio n (9), w ith th e specific values o f G and c given in (8). V alues of trees of various sizes, y , w ere tak en from A dam s and E k (1974). T hese w ere derived from stum page values, and it is assum ed h ere th a t they are net of variable cost of harvesting. T he in terest rate used w as 5 p e rc e n t p er year. E conom ic harvest and residual stock w ere determ ined for cutting cycles o f 5, 15, 25, and 35 years. T his w as done by solving the linear program d escrib ed by (21) and (22) fo r each cutting cycle. Fixed costs p er h ectare, F, w ere initially set to zero. P re se n t values of the m anagem ent program w ere then com puted fo r the o th er levels o f fixed cost by subtracting the quaniity F /(( 1 -f r)ye 1) from the p resen t values obtained from the linear program for F 0 and cutting cycle y 6. The results ap p ear in T able 3. T hey indicate th at fo r fixed costs o f up to $10/ ha short cutting cycles are b est. T he econom ic strategy would then co n sist in rem oving ev ery 5 years all trees in the 40.6 cm diam eter class and leaving the rem ainder of the stand untouched. T he econom ic cutting cycle increases to 15 y ears for fixed costs of $ 15/ha. It then rem ains at 25 years over a w ide range of fixed costs ($20 to $50/ha). F o r cutting cycles of 15 to 25 years the harvesting strategy w ould be the sam e: rem ove all trees in the 35.6 cm diam eter class and above. Only for fixed costs as high as $75/ha would a cutting cycle o f 35 years be econom ical, but presen t value w ould then be very sm all ($5.20/ha). In this case all trees in d iam eter class 20.3 cm w ould be h a rv ested , in addition to all trees in and above diam eter class 35.6 cm. T able 3 indicates th at, other things equal, the p resen t value of a m anagem ent regim e is very sensitive to fixed costs w hen the cutting cycle is short. L engthening the cutting cycle decreases the im pact of fixed costs since these w ould recu r at longer intervals. Fixed costs of harvesting w ould depend on the organization of the fo rest p ro p erty and on the harvesting technology being used. T able 3 show s that such costs may influence significantly the choice of a harvesting regim e. N ev erth eless, the
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T A B L E 3. E conom ic growing stock, harvest, a n d cutting cycle under a sustained-yield r e g im e .1

Cutting cycle (years) Item Diameter class (cm) 15.2 20.3 25.4 30.5 35.6 40.6 45.7 + 5 117.1 92.7 74.1 64.7 56.6 17.3x 15 139.6 122.3 96.4 84.5 52.6x 18.8x 1.5x H a rve st . Vaiue ($/ha) Basal area (mVha) 48.2 2.2 _ _ Value ($/ha) Basal area (rn2 /ha) Fixed co st ($/ha) 0. 10. ' 15. 20. 30. 50 75. 99.1 19.3 111.0 7.9 199.4 11.6 251.3 16.2 25 93:2 105.3 82.8 71.2 54.6x 36.6x 8.7x 35 114.1 126.3x 83.5 54.9 41.Ox 4 0 .5x 17. lx Timber value 0.04 0.10 0.18 0.26 0.97 2.80 5.04

R esid u a l sto ck 47.7 57.1 17.6 14.5

33.9 10.3

75.6* 39.4* 21.3 - 3 .2 - 3 3 .0 -1 0 5 .4 -1 9 5 .9

N e t p rese n t value (S/ha) 35.8 45.7 36.4 31.6 29.5 31.8* 27.2 27.4* 23.2* 17.9 -0 .6 14.8* - 2 3 .8 4.4

21.7 19.5 18.4 17.3 15.1 10.6 5.1*

1 x indicates a totally harvested diameter class. * Indicates the maximum net present value, given the specified fixed co st, over all four cutting cycles. Timber values are net o f variable harvesting costs, per tree. Interest rate is 5 percent per year.

d ata ten d to indicate th at in this exam ple harvesting regim es specifying cutting cycles o f 20 to 30 years and rem oving all trees in the 35.6 cm class and above should be ad eq u ate, over a broad range of fixed costs. A nother useful observ atio n from the point of view of practical m anagem ent is th at, although T able 3 refers to equilibrium , sustained-yield situations, it also indicates the h arvesting strategy which could be applied to co n v ert a stand in any initial condition into a chosen sustained-yield regim e. F o r exam ple, if the growing stock and h a rv est corresponding to a 5-year cutting cycle in Table 3 is the desired m anagem ent goal, th en such a goal can be attained, or at least progressively approached by applying the sim ple rule of harvesting every 5 years all trees in diam eter class 40.6 cm and above. T hat this will ultim ately lead to the diam eter distribution and h a rv e st described by the first colum n of T able 3, regardless of the initial condition o f the stand, can readily be verified by applying equation (16) in w hich the h a rv e st m atrix H is such th a t a x, . . . , a 5 = 0 and oc6 a 7 = 1. W hether this conversion strategy is optim al is unclear, b u t it h as at least the advantage of doing the conversion very slow ly, in effect postponing conversion indefinitely. T his should have som e advantage since a slow conversion allow s the m anager to b e st ad ap t to new conditions. T ypically, he is co n stan tly adjusting his long-term goal in function of a changing environm ent. T herefore, his sh o rt term m anagem ent should be consistent w ith the long-term goal, b u t it should not be designed to reach th at goal as soon as possible.
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Sum

