Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.

Phase synchronization between stratospheric and tropospheric quasi-biennial and semi-annual oscillations

A combination of singular systems analysis and analytic phase techniques are used to investigate the possible occurrence in observations of coherent synchronization between quasi-biennial and semi-annual oscillations (QBOs; SAOs) in the stratosphere and troposphere. Time series of zonal mean zonal winds near the Equator are analysed from the ERA-40 and ERA-interim reanalysis datasets over a ∼ 50-year period. In the stratosphere, the QBO is found to synchronize with the SAO almost all the time, but with a frequency ratio that changes erratically between 4:1, 5:1 and 6:1. A similar variable synchronization is also evident in the tropical troposphere between semi-annual and quasi-biennial cycles (known as TBOs). Mean zonal winds from ERA-40 and ERA-interim, and also time series of indices for the Indian and West Pacific monsoons, are commonly found to exhibit synchronization, with SAO/TBO ratios that vary between 4:1 and 7:1. Coherent synchronization between the QBO and tropical TBO does not appear to persist for long intervals, however. This suggests that both the QBO and tropical TBOs may be separately synchronized to SAOs that are themselves enslaved to the seasonal cycle, or to the annual cycle itself. However, the QBO and TBOs are evidently only weakly coupled between themselves and are frequently found to lose mutual coherence when each changes its frequency ratio to its respective SAO. This suggests a need to revise a commonly cited paradigm that advocates the use of stratospheric QBO indices as a predictor for tropospheric phenomena such as monsoons and hurricanes. © 2012 Royal Meteorological Society.

Future-proofed energy design for dwellings: Case studies from England and application to the Code for Sustainable Homes

This paper investigates 'future-proofing' as an unexplored yet all-important aspect in the design of low-energy dwellings. It refers particularly to adopting lifecycle thinking and accommodating risks and uncertainties in the selection of fabric energy efficiency measures and low or zero-carbon technologies. Based on a conceptual framework for future-proofed design, the paper first presents results from the analysis of two 'best practice' housing developments in England; i.e., North West Cambridge in Cambridge and West Carclaze and Baal in St. Austell, Cornwall. Second, it examines the 'Energy and CO2 Emissions' part of the Code for Sustainable Homes to reveal which design criteria and assessment methods can be practically integrated into this established building certification scheme so that it can become more dynamic and future-oriented.Practical application: Future-proofed construction is promoted implicitly within the increasingly stringent building regulations; however, there is no comprehensive method to readily incorporate futures thinking into the energy design of buildings. This study has a three-fold objective of relevance to the building industry:Illuminating the two key categories of long-term impacts in buildings, which are often erroneously treated interchangeably:- The environmental impact of buildings due to their long lifecycles.- The environment's impacts on buildings due to risks and uncertainties affecting the energy consumption by at least 2050. This refers to social, technological, economic, environmental and regulatory (predictable or unknown) trends and drivers of change, such as climate uncertainty, home-working, technology readiness etc.Encouraging future-proofing from an early planning stage to reduce the likelihood of a prematurely obsolete building design.Enhancing established building energy assessment methods (certification, modelling or audit tools) by integrating a set of future-oriented criteria into their methodologies. © 2012 The Chartered Institution of Building Services Engineers.