Initial distribution spread: A density forecasting approach

Ensemble forecasting of nonlinear systems involves the use of a model to run forward a discrete ensemble (or set) of initial states. Data assimilation techniques tend to focus on estimating the true state of the system, even though model error limits the value of such efforts. This paper argues for choosing the initial ensemble in order to optimise forecasting performance rather than estimate the true state of the system. Density forecasting and choosing the initial ensemble are treated as one problem. Forecasting performance can be quantified by some scoring rule. In the case of the logarithmic scoring rule, theoretical arguments and empirical results are presented. It turns out that, if the underlying noise dominates model error, we can diagnose the noise spread.

Sector and regional factors in real estate returns

This paper presents a simple method to measure the effect of sector and regional factors in real estate returns, and thus provides a quantitative framework for analysing the relative impact of these two diversification categories to real estate portfolio selection. Using data on Retail, Office and Industrial properties spread across 326 real estate locations in the UK, over the period 1981 to 1995, the results show that the performance of real estate is largely sector-driven. A result in line with previous work. Which implies that the sector composition of the real estate fund should be the first level of analysis in constructing and managing the real estate portfolio. As a consequence real estate fund managers need to pay more attention to the sector allocation of their portfolios than the regional spread.

An integrated view of data quality in Earth observation

Data quality is a difficult notion to define precisely, and different communities have different views and understandings of the subject. This causes confusion, a lack of harmonization of data across communities and omission of vital quality information. For some existing data infrastructures, data quality standards cannot address the problem adequately and cannot fulfil all user needs or cover all concepts of data quality. In this study, we discuss some philosophical issues on data quality. We identify actual user needs on data quality, review existing standards and specifications on data quality, and propose an integrated model for data quality in the field of Earth observation (EO). We also propose a practical mechanism for applying the integrated quality information model to a large number of datasets through metadata inheritance. While our data quality management approach is in the domain of EO, we believe that the ideas and methodologies for data quality management can be applied to wider domains and disciplines to facilitate quality-enabled scientific research.

Extratropical cyclones and the projected decline of winter Mediterranean precipitation in the CMIP5 models

The Mediterranean region has been identified as a climate change "hot-spot" due to a projected reduction in precipitation and fresh water availability which has potentially large socio-economic impacts. To increase confidence in these projections, it is important to physically understand how this precipitation reduction occurs. This study quantifies the impact on winter Mediterranean precipitation due to changes in extratropical cyclones in 17 CMIP5 climate models. In each model, the extratropical cyclones are objectively tracked and a simple approach is applied to identify the precipitation associated to each cyclone. This allows us to decompose the Mediterranean precipitation reduction into a contribution due to changes in the number of cyclones and a contribution due to changes in the amount of precipitation generated by each cyclone. The results show that the projected Mediterranean precipitation reduction in winter is strongly related to a decrease in the number of Mediterranean cyclones. However, the contribution from changes in the amount of precipitation generated by each cyclone are also locally important: in the East Mediterranean they amplify the precipitation trend due to the reduction in the number of cyclones, while in the North Mediterranean they compensate for it. Some of the processes that determine the opposing cyclone precipitation intensity responses in the North and East Mediterranean regions are investigated by exploring the CMIP5 inter-model spread.

Monitoring scan asymmetry of microwave humidity sounding channels using simultaneous all angle collocations (SAACs)

Simultaneous all angle collocations (SAACs) of microwave humidity sounders (AMSU-B and MHS) on-board polar orbiting satellites are used to estimate scan-dependent biases. This method has distinct advantages over previous methods, such as that the estimated scan-dependent biases are not influenced by diurnal differences between the edges of the scan and the biases can be estimated for both sides of the scan. We find the results are robust in the sense that biases estimated for one satellite pair can be reproduced by double differencing biases of these satellites with a third satellite. Channel 1 of these instruments shows the least bias for all satellites. Channel 2 has biases greater than 5 K, thus needs to be corrected. Channel 3 has biases of about 2 K and more and they are time varying for some of the satellites. Channel 4 has the largest bias which is about 15 K when the data are averaged for 5 years, but biases of individual months can be as large as 30 K. Channel 5 also has large and time varying biases for two of the AMSU-Bs. NOAA-15 (N15) channels are found to be affected the most, mainly due to radio frequency interference (RFI) from onboard data transmitters. Channel 4 of N15 shows the largest and time varying biases, so data of this channel should only be used with caution for climate applications. The two MHS instruments show the best agreement for all channels. Our estimates may be used to correct for scan-dependent biases of these instruments, or at least used as a guideline for excluding channels with large scan asymmetries from scientific analyses.

