Robust evaluation of fixed-event forecast rationality

In this paper we introduce a new testing procedure for evaluating the rationality of fixed-event forecasts based on a pseudo-maximum likelihood estimator. The procedure is designed to be robust to departures in the normality assumption. A model is introduced to show that such departures are likely when forecasters experience a credibility loss when they make large changes to their forecasts. The test is illustrated using monthly fixed-event forecasts produced by four UK institutions. Use of the robust test leads to the conclusion that certain forecasts are rational while use of the Gaussian-based test implies that certain forecasts are irrational. The difference in the results is due to the nature of the underlying data. Copyright © 2001 John Wiley & Sons, Ltd.

Modulation of event-related desynchronization during kinematic and kinetic hand movements

Background Event-related desynchronization/synchronization (ERD/ERS) is a relative power decrease/increase of electroencephalogram (EEG) in a specific frequency band during physical motor execution and mental motor imagery, thus it is widely used for the brain-computer interface (BCI) purpose. However what the ERD really reflects and its frequency band specific role have not been agreed and are under investigation. Understanding the underlying mechanism which causes a significant ERD would be crucial to improve the reliability of the ERD-based BCI. We systematically investigated the relationship between conditions of actual repetitive hand movements and resulting ERD. Methods Eleven healthy young participants were asked to close/open their right hand repetitively at three different speeds (Hold, 1/3 Hz, and 1 Hz) and four distinct motor loads (0, 2, 10, and 15 kgf). In each condition, participants repeated 20 experimental trials, each of which consisted of rest (8–10 s), preparation (1 s) and task (6 s) periods. Under the Hold condition, participants were instructed to keep clenching their hand (i.e., isometric contraction) during the task period. Throughout the experiment, EEG signals were recorded from left and right motor areas for offline data analysis. We obtained time courses of EEG power spectrum to discuss the modulation of mu and beta-ERD/ERS due to the task conditions. Results We confirmed salient mu-ERD (8–13 Hz) and slightly weak beta-ERD (14–30 Hz) on both hemispheres during repetitive hand grasping movements. According to a 3 × 4 ANOVA (speed × motor load), both mu and beta-ERD during the task period were significantly weakened under the Hold condition, whereas no significant difference in the kinetics levels and interaction effect was observed. Conclusions This study investigates the effect of changes in kinematics and kinetics on resulting ERD during repetitive hand grasping movements. The experimental results suggest that the strength of ERD may reflect the time differentiation of hand postures in motor planning process or the variation of proprioception resulting from hand movements, rather than the motor command generated in the down stream, which recruits a group of motor neurons.

The low-latitude boundary layer: Application of ISTP advances to past data

The destruction of the four Cluster craft was a major loss to the planned ISTP effort, of which studies of the magnetopause and low-latitude boundary layer (LLBL) were an important part. While awaiting the re-flight mission, Cluster-II, we have been applying advances in our understanding made using other ISTP craft (like Polar and Wind) and using ground-based facilities (in particular the EISCAT incoherent scatter radars and the SuperDARN HF coherent radars) to measurements of the LLBL made in 1984 and 1985 by the AMPTE-UKS and -IRM spacecraft pair. In particular, one unexplained result of the AMPTE mission was that the electron characteristics could, in nearly all cases, order independent measurements near the magnetopause, such as the magnetic field, ion temperatures and the plasma flow. Studies of the cusp have shown that the precipitation is ordered by the time-elapsed since the field line was opened by reconnection. This insight has allowed us to reanalyse the AMPTE data and show that the ordering by the transition parameter is also due to the variation of time elapsed since reconnection, with the important implication that reconnection usually coats most of the dayside magnetopause with at least some newly-opened field lines. In addition, we can use the electron characteristics to isolate features like RDs, slow-mode shocks and slow-mode expansion fans. The ion characteristics can be used to compute the reconnection rate. We here retrospectively apply these new techniques, developed in the ISTP era, to a much-studied flux transfer event observed by the AMPTE satellites. As a result, we gain new understanding of its cause and structure.

