The sample autocorrelation function and the detection of long-memory processes

The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.

A real-time measurement system for long-life flood monitoring and warning applications

A flood warning system incorporates telemetered rainfall and flow/water level data measured at various locations in the catchment area. Real-time accurate data collection is required for this use, and sensor networks improve the system capabilities. However, existing sensor nodes struggle to satisfy the hydrological requirements in terms of autonomy, sensor hardware compatibility, reliability and long-range communication. We describe the design and development of a real-time measurement system for flood monitoring, and its deployment in a flash-flood prone 650 km2 semiarid watershed in Southern Spain. A developed low-power and long-range communication device, so-called DatalogV1, provides automatic data gathering and reliable transmission. DatalogV1 incorporates self-monitoring for adapting measurement schedules for consumption management and to capture events of interest. Two tests are used to assess the success of the development. The results show an autonomous and robust monitoring system for long-term collection of water level data in many sparse locations during flood events.

Polydispersity-induced macrophase separation in diblock copolymer melts

The effect of A-block polydispersity on the phase behavior of AB diblock copolymer melts is examined using a complete self-consistent field theory treatment that allows for fractionation of the parent molecular-weight distribution. In addition to observing the established shift in phase boundaries, we find the emergence of significant two-phase coexistence regions causing, for instance, the disappearance of the complex phase window. Furthermore, we find evidence that polydispersity relieves packing frustration, which will reduce the tendency for long-range order.

Boundary-layer ventilation by baroclinic lifecycles

Ventilation of the boundary layer has an important effect on local and regional air quality and is a prerequisite for long-range pollution transport. Once in the free troposphere, pollutants can alter the chemical composition of the troposphere and impact on the Earth's radiative forcing. Idealised baroclinic life cycles, LC1 and LC2, have been simulated in a three-dimensional dry hemispheric model in the presence of boundary-layer turbulent fluxes. A passive tracer is added to the simulations to represent pollution emitted at, or near, the surface. A simple conveyor-belt diagnostic is developed to objectively identify regions of the boundary layer that can be ventilated by either warm or cold conveyor belts. Transport of pollutants within and above the boundary layer is examined on synoptic scales. Three different physical mechanisms are found to interact with each other to ventilate pollutants out of the boundary layer. These mechanisms are turbulent mixing within the boundary layer, horizontal advection due to Ekman convergence and divergence within the boundary layer, and advection by the warm conveyor belt. The mass of tracer ventilated by the two life cycles is remarkably similar given the differences in frontal structure, suggesting that the large-scale baroclinicity is an effective constraint on ventilation.

The influence of the atmospheric boundary layer on nocturnal layers of noctuids and other moths migrating over southern Britain

Insects migrating at high altitude over southern Britain have been continuously monitored by automatically-operating, vertical-looking radars over a period of several years. During some occasions in the summer months, the migrants were observed to form well-defined layer concentrations, typically at heights of 200-400 m, in the stable night-time atmosphere. Under these conditions, insects are likely to have control over their vertical movements and are selecting flight heights which are favourable for long-range migration. We therefore investigated the factors influencing the formation of these insect layers by comparing radar measurements of the vertical distribution of insect density with meteorological profiles generated by the UK Met. Office’s Unified Model (UM). Radar-derived measurements of mass and displacement speed, along with data from Rothamsted Insect Survey light traps provided information on the identity of the migrants. We present here three case studies where noctuid and pyralid moths contributed substantially to the observed layers. The major meteorological factors influencing the layer concentrations appeared to be: (a) the altitude of the warmest air, (b) heights corresponding to temperature preferences or thresholds for sustained migration and (c), on nights when air temperatures are relatively high, wind-speed maxima associated with the nocturnal jet. Back-trajectories indicated that layer duration may have been determined by the distance to the coast. Overall, the unique combination of meteorological data from the UM and insect data from entomological radar described here show considerable promise for systematic studies of high-altitude insect layering.