m ary a n d

C o n c l u s io n s

T he grow th o f an uneven-aged forest w as re p re se n te d by a m atrix m odel operating on a v e c to r describing the diam eter distrib u tio n of th e fo rest at a specific p o in t in tim e. T he m odel coefficients rep resen ted (i) probabilities th at trees in a given diam eter class w ould either m ove up into a higher diam eter class or stay in the sam e class , and (ii) ingrow th into th e sm allest class and effect on ingrow th of trees in o th er classes. P aram eters of th e m odel w ere estim ated from data relating to a n o rth ern hardw oods industrial p ro p erty in th e N orth-C entral region o f the U nited S tates. T he resulting m odel w as u sed to p red ict long-term grow th o f stan d s under various harvesting regim es or un d istu rb ed grow th. It was found th at u n disturbed grow th w ould lead to dam pened oscillations of th e diam eter distribution w ith a very slow tendency tow ards an equilibrium . H a rv e st was first rep re se n te d in the m odel by a m atrix representing th e rem oval of a fixed proportion of tree s from each d iam eter class. It w as found th at on the p ro p erty of interest co n tin uation of the cu rre n t harvesting regim e, w hich consisted of a fixed-proportion h a rv est applied every 35 y ears, tended to m aintain th e cu rre n t shape of the d i am eter d istribution, increase the num ber o f tre e s, d ecrease the am plitude o f n a t ural oscillations in stand ch aracteristics, accelerate the transition to an equilib rium regim e, and m aintain an approxim ately co n stan t h arv est. M ore flexible harvesting regim es w ere rep re se n te d by a variable h a rv est vector. In th at form the m odel w as applied to determ ine sustained-yield harvesting regim es w hich w ould m axim ize p resen t value of future h a rv e sts, net o f harvesting costs an d o f in v estm ent in growing stock. Using lin ear program m ing, the econom ic level o f h arv est and residual growing stock, as well as th e cutting cycle w ere jo in tly determ ined. It ap p eared that the length of the cutting cycle depends on the level o f fixed, p er h e ctare , harvesting costs. T he resulting m arking guides w ere alw ays sim ple, suggesting th e rem oval of all trees w ithin specific diam eter classes, at fixed intervals. It w as show n th at application of such a m anagem ent regim e w ould p rogressively co n v ert the fo rest to a stead y state condition, independent o f the initial state. T he stead y state could be determ ined analytically. It should be kept in mind that som e of th e assum ptions m ade w ere d rastic , particularly in the econom ic calculations w here fixed prices w ere assum ed. U n certainty regarding the value of the p ro d u cts rem ains the biggest, and m ost dif ficult p ro b lem a forest m anager m ust face. In th a t regard th e conversion strategies suggested in the last p a rt of th e paper have the advantage of doing the co n v ersio n in a co n serv ativ e, very slow m anner, allow ing the m anager to ad ap t to a changing environm ent. R egarding the ch aracteristics of the grow th m odel itself, its main draw back is to ignore species com position, although w ith adequate data it should be possible to distinguish at least a few m ajor species. In those efforts it w ould be w orthw hile to m aintain the inherently sim ple stru ctu re of the m odel w hich m akes it easy to in terp ret, estim ate, and apply.
L
it e r a t u r e

C it e d

A dam s,

D. M. 1976. A note on the interdependence of stand structure and best stocking in a selection forest. Forest Sci 22:180-184. A d a m s , D. M ., and A . R. E k . 1974. Optimizing the management o f uneven-aged forest stands. Can J Forest R es 4:274 287. A d a m s , D. M ., and A . R. E k . 1975. Derivation o f optimal management guides for individual stands. In System s analysis and forest resource management (J. C. M eadow s, B. B. Bare, K. W. Ware, and C. R ow , eds). p 132-147. Soc Am For, B ethesda. Md. B e d d i n g t o m , J. R. 1974. Age structure, sex ratio and population density in the harvesting o f natural animal populations. J Appl Ecol 11:915-924. B e d d j n g t o n , J. R .. and D. B , T a y l o r . 1973. Optimum age specific harvesting of a population. Biom etrics 29:801 809.

