81 resultados para Autoregressive-Moving Average model


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The intensity and distribution of daily precipitation is predicted to change under scenarios of increased greenhouse gases (GHGs). In this paper, we analyse the ability of HadCM2, a general circulation model (GCM), and a high-resolution regional climate model (RCM), both developed at the Met Office's Hadley Centre, to simulate extreme daily precipitation by reference to observations. A detailed analysis of daily precipitation is made at two UK grid boxes, where probabilities of reaching daily thresholds in the GCM and RCM are compared with observations. We find that the RCM generally overpredicts probabilities of extreme daily precipitation but that, when the GCM and RCM simulated values are scaled to have the same mean as the observations, the RCM captures the upper-tail distribution more realistically. To compare regional changes in daily precipitation in the GHG-forced period 2080-2100 in the GCM and the RCM, we develop two methods. The first considers the fractional changes in probability of local daily precipitation reaching or exceeding a fixed 15 mm threshold in the anomaly climate compared with the control. The second method uses the upper one-percentile of the control at each point as the threshold. Agreement between the models is better in both seasons with the latter method, which we suggest may be more useful when considering larger scale spatial changes. On average, the probability of precipitation exceeding the 1% threshold increases by a factor of 2.5 (GCM and RCM) in winter and by I .7 (GCM) or 1.3 (RCM) in summer.

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This article proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the standard Student’s t-density and consequently can be estimated simply using maximum likelihood. The method is applied to a set of four daily financial asset return series comprising U.S. and U.K. stocks and bonds, and significant evidence in favor of the presence of autoregressive conditional kurtosis is observed. Various extensions to the basic model are proposed, and we show that the response of kurtosis to good and bad news is not significantly asymmetric.

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Using the virtual porous carbon model proposed by Harris et al, we study the effect of carbon surface oxidation on the pore size distribution (PSD) curve determined from simulated Ar, N(2) and CO(2) isotherms. It is assumed that surface oxidation is not destructive for the carbon skeleton, and that all pores are accessible for studied molecules (i.e., only the effect of the change of surface chemical composition is studied). The results obtained show two important things, i.e., oxidation of the carbon surface very slightly changes the absolute porosity (calculated from the geometric method of Bhattacharya and Gubbins (BG)); however, PSD curves calculated from simulated isotherms are to a greater or lesser extent affected by the presence of surface oxides. The most reliable results are obtained from Ar adsorption data. Not only is adsorption of this adsorbate practically independent from the presence of surface oxides, but, more importantly, for this molecule one can apply the slit-like model of pores as the first approach to recover the average pore diameter of a real carbon structure. For nitrogen, the effect of carbon surface chemical composition is observed due to the quadrupole moment of this molecule, and this effect shifts the PSD curves compared to Ar. The largest differences are seen for CO2, and it is clearly demonstrated that the PSD curves obtained from adsorption isotherms of this molecule contain artificial peaks and the average pore diameter is strongly influenced by the presence of electrostatic adsorbate-adsorbate as well as adsorbate-adsorbent interactions.

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We present an analysis of the oceanic heat advection and its variability in the upper 500 m in the southeastern tropical Pacific (100W–75W, 25S–10S) as simulated by the global coupled model HiGEM, which has one of the highest resolutions currently used in long-term integrations. The simulated climatology represents a temperature advection field arising from transient small-scale (<450 km) features, with structures and transport that appear consistent with estimates based on available observational data for the mooring at 20S, 85W. The transient structures are very persistent (>4 months), and in specific locations they generate an important contribution to the local upper-ocean heat budget, characterised by scales of a few hundred kilometres, and periods of over a year. The contribution from such structures to the local, long-term oceanic heat budget however can be of either sign, or vanishing, depending on the location; and, although there appears some organisation in preferential areas of activity, the average over the entire region is small. While several different mechanisms may be responsible for the temperature advection by transients, we find that a significant, and possibly dominant, component is associated with vortices embedded in the large-scale, climatological salinity gradient associated with the fresh intrusion of mid-latitude intermediate water which penetrates north-westward beneath the tropical thermocline