On the cause of a magnetospheric flux transfer event

We present a detailed investigation of a magnetospheric flux transfer event (FTE) seen by the Active Magnetospheric Tracer Explorer (AMPTE) UKS and IRM satellites around 1046 UT on October 28, 1984. This event has been discussed many times previously in the literature and has been cited as support for a variety of theories of FTE formation. We make use of a model developed to reproduce ion precipitations seen in the cusp ionosphere. The analysis confirms that the FTE is well explained as a brief excursion into an open low-latitude boundary layer (LLBL), as predicted by two theories of magnetospheric FTEs: namely, that they are bulges in the open LLBL due to reconnection rate enhancements or that they are indentations of the magnetopause by magnetosheath pressure increases (but in the presence of ongoing steady reconnection). The indentation of the inner edge of the open LLBL that these two models seek to explain is found to be shallow for this event. The ion model reproduces the continuous evolution of the ion distribution function between the sheath-like population at the event center and the surrounding magnetospheric populations; it also provides an explanation of the high-pressure core of the event as comprising field lines that were reconnected considerably earlier than those that are draped over it to give the event boundary layer. The magnetopause transition parameter is used to isolate a field rotation on the boundaries of the core, which is subjected to the tangential stress balance test. The test identifies this to be a convecting structure, which is neither a rotational discontinuity (RD) nor a contact discontinuity, but could possibly be a slow shock. In addition, evidence for ion reflection off a weak RD on the magnetospheric side of this structure is found. The event structure is consistent in many ways with features predicted for the open LLBL by analytic MHD theories and by MHD and hybrid simulations. The de Hoffman-Teller velocity of the structure is significantly different from that of the magnetosheath flow, indicating that it is not an indentation caused by a high-pressure pulse in the sheath but is consistent with the motion of newly opened field lines (different from the sheath flow because of the magnetic tension force) deduced from the best fit to the ion data. However, we cannot here rule out the possibility that the sheath flow pattern has changed in the long interval between the two satellites observing the FTE and subsequently emerging into the magnetosheath; thus this test is not conclusive in this particular case. Analysis of the fitted elapsed time since reconnection shows that the core of the event was reconnected in one pulse and the event boundary layer was reconnected in a subsequent pulse. Between these two pulses is a period of very low (but nonzero) reconnection rate, which lasts about 14 mins. Thus the analysis supports, but does not definitively verify, the concept that the FTE is a partial passage into an open LLBL caused by a traveling bulge in that layer produced by a pulse in reconnection rate.

The impact of uncertain precipitation data on insurance loss estimates using a flood catastrophe model

Catastrophe risk models used by the insurance industry are likely subject to significant uncertainty, but due to their proprietary nature and strict licensing conditions they are not available for experimentation. In addition, even if such experiments were conducted, these would not be repeatable by other researchers because commercial confidentiality issues prevent the details of proprietary catastrophe model structures from being described in public domain documents. However, such experimentation is urgently required to improve decision making in both insurance and reinsurance markets. In this paper we therefore construct our own catastrophe risk model for flooding in Dublin, Ireland, in order to assess the impact of typical precipitation data uncertainty on loss predictions. As we consider only a city region rather than a whole territory and have access to detailed data and computing resources typically unavailable to industry modellers, our model is significantly more detailed than most commercial products. The model consists of four components, a stochastic rainfall module, a hydrological and hydraulic flood hazard module, a vulnerability module, and a financial loss module. Using these we undertake a series of simulations to test the impact of driving the stochastic event generator with four different rainfall data sets: ground gauge data, gauge-corrected rainfall radar, meteorological reanalysis data (European Centre for Medium-Range Weather Forecasts Reanalysis-Interim; ERA-Interim) and a satellite rainfall product (The Climate Prediction Center morphing method; CMORPH). Catastrophe models are unusual because they use the upper three components of the modelling chain to generate a large synthetic database of unobserved and severe loss-driving events for which estimated losses are calculated. We find the loss estimates to be more sensitive to uncertainties propagated from the driving precipitation data sets than to other uncertainties in the hazard and vulnerability modules, suggesting that the range of uncertainty within catastrophe model structures may be greater than commonly believed.