Steric sea level variability (1993-2010) in an ensemble of ocean reanalyses and objective analyses

Quantifying the effect of the seawater density changes on sea level variability is of crucial importance for climate change studies, as the sea level cumulative rise can be regarded as both an important climate change indicator and a possible danger for human activities in coastal areas. In this work, as part of the Ocean Reanalysis Intercomparison Project, the global and regional steric sea level changes are estimated and compared from an ensemble of 16 ocean reanalyses and 4 objective analyses. These estimates are initially compared with a satellite-derived (altimetry minus gravimetry) dataset for a short period (2003–2010). The ensemble mean exhibits a significant high correlation at both global and regional scale, and the ensemble of ocean reanalyses outperforms that of objective analyses, in particular in the Southern Ocean. The reanalysis ensemble mean thus represents a valuable tool for further analyses, although large uncertainties remain for the inter-annual trends. Within the extended intercomparison period that spans the altimetry era (1993–2010), we find that the ensemble of reanalyses and objective analyses are in good agreement, and both detect a trend of the global steric sea level of 1.0 and 1.1 ± 0.05 mm/year, respectively. However, the spread among the products of the halosteric component trend exceeds the mean trend itself, questioning the reliability of its estimate. This is related to the scarcity of salinity observations before the Argo era. Furthermore, the impact of deep ocean layers is non-negligible on the steric sea level variability (22 and 12 % for the layers below 700 and 1500 m of depth, respectively), although the small deep ocean trends are not significant with respect to the products spread.

New scientific paradigms for probiotics and prebiotics

The inaugural meeting of the International Scientific Association for Probiotics and Prebiotics (ISAPP) was held May 3 to May 5 2002 in London, Ontario, Canada. A group of 63 academic and industrial scientists from around the world convened to discuss current issues in the science of probiotics and prebiotics. ISAPP is a non-profit organization comprised of international scientists whose intent is to strongly support and improve the levels of scientific integrity and due diligence associated with the study, use, and application of probiotics and prebiotics. In addition, ISAPP values its role in facilitating communication with the public and healthcare providers and among scientists in related fields on all topics pertinent to probiotics and prebiotics. It is anticipated that such efforts will lead to development of approaches and products that are optimally designed for the improvement of human and animal health and well being. This article is a summary of the discussions, conclusions, and recommendations made by 8 working groups convened during the first ISAPP workshop focusing on the topics of: definitions, intestinal flora, extra-intestinal sites, immune function, intestinal disease, cancer, genetics and genomics, and second generation prebiotics. Humans have evolved in symbiosis with an estimated 1014 resident microorganisms. However, as medicine has widely defined and explored the perpetrators of disease, including those of microbial origin, it has paid relatively little attention to the microbial cells that constitute the most abundant life forms associated with our body. Microbial metabolism in humans and animals constitutes an intense biochemical activity in the body, with profound repercussions for health and disease. As understanding of the human genome constantly expands, an important opportunity will arise to better determine the relationship between microbial populations within the body and host factors (including gender, genetic background, and nutrition) and the concomitant implications for health and improved quality of life. Combined human and microbial genetic studies will determine how such interactions can affect human health and longevity, which communication systems are used, and how they can be influenced to benefit the host. Probiotics are defined as live microorganisms which, when administered in adequate amounts confer a health benefit on the host.1 The probiotic concept dates back over 100 years, but only in recent times have the scientific knowledge and tools become available to properly evaluate their effects on normal health and well being, and their potential in preventing and treating disease. A similar situation exists for prebiotics, defined by this group as non-digestible substances that provide a beneficial physiological effect on the host by selectively stimulating the favorable growth or activity of a limited number of indigenous bacteria. Prebiotics function complementary to, and possibly synergistically with, probiotics. Numerous studies are providing insights into the growth and metabolic influence of these microbial nutrients on health. Today, the science behind the function of probiotics and prebiotics still requires more stringent deciphering both scientifically and mechanistically. The explosion of publications and interest in probiotics and prebiotics has resulted in a body of collective research that points toward great promise. However, this research is spread among such a diversity of organisms, delivery vehicles (foods, pills, and supplements), and potential health targets such that general conclusions cannot easily be made. Nevertheless, this situation is rapidly changing on a number of important fronts. With progress over the past decade on the genetics of lactic acid bacteria and the recent, 2,3 and pending, 4 release of complete genome sequences for major probiotic species, the field is now armed with detailed information and sophisticated microbiological and bioinformatic tools. Similarly, advances in biotechnology could yield new probiotics and prebiotics designed for enhanced or expanded functionality. The incorporation of genetic tools within a multidisciplinary scientific platform is expected to reveal the contributions of commensals, probiotics, and prebiotics to general health and well being and explicitly identify the mechanisms and corresponding host responses that provide the basis for their positive roles and associated claims. In terms of human suffering, the need for effective new approaches to prevent and treat disease is paramount. The need exists not only to alleviate the significant mortality and morbidity caused by intestinal diseases worldwide (especially diarrheal diseases in children), but also for infections at non-intestinal sites. This is especially worthy of pursuit in developing nations where mortality is too often the outcome of food and water borne infection. Inasmuch as probiotics and prebiotics are able to influence the populations or activities of commensal microflora, there is evidence that they can also play a role in mitigating some diseases. 5,6 Preliminary support that probiotics and prebiotics may be useful as intervention in conditions including inflammatory bowel disease, irritable bowel syndrome, allergy, cancer (especially colorectal cancer of which 75% are associated with diet), vaginal and urinary tract infections in women, kidney stone disease, mineral absorption, and infections caused by Helicobacter pylori is emerging. Some metabolites of microbes in the gut may also impact systemic conditions ranging from coronary heart disease to cognitive function, suggesting the possibility that exogenously applied microbes in the form of probiotics, or alteration of gut microecology with prebiotics, may be useful interventions even in these apparently disparate conditions. Beyond these direct intervention targets, probiotic cultures can also serve in expanded roles as live vehicles to deliver biologic agents (vaccines, enzymes, and proteins) to targeted locations within the body. The economic impact of these disease conditions in terms of diagnosis, treatment, doctor and hospital visits, and time off work exceeds several hundred billion dollars. The quality of life impact is also of major concern. Probiotics and prebiotics offer plausible opportunities to reduce the morbidity associated with these conditions. The following addresses issues that emerged from 8 workshops (Definitions, Intestinal Flora, Extra-Intestinal Sites, Immune Function, Intestinal Disease, Cancer, Genomics, and Second Generation Prebiotics), reflecting the current scientific state of probiotics and prebiotics. This is not a comprehensive review, however the study emphasizes pivotal knowledge gaps, and recommendations are made as to the underlying scientific and multidisciplinary studies that will be required to advance our understanding of the roles and impact of prebiotics, probiotics, and the commensal microflora upon health and disease management.

