2 resultados para Markov additive processes
em Duke University
Resumo:
We develop a model for stochastic processes with random marginal distributions. Our model relies on a stick-breaking construction for the marginal distribution of the process, and introduces dependence across locations by using a latent Gaussian copula model as the mechanism for selecting the atoms. The resulting latent stick-breaking process (LaSBP) induces a random partition of the index space, with points closer in space having a higher probability of being in the same cluster. We develop an efficient and straightforward Markov chain Monte Carlo (MCMC) algorithm for computation and discuss applications in financial econometrics and ecology. This article has supplementary material online.
Resumo:
Increasing atmospheric carbon dioxide (CO2) from anthropogenic sources is acidifying marine environments resulting in potentially dramatic consequences for the physical, chemical and biological functioning of these ecosystems. If current trends continue, mean ocean pH is expected to decrease by ~0.2 units over the next ~50 years. Yet, there is also substantial temporal variability in pH and other carbon system parameters in the ocean resulting in regions that already experience change that exceeds long-term projected trends in pH. This points to short-term dynamics as an important layer of complexity on top of long-term trends. Thus, in order to predict future climate change impacts, there is a critical need to characterize the natural range and dynamics of the marine carbonate system and the mechanisms responsible for observed variability. Here, we present pH and dissolved inorganic carbon (DIC) at time intervals spanning 1 hour to >1 year from a dynamic, coastal, temperate marine system (Beaufort Inlet, Beaufort NC USA) to characterize the carbonate system at multiple time scales. Daily and seasonal variation of the carbonate system is largely driven by temperature, alkalinity and the balance between primary production and respiration, but high frequency change (hours to days) is further influenced by water mass movement (e.g. tides) and stochastic events (e.g. storms). Both annual (~0.3 units) and diurnal (~0.1 units) variability in coastal ocean acidity are similar in magnitude to 50 year projections of ocean acidity associated with increasing atmospheric CO2. The environmental variables driving these changes highlight the importance of characterizing the complete carbonate system rather than just pH. Short-term dynamics of ocean carbon parameters may already exert significant pressure on some coastal marine ecosystems with implications for ecology, biogeochemistry and evolution and this shorter term variability layers additive effects and complexity, including extreme values, on top of long-term trends in ocean acidification.