Ion populations on open field lines within the dayside low-latitude boundary layer: theory and observations during a transient event

We analyze of ion populations observed by the NOAA-12 satellite within dayside auroral transients. The data are matched with an open magnetopause model which allows for the transmission of magnetosheath ions across one or both of the two Alfvén waves which emanate from the magnetopause reconnection site. It also allows for reflection and acceleration of ions of magnetospheric origin by these waves. From the good agreement found between the model and the observations, we propose that the events and the low-latitude boundary precipitation are both on open field lines.

Multi-instrument ground-based observations of a travelling convection vortices event

A coordinated ground-based observational campaign using the IMAGE magnetometer network, EISCAT radars and optical instruments on Svalbard has made possible detailed studies of a travelling convection vortices (TCV) event on 6 January 1992. Combining the data from these facilities allows us to draw a very detailed picture of the features and dynamics of this TCV event. On the way from the noon to the drawn meridian, the vortices went through a remarkable development. The propagation velocity in the ionosphere increased from 2.5 to 7.4 km s−1, and the orientation of the major axes of the vortices rotated from being almost parallel to the magnetic meridian near noon to essentially perpendicular at dawn. By combining electric fields obtained by EISCAT and ionospheric currents deduced from magnetic field recordings, conductivities associated with the vortices could be estimated. Contrary to expectations we found higher conductivities below the downward field aligned current (FAC) filament than below the upward directed. Unexpected results also emerged from the optical observations. For most of the time there were no discrete aurora at 557.7 nm associated with the TCVs. Only once did a discrete form appear at the foot of the upward FAC. This aurora subsequently expanded eastward and westward leaving its centre at the same longitude while the TCV continued to travel westward. Also we try to identify the source regions of TCVs in the magnetosphere and discuss possible generation mechanisms.

The statistical cusp: a flux transfer event model

Traditionally, the cusp has been described in terms of a time-stationary feature of the magnetosphere which allows access of magnetosheath-like plasma to low altitudes. Statistical surveys of data from low-altitude spacecraft have shown the average characteristics and position of the cusp. Recently, however, it has been suggested that the ionospheric footprint of flux transfer events (FTEs) may be identified as variations of the “cusp” on timescales of a few minutes. In this model, the cusp can vary in form between a steady-state feature in one limit and a series of discrete ionospheric FTE signatures in the other limit. If this time-dependent cusp scenario is correct, then the signatures of the transient reconnection events must be able, on average, to reproduce the statistical cusp occurrence previously determined from the satellite observations. In this paper, we predict the precipitation signatures which are associated with transient magnetopause reconnection, following recent observations of the dependence of dayside ionospheric convection on the orientation of the IMF. We then employ a simple model of the longitudinal motion of FTE signatures to show how such events can easily reproduce the local time distribution of cusp occurrence probabilities, as observed by low-altitude satellites. This is true even in the limit where the cusp is a series of discrete events. Furthermore, we investigate the existence of double cusp patches predicted by the simple model and show how these events may be identified in the data.

Model predictions of the occurrence of non-Maxwellian plasmas, and analysis of their effects on EISCAT data

The recent identification of non-thermal plasmas using EISCAT data has been made possible by their occurrence during large, short-lived flow bursts. For steady, yet rapid, ion convection the only available signature is the shape of the spectrum, which is unreliable because it is open to distortion by noise and sampling uncertainty and can be mimicked by other phenomena. Nevertheless, spectral shape does give an indication of the presence of non-thermal plasma, and the characteristic shape has been observed for long periods (of the order of an hour or more) in some experiments. To evaluate this type of event properly one needs to compare it to what would be expected theoretically. Predictions have been made using the coupled thermosphere-ionosphere model developed at University College London and the University of Sheffield to show where and when non-Maxwellian plasmas would be expected in the auroral zone. Geometrical and other factors then govern whether these are detectable by radar. The results are applicable to any incoherent scatter radar in this area, but the work presented here concentrates on predictions with regard to experiments on the EISCAT facility.