Periodic Reordering

For many networks in nature, science and technology, it is possible to order the nodes so that most links are short-range, connecting near-neighbours, and relatively few long-range links, or shortcuts, are present. Given a network as a set of observed links (interactions), the task of finding an ordering of the nodes that reveals such a range-dependent structure is closely related to some sparse matrix reordering problems arising in scientific computation. The spectral, or Fiedler vector, approach for sparse matrix reordering has successfully been applied to biological data sets, revealing useful structures and subpatterns. In this work we argue that a periodic analogue of the standard reordering task is also highly relevant. Here, rather than encouraging nonzeros only to lie close to the diagonal of a suitably ordered adjacency matrix, we also allow them to inhabit the off-diagonal corners. Indeed, for the classic small-world model of Watts & Strogatz (1998, Collective dynamics of ‘small-world’ networks. Nature, 393, 440–442) this type of periodic structure is inherent. We therefore devise and test a new spectral algorithm for periodic reordering. By generalizing the range-dependent random graph class of Grindrod (2002, Range-dependent random graphs and their application to modeling large small-world proteome datasets. Phys. Rev. E, 66, 066702-1–066702-7) to the periodic case, we can also construct a computable likelihood ratio that suggests whether a given network is inherently linear or periodic. Tests on synthetic data show that the new algorithm can detect periodic structure, even in the presence of noise. Further experiments on real biological data sets then show that some networks are better regarded as periodic than linear. Hence, we find both qualitative (reordered networks plots) and quantitative (likelihood ratios) evidence of periodicity in biological networks.

Wavelets and the generalization of the variogram

The experimental variogram computed in the usual way by the method of moments and the Haar wavelet transform are similar in that they filter data and yield informative summaries that may be interpreted. The variogram filters out constant values; wavelets can filter variation at several spatial scales and thereby provide a richer repertoire for analysis and demand no assumptions other than that of finite variance. This paper compares the two functions, identifying that part of the Haar wavelet transform that gives it its advantages. It goes on to show that the generalized variogram of order k=1, 2, and 3 filters linear, quadratic, and cubic polynomials from the data, respectively, which correspond with more complex wavelets in Daubechies's family. The additional filter coefficients of the latter can reveal features of the data that are not evident in its usual form. Three examples in which data recorded at regular intervals on transects are analyzed illustrate the extended form of the variogram. The apparent periodicity of gilgais in Australia seems to be accentuated as filter coefficients are added, but otherwise the analysis provides no new insight. Analysis of hyerpsectral data with a strong linear trend showed that the wavelet-based variograms filtered it out. Adding filter coefficients in the analysis of the topsoil across the Jurassic scarplands of England changed the upper bound of the variogram; it then resembled the within-class variogram computed by the method of moments. To elucidate these results, we simulated several series of data to represent a random process with values fluctuating about a mean, data with long-range linear trend, data with local trend, and data with stepped transitions. The results suggest that the wavelet variogram can filter out the effects of long-range trend, but not local trend, and of transitions from one class to another, as across boundaries.

A geostatistical analysis of soil, vegetation, and image data characterizing land surface variation

The elucidation of spatial variation in the landscape can indicate potential wildlife habitats or breeding sites for vectors, such as ticks or mosquitoes, which cause a range of diseases. Information from remotely sensed data could aid the delineation of vegetation distribution on the ground in areas where local knowledge is limited. The data from digital images are often difficult to interpret because of pixel-to-pixel variation, that is, noise, and complex variation at more than one spatial scale. Landsat Thematic Mapper Plus (ETM+) and Satellite Pour l'Observation de La Terre (SPOT) image data were analyzed for an area close to Douna in Mali, West Africa. The variograms of the normalized difference vegetation index (NDVI) from both types of image data were nested. The parameters of the nested variogram function from the Landsat ETM+ data were used to design the sampling for a ground survey of soil and vegetation data. Variograms of the soil and vegetation data showed that their variation was anisotropic and their scales of variation were similar to those of NDVI from the SPOT data. The short- and long-range components of variation in the SPOT data were filtered out separately by factorial kriging. The map of the short-range component appears to represent the patterns of vegetation and associated shallow slopes and drainage channels of the tiger bush system. The map of the long-range component also appeared to relate to broader patterns in the tiger bush and to gentle undulations in the topography. The results suggest that the types of image data analyzed in this study could be used to identify areas with more moisture in semiarid regions that could support wildlife and also be potential vector breeding sites.