Back from beyond the bid-ask spread: perspectives on liquidity

Research into the topic of liquidity has greatly benefited from the availability of data. Although bid-ask spreads were inaccessible to researchers, Roll (1984) provided a conceptual model that estimated the effective bid-ask prices from regular time series data, recorded on a daily or longer interval. Later data availability improved and researchers were able to address questions regarding the factors that influenced the spreads and the relationship between spreads and risk, return and liquidity. More recently transaction data have been used to measure the effective spread and researchers have been able to refine the concepts of liquidity to include the impact of transactions on price movements (Clayton and McKinnon, 2000) on a trade-by-trade analysis. This paper aims to use techniques that combine elements from all three approaches and, by studying US data over a relatively long time period, to throw light on earlier research as well as to reveal the changes in liquidity over the period controlling for extraneous factors such as market, age and size of REIT. It also reveals some comparable results for the UK market over the same period.

Back from beyond bid-ask spread: estimating liquidity in international markets

Research on the topic of liquidity has greatly benefited from the improved availability of data. Researchers have addressed questions regarding the factors that influence bid-ask spreads and the relationship between spreads and risk, return and liquidity. Intra-day data have been used to measure the effective spread and researchers have been able to refine the concepts of liquidity to include the price impact of transactions on a trade-by-trade analysis. The growth in the creation of tax-transparent securities has greatly enhanced the visibility of securitized real estate, and has naturally led to the question of whether the increased visibility of real estate has caused market liquidity to change. Although the growth in the public market for securitized real estate has occurred in international markets, it has not been accompanied by universal publication of transaction data. Therefore this paper develops an aggregate daily data-based test for liquidity and applies the test to US data in order to check for consistency with the results of prior intra-day analysis. If the two approaches produce similar results, we can apply the same technique to markets in which less detailed data are available and offer conclusions on the liquidity of a wider set of markets.

Quantifying the impact and relevance of scientific research

Qualitative and quantitative methods are being developed to measure the impacts of research on society, but they suffer from serious drawbacks associated with linking a piece of research to its subsequent impacts. We have developed a method to derive impact scores for individual research publications according to their contribution to answering questions of quantified importance to end users of research. To demonstrate the approach, here we evaluate the impacts of research into means of conserving wild bee populations in the UK. For published papers, there is a weak positive correlation between our impact score and the impact factor of the journal. The process identifies publications that provide high quality evidence relating to issues of strong concern. It can also be used to set future research agendas.