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A new approach to the study of the local organization in amorphous polymer materials is presented. The method couples neutron diffraction experiments that explore the structure on the spatial scale 1–20 Å with the reverse Monte Carlo fitting procedure to predict structures that accurately represent the experimental scattering results over the whole momentum transfer range explored. Molecular mechanics and molecular dynamics techniques are also used to produce atomistic models independently from any experimental input, thereby providing a test of the viability of the reverse Monte Carlo method in generating realistic models for amorphous polymeric systems. An analysis of the obtained models in terms of single chain properties and of orientational correlations between chain segments is presented. We show the viability of the method with data from molten polyethylene. The analysis derives a model with average C-C and C-H bond lengths of 1.55 Å and 1.1 Å respectively, average backbone valence angle of 112, a torsional angle distribution characterized by a fraction of trans conformers of 0.67 and, finally, a weak interchain orientational correlation at around 4 Å.

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Providing high quality and timely feedback to students is often a challenge for many staff in higher education as it can be both time-consuming and frustratingly repetitive. From the student perspective, feedback may sometimes be considered unhelpful, confusing and inconsistent and may not always be provided within a timeframe that is considered to be ‘useful’. The ASSET project, based at the University of Reading, addresses many of these inherent challenges by encouraging the provision of feedback that supports learning, i.e. feedback that contains elements of ‘feed-forward’, is of a high quality and is delivered in a timely manner. In particular, the project exploits the pedagogic benefits of video/audio media within a Web 2.0 context to provide a new, interactive resource, ‘ASSET’, to enhance the feedback experience for both students and staff. A preliminary analysis of both our quantitative and qualitative pedagogic data demonstrate that the ASSET project has instigated change in the ways in which both staff and students think about, deliver, and engage with feedback. For example, data from our online questionnaires and focus groups with staff and students indicate a positive response to the use of video as a medium for delivering feedback to students. In particular, the academic staff engaged in piloting the ASSET resource indicated that i) using video has made them think more, and in some cases differently, about the ways in which they deliver feedback to students and ii) they now see video as an effective means of making feedback more useful and engaging for students. Moreover, the majority of academic staff involved in the project have said they will continue to use video feedback. From the student perspective, 60% of those students whose lecturers used ASSET to provide video feedback said that “receiving video feedback encouraged me to take more notice of the feedback compared with normal methods” and 80% would like their lecturer to continue to use video as a method for providing feedback. An important aim of the project was for it to complement existing University-wide initiatives on feedback and for ASSET to become a ‘model’ resource for staff and students wishing to explore video as a medium for feedback provision. An institutional approach was therefore adopted and key members of Senior Management, academics, T&L support staff, IT support and Student Representatives were embedded within the project from the start. As with all initiatives of this kind, a major issue is the future sustainability of the ASSET resource and to have had both ‘top-down’ and ‘bottom-up’ support for the project has been extremely beneficial. In association with the project team the University is currently exploring the creation of an open-source, two-tiered video supply solution and a ‘framework’ (that other HEIs can adopt and/or adapt) to support staff in using video for feedback provision. In this way students and staff will have new opportunities to explore video and to exploit the benefits of this medium for supporting learning.

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High-resolution ensemble simulations (Δx = 1 km) are performed with the Met Office Unified Model for the Boscastle (Cornwall, UK) flash-flooding event of 16 August 2004. Forecast uncertainties arising from imperfections in the forecast model are analysed by comparing the simulation results produced by two types of perturbation strategy. Motivated by the meteorology of the event, one type of perturbation alters relevant physics choices or parameter settings in the model's parametrization schemes. The other type of perturbation is designed to account for representativity error in the boundary-layer parametrization. It makes direct changes to the model state and provides a lower bound against which to judge the spread produced by other uncertainties. The Boscastle has genuine skill at scales of approximately 60 km and an ensemble spread which can be estimated to within ∼ 10% with only eight members. Differences between the model-state perturbation and physics modification strategies are discussed, the former being more important for triggering and the latter for subsequent cell development, including the average internal structure of convective cells. Despite such differences, the spread in rainfall evaluated at skilful scales is shown to be only weakly sensitive to the perturbation strategy. This suggests that relatively simple strategies for treating model uncertainty may be sufficient for practical, convective-scale ensemble forecasting.