The effect of a large freshwater perturbation on the glacial north Atlantic Ocean using a coupled general circulation model

The commonly held view of the conditions in the North Atlantic at the last glacial maximum, based on the interpretation of proxy records, is of large-scale cooling compared to today, limited deep convection, and extensive sea ice, all associated with a southward displaced and weakened overturning thermohaline circulation (THC) in the North Atlantic. Not all studies support that view; in particular, the "strength of the overturning circulation" is contentious and is a quantity that is difficult to determine even for the present day. Quasi-equilibrium simulations with coupled climate models forced by glacial boundary conditions have produced differing results, as have inferences made from proxy records. Most studies suggest the weaker circulation, some suggest little or no change, and a few suggest a stronger circulation. Here results are presented from a three-dimensional climate model, the Hadley Centre Coupled Model version 3 (HadCM3), of the coupled atmosphere - ocean - sea ice system suggesting, in a qualitative sense, that these diverging views could all have occurred at different times during the last glacial period, with different modes existing at different times. One mode might have been characterized by an active THC associated with moderate temperatures in the North Atlantic and a modest expanse of sea ice. The other mode, perhaps forced by large inputs of meltwater from the continental ice sheets into the northern North Atlantic, might have been characterized by a sluggish THC associated with very cold conditions around the North Atlantic and a large areal cover of sea ice. The authors' model simulation of such a mode, forced by a large input of freshwater, bears several of the characteristics of the Climate: Long-range Investigation, Mapping, and Prediction (CLIMAP) Project's reconstruction of glacial sea surface temperature and sea ice extent.

Intercomparison of aircraft instruments on board the C-130 and Falcon-20 over southern Germany during EXPORT2000

In the summer 2000 EXPORT aircraft campaign (European eXport of Precursors and Ozone by long-Range Transport), two comprehensively instrumented research aircraft measuring a variety of chemical species flew wing tip to wing tip for a period of one and a quarter hours. During this interval a comparison was undertaken of the measurements of nitrogen oxide (NO), odd nitrogen species (NOy), carbon monoxide (CO) and ozone (O3). The comparison was performed at two different flight levels, which provided a 10-fold variation in the concentrations of both NO (10 to 1000 parts per trillion by volume (pptv)) and NOy (200 to over 2500 pptv). Large peaks of NO and NOy observed from the Falcon 20, which were at first thought to be from the exhaust of the C-130, were also detected on the 4 channel NOxy instrument aboard the C-130. These peaks were a good indication that both aircraft were in the same air mass and that the Falcon 20 was not in the exhaust plume of the C-130. Correlations and statistical analysis are presented between the instruments used on the two separate aircraft platforms. These were found to be in good agreement giving a high degree of correlation for the ambient air studied. Any deviations from the correlations are accounted for in the estimated inaccuracies of the instruments. These results help to establish that the instruments aboard the separate aircraft are reliably able to measure the corresponding chemical species in the range of conditions sampled and that data collected by both aircraft can be co-ordinated for purposes of interpretation.

Forest fire plumes over the North Atlantic: p-TOMCAT model simulations with aircraft and satellite measurements from the ITOP/ICARTT campaign

Intercontinental Transport of Ozone and Precursors (ITOP) (part of International Consortium for Atmospheric Research on Transport and Transformation (ICARTT)) was an intense research effort to measure long-range transport of pollution across the North Atlantic and its impact on O3 production. During the aircraft campaign plumes were encountered containing large concentrations of CO plus other tracers and aerosols from forest fires in Alaska and Canada. A chemical transport model, p-TOMCAT, and new biomass burning emissions inventories are used to study the emissions long-range transport and their impact on the troposphere O3 budget. The fire plume structure is modeled well over long distances until it encounters convection over Europe. The CO values within the simulated plumes closely match aircraft measurements near North America and over the Atlantic and have good agreement with MOPITT CO data. O3 and NOx values were initially too great in the model plumes. However, by including additional vertical mixing of O3 above the fires, and using a lower NO2/CO emission ratio (0.008) for boreal fires, O3 concentrations are reduced closer to aircraft measurements, with NO2 closer to SCIAMACHY data. Too little PAN is produced within the simulated plumes, and our VOC scheme's simplicity may be another reason for O3 and NOx model-data discrepancies. In the p-TOMCAT simulations the fire emissions lead to increased tropospheric O3 over North America, the north Atlantic and western Europe from photochemical production and transport. The increased O3 over the Northern Hemisphere in the simulations reaches a peak in July 2004 in the range 2.0 to 6.2 Tg over a baseline of about 150 Tg.