‘These changes and accessions of knowledge’: translation, scientific travel writing and modernity - Alexander von Humboldt's Personal Narrative

A second English translation of Alexander von Humboldt's account of travel to South America, the Relation historique (1814–25), was published between 1852 and 1853. Appearing some 30 years after the first seven-volume translation (1814–29) by Helen Maria Williams, this second rendering of the Personal Narrative by Thomasina Ross was an abridged version that aimed to make Humboldt's travelogue more relevant to the mid-century reader. This translation has largely been overlooked by Humboldt scholars, despite it being a far more affordable, accessible and popular edition. I discuss here how Ross's revisions can be understood within a larger process of rereading and revision that responded to critics’ assessments of the first translation. Emphasising the status of the Personal Narrative as a text in flux, I assess how Ross modernised it to meet the demands of a new readership, recasting the image that Humboldt had constructed of himself as a travelling scientist, scientific writer and member of the international scientific community.

A complex system perspective on the emergence and spread of infectious diseases: integrating economic and ecological aspects

The emergence and spread of infectious diseases reflects the interaction of ecological and economic factors within an adaptive complex system. We review studies that address the role of economic factors in the emergence and spread of infectious diseases and identify three broad themes. First, the process of macro-economic growth leads to environmental encroaching, which is related to the emergence of infectious diseases. Second, there are a number of mutually reinforcing processes associated with the emergence/spread of infectious diseases. For example, the emergence and spread of infectious diseases can cause significant economic damages, which in turn may create the conditions for further disease spread. Also, the existence of a mutually reinforcing relationship between global trade and macroeconomic growth amplifies the emergence/spread of infectious diseases. Third, microeconomic approaches to infectious disease point to the adaptivity of human behavior, which simultaneously shapes the course of epidemics and responds to it. Most of the applied research has been focused on the first two aspects, and to a lesser extent on the third aspect. With respect to the latter, there is a lack of empirical research aimed at characterizing the behavioral component following a disease outbreak. Future research should seek to fill this gap and develop hierarchical econometric models capable of integrating both macro and micro-economic processes into disease ecology.

The GCM–Reality Intercomparison Project for SPARC (GRIPS): scientific issues and initial results

To investigate the effects of the middle atmosphere on climate, the World Climate Research Programme is supporting the project "Stratospheric Processes and their Role in Climate" (SPARC). A central theme of SPARC, to examine model simulations of the coupled troposphere—middle atmosphere system, is being performed through the initiative called GRIPS (GCM—Reality Intercomparison Project for SPARC). In this paper, an overview of the objectives of GRIPS is given. Initial activities include an assessment of the performance of middle atmosphere climate models, and preliminary results from this evaluation are presented here. It is shown that although all 13 models evaluated represent most major features of the mean atmospheric state, there are deficiencies in the magnitude and location of the features, which cannot easily be traced to the formulation (resolution or the parameterizations included) of the models. Most models show a cold bias in all locations, apart from the tropical tropopause region where they can be either too warm or too cold. The strengths and locations of the major jets are often misrepresented in the models. Looking at three—dimensional fields reveals, for some models, more severe deficiencies in the magnitude and positioning of the dominant structures (such as the Aleutian high in the stratosphere), although undersampling might explain some of these differences from observations. All the models have shortcomings in their simulations of the present—day climate, which might limit the accuracy of predictions of the climate response to ozone change and other anomalous forcing.

The influence of vegetation, fire spread and fire behaviour on biomass burning and trace gas emissions: results from a process-based model

A process-based fire regime model (SPITFIRE) has been developed, coupled with ecosystem dynamics in the LPJ Dynamic Global Vegetation Model, and used to explore fire regimes and the current impact of fire on the terrestrial carbon cycle and associated emissions of trace atmospheric constituents. The model estimates an average release of 2.24 Pg C yr−1 as CO2 from biomass burning during the 1980s and 1990s. Comparison with observed active fire counts shows that the model reproduces where fire occurs and can mimic broad geographic patterns in the peak fire season, although the predicted peak is 1–2 months late in some regions. Modelled fire season length is generally overestimated by about one month, but shows a realistic pattern of differences among biomes. Comparisons with remotely sensed burnt-area products indicate that the model reproduces broad geographic patterns of annual fractional burnt area over most regions, including the boreal forest, although interannual variability in the boreal zone is underestimated.