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We describe a model-data fusion (MDF) inter-comparison project (REFLEX), which compared various algorithms for estimating carbon (C) model parameters consistent with both measured carbon fluxes and states and a simple C model. Participants were provided with the model and with both synthetic net ecosystem exchange (NEE) of CO2 and leaf area index (LAI) data, generated from the model with added noise, and observed NEE and LAI data from two eddy covariance sites. Participants endeavoured to estimate model parameters and states consistent with the model for all cases over the two years for which data were provided, and generate predictions for one additional year without observations. Nine participants contributed results using Metropolis algorithms, Kalman filters and a genetic algorithm. For the synthetic data case, parameter estimates compared well with the true values. The results of the analyses indicated that parameters linked directly to gross primary production (GPP) and ecosystem respiration, such as those related to foliage allocation and turnover, or temperature sensitivity of heterotrophic respiration, were best constrained and characterised. Poorly estimated parameters were those related to the allocation to and turnover of fine root/wood pools. Estimates of confidence intervals varied among algorithms, but several algorithms successfully located the true values of annual fluxes from synthetic experiments within relatively narrow 90% confidence intervals, achieving >80% success rate and mean NEE confidence intervals <110 gC m−2 year−1 for the synthetic case. Annual C flux estimates generated by participants generally agreed with gap-filling approaches using half-hourly data. The estimation of ecosystem respiration and GPP through MDF agreed well with outputs from partitioning studies using half-hourly data. Confidence limits on annual NEE increased by an average of 88% in the prediction year compared to the previous year, when data were available. Confidence intervals on annual NEE increased by 30% when observed data were used instead of synthetic data, reflecting and quantifying the addition of model error. Finally, our analyses indicated that incorporating additional constraints, using data on C pools (wood, soil and fine roots) would help to reduce uncertainties for model parameters poorly served by eddy covariance data.

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Experiments assimilating the RAPID dataset of deep temperature and salinity profiles at 26.5°N on the western and eastern Atlantic boundaries into a 1° global NEMO ocean model have been performed. The meridional overturning circulation (MOC) is then assessed against the transports calculated directly from observations. The best initialization found for this short period was obtained by assimilating the EN3 upper-ocean hydrography database prior to 2004, after which different methods of assimilating 5-day average RAPID profiles at the western boundary were tested. The model MOC is strengthened by ∼ 2 Sv giving closer agreement with the RAPID array transports, when the western boundary profiles are assimilated only below 900 m (the approximate depth of the Florida Straits, which are not well resolved) and when the T,S observations are spread meridionally from 10 to 35°N along the deep western boundary. The use of boundary-focused covariances has the largest impact on the assimilation results, otherwise using more conventional Gaussian covariances has a very local impact on the MOC at 26°N with strong adverse impacts on the MOC stream function at higher and lower latitudes. Even using boundary-focused covariances only enables the MOC to be strengthened for ∼ 2 years, after which the increased transport of warm waters leads to a negative feedback on water formation in the subpolar gyre which then reduces the MOC. This negative feedback can be mitigated if EN3 hydrography data continue to be assimilated along with the RAPID array boundary data. Copyright © 2012 Royal Meteorological Society and Crown in the right of Canada.