Evidence of a topographic signal in surface soil moisture derived from ENVISAT ASAR wide swath data

The susceptibility of a catchment to flooding is affected by its soil moisture prior to an extreme rainfall event. While soil moisture is routinely observed by satellite instruments, results from previous work on the assimilation of remotely sensed soil moisture into hydrologic models have been mixed. This may have been due in part to the low spatial resolution of the observations used. In this study, the remote sensing aspects of a project attempting to improve flow predictions from a distributed hydrologic model by assimilating soil moisture measurements are described. Advanced Synthetic Aperture Radar (ASAR) Wide Swath data were used to measure soil moisture as, unlike low resolution microwave data, they have sufficient resolution to allow soil moisture variations due to local topography to be detected, which may help to take into account the spatial heterogeneity of hydrological processes. Surface soil moisture content (SSMC) was measured over the catchments of the Severn and Avon rivers in the South West UK. To reduce the influence of vegetation, measurements were made only over homogeneous pixels of improved grassland determined from a land cover map. Radar backscatter was corrected for terrain variations and normalized to a common incidence angle. SSMC was calculated using change detection. To search for evidence of a topographic signal, the mean SSMC from improved grassland pixels on low slopes near rivers was compared to that on higher slopes. When the mean SSMC on low slopes was 30–90%, the higher slopes were slightly drier than the low slopes. The effect was reversed for lower SSMC values. It was also more pronounced during a drying event. These findings contribute to the scant information in the literature on the use of high resolution SAR soil moisture measurement to improve hydrologic models.

Rapid changes in the redox conditions of the western Tethys Ocean during the early Aptian oceanic anoxic event

The early Aptian (125 to 121 Ma) records an episode of severe environmental change including a major perturbation of the carbon cycle, an oceanic anoxic event (OAE 1a, 122.5 Ma), a platform drowning episode and a biocalcification crisis. We propose to trace changes in the oxygenation state of the ocean during the early Aptian anoxic event using the redox-sensitive trace-element (RSTE) distribution, phosphorus accumulation rates (PARs) and organic-matter characterization in three different basins of the western Tethys. The following sections have been investigated: Gorgo a Cerbara (central Italy) in the Umbria Marche basin, Glaise (SE France) in the Vocontian basin and Cassis/La Bédoule (SE France) located in the Provencal basin. In the Gorgo a Cerbara section, RSTE distributions show a low background level along the main part of the section, contrasted by different maxima in concentrations within the Selli level. In the Glaise section, the Goguel level displays a weak increase in RSTE contents coeval with moderate TOC values. At Cassis/La Bédoule, no significant RSTE enrichments have been observed in sediments equivalent to the Selli level. These differences in the records of the geochemical proxies of the Selli level or its equivalent indicate the deposition under different redox conditions, probably related to the paleogeography. Our data indicate the development of anoxic–euxinic conditions in the deeper part of the Tethys during OAE 1a, whereas in the shallower environments, conditions were less reducing. Moreover, at Gorgo a Cerbara, the Selli level is characterized by rapid changes in the intensity of reducing conditions in the water column. Ocean eutrophication seems to be a major factor in the development and the persistence of anoxia as suggested by the PAR evolution. Higher PAR values at the onset of OAE 1a suggest an increase in nutrient input, whereas the return to lower values through the first part of the OAE 1a interval may be related to the weakened capacity to retain P in the sedimentary reservoir due to bottom-water oxygen depletion. This general pattern is contrasted by the data of Gorgo a Cerbara, where the sediments deposited during the OAE 1a interval show P-enrichments (mainly authigenic P). This is associated with maxima in TOC values and Corg:Ptot ratios, suggesting that a part of the remobilized P was trapped in the sediments and as such prevented from returning to the water column.

Towards expressive rule induction on IP network event streams

In order to gain insights into events and issues that may cause errors and outages in parts of IP networks, intelligent methods that capture and express causal relationships online (in real-time) are needed. Whereas generalised rule induction has been explored for non-streaming data applications, its application and adaptation on streaming data is mostly undeveloped or based on periodic and ad-hoc training with batch algorithms. Some association rule mining approaches for streaming data do exist, however, they can only express binary causal relationships. This paper presents the ongoing work on Online Generalised Rule Induction (OGRI) in order to create expressive and adaptive rule sets real-time that can be applied to a broad range of applications, including network telemetry data streams.