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model of forest growth. J E col 60:849-872. 1973. A n econom ic model for selecting Douglas-fir re forestation projects. Hilgardia 42(3):35 120. D o u b l e D a y , W. G. 1975. H arvesting in matrix population models. Biometrics 31:189-200. D e r r , W. A ., and W. E . B o n d . 1952. Optimum stocking o f a selection forest. J For 50:12-16. E k , A. R. 1974. N onlinear models for stand table projection in northern hardwood stands. Can J Forest Res 4:23-27. E k, A. R ., and R. A. M o n s e r u d . 1974. FOREST: A com puter model for the growth and reproduc tion o f mixed sp ecies forest stands. U niv W isconsin, Coll Agric Life Sci Res Rep R2635, 85 p. E k , A. R ., and R. A. M o n s e r u d . 1979. Performance and com parison o f stand growth models based on individual tree and diam eter-class growth. Can J Forest Res 9:231-244. F r i e s , J. 1974. Growth models for tree and stand simulation. R C o l l F o r , Res N o t e 30, 379 p. H u s h , B ., M i l l e r , C. I., and B e e r s, T, W. 1972. Forest mensuration. 2d ed. Ronald Press, N ew York. 410 p. L ea k , W. B ., and R. E. G r a b e r . 1976. Seedling input, death and growth in uneven-aged northern hardwoods. Can J F orest Res 6:368 374. L e a r y , R. A. 1970. S ystem identification principles in studies o f forest dynam ics. U S D A Forest Serv, Res Pap NC-45, 38 p. North Cent Forest Exp Stn, St. Paul, Minn. L e f k o v i t c h , L . P. 1965. A study o f population growth in organisms grouped by stages. Biometrics 21:1-18. L e f k o v i t c h , L . P. 1966. A theoretical evaluation o f population growth after removing individuals from som e age groups. Bull Ent R es 57:437 445. L e s l i e , P. H. 1945. On the use o f matrices in certain population mathematics. Biometrika 33:183212. L e s l i e , P . H. 1948. Som e further notes on the use o f matrices in population mathematics. Biometrika

35:213-245.
L e w i s , E. G. 1942. On the generation and growth o f a population. Sankhya 6:93-96. M o s e r , j . 1967. Growth and yield models for uneven-aged stands. Ph D thesis, Purdue U niv, La N e r l o v e , M.

fayette, Ind. 166 p. (U niv Microfilms 67-16, 684). 1967. Experimental evidence on t h e estim ation o f dynam ic econom ic relations from a time series o f cross sections. Econ Stud Q 18:42 74. N e r l o v e , M . 1971. F u r t h e r e v i d e n c e o n t h e e s t i m a t i o n o f d y n a m i c e c o n o m i c r e l a t i o n s f r o m a t i m e s e r i e s o f c r o s s s e c t i o n s . E c o n o m t r i c a 39:359-382. R o r r e s , C. 1976. Optimal sustainable y i e l d o f a renewable resource. B i o m e t r i c s 32:945 948R o r r e s , C. 1978. A linear programming approach to the optimal sustainable harvesting o f a forest. J Environ Manage 6:245 254, R o r r e s , C ., and W. F a i r . 1975. Optimal harvesting policy for an age-specific population. Math Biosci 24:31-47. S h u g a r t , H. H ., and D . C. W e s t . 1977. Developm ent of an Appalachian deciduous forest su cces sion model and its application to assessm ent o f the impact o f the chestnut blight. J Environ Manage 5:161 179. U s h e r , M . B . 1966. A matrix approach to the management o f renewable resources, with special reference to selection forests. J AppI E col 3:355 367. U s h e r , M. B. 1969a. A matrix model for forest management. Biometrics 25:309 315. U s h e r , M. B . 1969b. A matrix approach to the management o f renewable resources, with special reference to selection forests two extensions. J Appl E col 6:247-248. U s h e r . M. B . 1976. E xtensions to m odels, used in renewable resource management, which incor porate an arbitrary structure. J Environ Manage 4:123-140. W a d s w o r t h , R. 1977. A study o f diameter distributions o f an uneven-aged tropical forest by means o f a transition matrix model. Ph D thesis, U niv W ashington. 165 p. (U niv Microfilms 78-981). Z e l l n e r , A. 1 9 6 2 . An efficient method of estimating seem ingly unrelated regressions and tests for aggregation bias. J Am Stat A ssoc 55:348-368.

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