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The mechanisms involved in Atlantic meridional overturning circulation (AMOC) decadal variability and predictability over the last 50 years are analysed in the IPSL–CM5A–LR model using historical and initialised simulations. The initialisation procedure only uses nudging towards sea surface temperature anomalies with a physically based restoring coefficient. When compared to two independent AMOC reconstructions, both the historical and nudged ensemble simulations exhibit skill at reproducing AMOC variations from 1977 onwards, and in particular two maxima occurring respectively around 1978 and 1997. We argue that one source of skill is related to the large Mount Agung volcanic eruption starting in 1963, which reset an internal 20-year variability cycle in the North Atlantic in the model. This cycle involves the East Greenland Current intensity, and advection of active tracers along the subpolar gyre, which leads to an AMOC maximum around 15 years after the Mount Agung eruption. The 1997 maximum occurs approximately 20 years after the former one. The nudged simulations better reproduce this second maximum than the historical simulations. This is due to the initialisation of a cooling of the convection sites in the 1980s under the effect of a persistent North Atlantic oscillation (NAO) positive phase, a feature not captured in the historical simulations. Hence we argue that the 20-year cycle excited by the 1963 Mount Agung eruption together with the NAO forcing both contributed to the 1990s AMOC maximum. These results support the existence of a 20-year cycle in the North Atlantic in the observations. Hindcasts following the CMIP5 protocol are launched from a nudged simulation every 5 years for the 1960–2005 period. They exhibit significant correlation skill score as compared to an independent reconstruction of the AMOC from 4-year lead-time average. This encouraging result is accompanied by increased correlation skills in reproducing the observed 2-m air temperature in the bordering regions of the North Atlantic as compared to non-initialized simulations. To a lesser extent, predicted precipitation tends to correlate with the nudged simulation in the tropical Atlantic. We argue that this skill is due to the initialisation and predictability of the AMOC in the present prediction system. The mechanisms evidenced here support the idea of volcanic eruptions as a pacemaker for internal variability of the AMOC. Together with the existence of a 20-year cycle in the North Atlantic they propose a novel and complementary explanation for the AMOC variations over the last 50 years.

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1. Nutrient concentrations (particularly N and P) determine the extent to which water bodies are or may become eutrophic. Direct determination of nutrient content on a wide scale is labour intensive but the main sources of N and P are well known. This paper describes and tests an export coefficient model for prediction of total N and total P from: (i) land use, stock headage and human population; (ii) the export rates of N and P from these sources; and (iii) the river discharge. Such a model might be used to forecast the effects of changes in land use in the future and to hindcast past water quality to establish comparative or baseline states for the monitoring of change. 2. The model has been calibrated against observed data for 1988 and validated against sets of observed data for a sequence of earlier years in ten British catchments varying from uplands through rolling, fertile lowlands to the flat topography of East Anglia. 3. The model predicted total N and total P concentrations with high precision (95% of the variance in observed data explained). It has been used in two forms: the first on a specific catchment basis; the second for a larger natural region which contains the catchment with the assumption that all catchments within that region will be similar. Both models gave similar results with little loss of precision in the latter case. This implies that it will be possible to describe the overall pattern of nutrient export in the UK with only a fraction of the effort needed to carry out the calculations for each individual water body. 4. Comparison between land use, stock headage, population numbers and nutrient export for the ten catchments in the pre-war year of 1931, and for 1970 and 1988 show that there has been a substantial loss of rough grazing to fertilized temporary and permanent grasslands, an increase in the hectarage devoted to arable, consistent increases in the stocking of cattle and sheep and a marked movement of humans to these rural catchments. 5. All of these trends have increased the flows of nutrients with more than a doubling of both total N and total P loads during the period. On average in these rural catchments, stock wastes have been the greatest contributors to both N and P exports, with cultivation the next most important source of N and people of P. Ratios of N to P were high in 1931 and remain little changed so that, in these catchments, phosphorus continues to be the nutrient most likely to control algal crops in standing waters supplied by the rivers studied.

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Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.