Sequence-selective assembly of tweezer-molecules on linear templates enables frameshift-reading of sequence information

Monomer-sequence information in synthetic copolyimides can be recognised by tweezer-type molecules binding to adjacent triplet-sequences on the polymer chains. In the present paper different tweezer-molecules are found to have different sequence-selectivities, as demonstrated in solution by 1H NMR spectroscopy and in the solid state by single crystal X-ray analyses of tweezer-complexes with linear and macrocyclic oligo-imides. This work provides clear-cut confirmation of polyimide chain-folding and adjacent-tweezer-binding. It also reveals a new and entirely unexpected mechanism for sequence-recognition which, by analogy with a related process in biomolecular information processing, may be termed "frameshift-reading". The ability of one particular tweezer-molecule to detect, with exceptionally high sensitivity, long-range sequence-information in chain-folding aromatic copolyimides, is readily explained by this novel process.

Atmospheric composition of West Africa: highlights from the AMMA program

The atmospheric composition of West Africa reflects the interaction of various dynamical and chemical systems (i.e. biogenic, urban, convective and long-range transport) with signatures from local to continental scales. Recent measurements performed during the African Monsoon Multidisciplinary Analyses (AMMA) observational periods in 2005 and 2006 provide new data which has allowed new insight into the processes within these systems that control the distribution of ozone and its precursors. Using these new data and recently published results, we provide an overview of these systems with a particular emphasis on ozone distributions over West Africa during the wet season.

General systems perspective on achieving continuous synergy in a project organisation

Studies of construction labour productivity have revealed that limited predictability and multi-agent social complexity make long-range planning of construction projects extremely inaccurate. Fire-fighting, a cultural feature of construction project management, social and structural diversity of involved permanent organizations, and structural temporality all contribute towards relational failures and frequent changes. The main purpose of this paper is therefore to demonstrate that appropriate construction planning may have a profound synergistic effect on structural integration of a project organization. Using the general systems theory perspective it is further a specific objective to investigate and evaluate organizational effects of changes in planning and potentials for achieving continuous project-organizational synergy. The newly developed methodology recognises that planning should also represent a continuous, improvement-leading driving force throughout a project. The synergistic effect of the process planning membership duality fostered project-wide integration, eliminated internal boundaries, and created a pool of constantly upgrading knowledge. It maintained a creative environment that resulted in a number of process-related improvements from all parts of the organization. As a result labour productivity has seen increases of more than 30%, profits have risen from an average of 12% to more than 18%, and project durations have been reduced by several days.

Amino terminal interaction in the prion protein identified using fusion to green fluorescent protein

In contrast to the well-characterized carboxyl domain, the amino terminal half of the mature cellular prion protein has no defined structure. Here, following fusion of mouse prion protein fragments to green fluorescence protein as a reporter of protein stability, we report extreme variability in fluorescence level that is dependent on the prion fragment expressed. In particular, exposure of the extreme amino terminus in the context of a truncated prion protein molecule led to rapid degradation, whereas the loss of only six amino terminal residues rescued high level fluorescence. Study of the precise endpoints and residue identity associated with high fluorescence suggested a domain within the amino terminal half of the molecule defined by a long-range intramolecular interaction between 23KKRPKP28 and 143DWED146 and dependent upon the anti-parallel beta-sheet ending at residue 169 and normally associated with the structurally defined carboxyl terminal domain. This previously unreported interaction may be significant for understanding prion bioactivity and for structural studies aimed at the complete prion structure.