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We present the first climate prediction of the coming decade made with multiple models, initialized with prior observations. This prediction accrues from an international activity to exchange decadal predictions in near real-time, in order to assess differences and similarities, provide a consensus view to prevent over-confidence in forecasts from any single model, and establish current collective capability. We stress that the forecast is experimental, since the skill of the multi-model system is as yet unknown. Nevertheless, the forecast systems used here are based on models that have undergone rigorous evaluation and individually have been evaluated for forecast skill. Moreover, it is important to publish forecasts to enable open evaluation, and to provide a focus on climate change in the coming decade. Initialized forecasts of the year 2011 agree well with observations, with a pattern correlation of 0.62 compared to 0.31 for uninitialized projections. In particular, the forecast correctly predicted La Niña in the Pacific, and warm conditions in the north Atlantic and USA. A similar pattern is predicted for 2012 but with a weaker La Niña. Indices of Atlantic multi-decadal variability and Pacific decadal variability show no signal beyond climatology after 2015, while temperature in the Niño3 region is predicted to warm slightly by about 0.5 °C over the coming decade. However, uncertainties are large for individual years and initialization has little impact beyond the first 4 years in most regions. Relative to uninitialized forecasts, initialized forecasts are significantly warmer in the north Atlantic sub-polar gyre and cooler in the north Pacific throughout the decade. They are also significantly cooler in the global average and over most land and ocean regions out to several years ahead. However, in the absence of volcanic eruptions, global temperature is predicted to continue to rise, with each year from 2013 onwards having a 50 % chance of exceeding the current observed record. Verification of these forecasts will provide an important opportunity to test the performance of models and our understanding and knowledge of the drivers of climate change.

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The fourth assessment report of the Intergovernmental Panel on Climate Change (IPCC) includes a comparison of observation-based and modeling-based estimates of the aerosol direct radiative forcing. In this comparison, satellite-based studies suggest a more negative aerosol direct radiative forcing than modeling studies. A previous satellite-based study, part of the IPCC comparison, uses aerosol optical depths and accumulation-mode fractions retrieved by the Moderate Resolution Imaging Spectroradiometer (MODIS) at collection 4. The latest version of MODIS products, named collection 5, improves aerosol retrievals. Using these products, the direct forcing in the shortwave spectrum defined with respect to present-day natural aerosols is now estimated at −1.30 and −0.65 Wm−2 on a global clear-sky and all-sky average, respectively, for 2002. These values are still significantly more negative than the numbers reported by modeling studies. By accounting for differences between present-day natural and preindustrial aerosol concentrations, sampling biases, and investigating the impact of differences in the zonal distribution of anthropogenic aerosols, good agreement is reached between the direct forcing derived from MODIS and the Hadley Centre climate model HadGEM2-A over clear-sky oceans. Results also suggest that satellite estimates of anthropogenic aerosol optical depth over land should be coupled with a robust validation strategy in order to refine the observation-based estimate of aerosol direct radiative forcing. In addition, the complex problem of deriving the aerosol direct radiative forcing when aerosols are located above cloud still needs to be addressed.

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With many operational centers moving toward order 1-km-gridlength models for routine weather forecasting, this paper presents a systematic investigation of the properties of high-resolution versions of the Met Office Unified Model for short-range forecasting of convective rainfall events. The authors describe a suite of configurations of the Met Office Unified Model running with grid lengths of 12, 4, and 1 km and analyze results from these models for a number of convective cases from the summers of 2003, 2004, and 2005. The analysis includes subjective evaluation of the rainfall fields and comparisons of rainfall amounts, initiation, cell statistics, and a scale-selective verification technique. It is shown that the 4- and 1-km-gridlength models often give more realistic-looking precipitation fields because convection is represented explicitly rather than parameterized. However, the 4-km model representation suffers from large convective cells and delayed initiation because the grid length is too long to correctly reproduce the convection explicitly. These problems are not as evident in the 1-km model, although it does suffer from too numerous small cells in some situations. Both the 4- and 1-km models suffer from poor representation at the start of the forecast in the period when the high-resolution detail is spinning up from the lower-resolution (12 km) starting data used. A scale-selective precipitation verification technique implies that for later times in the forecasts (after the spinup period) the 1-km model performs better than the 12- and 4-km models for lower rainfall thresholds. For higher thresholds the 4-km model scores almost as well as the 1-km model, and both do better than the 12-km model.