Business cycle asymmetries: characterisation and testing based on Markov-switching autoregressions

Tests for business cycle asymmetries are developed for Markov-switching autoregressive models. The tests of deepness, steepness, and sharpness are Wald statistics, which have standard asymptotics. For the standard two-regime model of expansions and contractions, deepness is shown to imply sharpness (and vice versa), whereas the process is always nonsteep. Two and three-state models of U.S. GNP growth are used to illustrate the approach, along with models of U.S. investment and consumption growth. The robustness of the tests to model misspecification, and the effects of regime-dependent heteroscedasticity, are investigated.

The climate and biomes of Europe at 6000 yr BP: comparison of model simulations and pollen-based reconstructions

14C-dated pollen and lake-level data from Europe are used to assess the spatial patterns of climate change between 6000 yr BP and present, as simulated by the NCAR CCM1 (National Center for Atmospheric Research, Community Climate Model, version 1) in response to the change in the Earth’s orbital parameters during this perod. First, reconstructed 6000 yr BP values of bioclimate variables obtained from pollen and lake-level data with the constrained-analogue technique are compared with simulated values. Then a 6000 yr BP biome map obtained from pollen data with an objective biome reconstruction (biomization) technique is compared with BIOME model results derived from the same simulation. Data and simulations agree in some features: warmer-than-present growing seasons in N and C Europe allowed forests to extend further north and to higher elevations than today, and warmer winters in C and E Europe prevented boreal conifers from spreading west. More generally, however, the agreement is poor. Predominantly deciduous forest types in Fennoscandia imply warmer winters than the model allows. The model fails to simulate winters cold enough, or summers wet enough, to allow temperate deciduous forests their former extended distribution in S Europe, and it incorrectly simulates a much expanded area of steppe vegetation in SE Europe. Similar errors have also been noted in numerous 6000 yr BP simulations with prescribed modern sea surface temperatures. These errors are evidently not resolved by the inclusion of interactive sea-surface conditions in the CCM1. Accurate representation of mid-Holocene climates in Europe may require the inclusion of dynamical ocean–atmosphere and/or vegetation–atmosphere interactions that most palaeoclimate model simulations have so far disregarded.

A comparison of GOCE and drifter-based estimates of the North Atlantic steady-state surface circulation

Over the last decade, due to the Gravity Recovery And Climate Experiment (GRACE) mission and, more recently, the Gravity and steady state Ocean Circulation Explorer (GOCE) mission, our ability to measure the ocean’s mean dynamic topography (MDT) from space has improved dramatically. Here we use GOCE to measure surface current speeds in the North Atlantic and compare our results with a range of independent estimates that use drifter data to improve small scales. We find that, with filtering, GOCE can recover 70% of the Gulf Steam strength relative to the best drifter-based estimates. In the subpolar gyre the boundary currents obtained from GOCE are close to the drifter-based estimates. Crucial to this result is careful filtering which is required to remove small-scale errors, or noise, in the computed surface. We show that our heuristic noise metric, used to determine the degree of filtering, compares well with the quadratic sum of mean sea surface and formal geoid errors obtained from the error variance–covariance matrix associated with the GOCE gravity model. At a resolution of 100 km the North Atlantic mean GOCE MDT error before filtering is 5 cm with almost all of this coming from the GOCE gravity model.

Coordinated Cluster and ground-based instrument observations of transient changes in the magnetopause boundary layer during an interval of predominantly northward IMF: relation to reconnection pulses and FTE signatures

We study a series of transient entries into the low-latitude boundary layer (LLBL) of all four Cluster spacecraft during an outbound pass through the mid-afternoon magnetopause ([X(GSM), Y(GSM), Z(GSM)] approximate to [2, 7, 9] R(E)). The events take place during an interval of northward IMF, as seen in the data from the ACE satellite and lagged by a propagation delay of 75 min that is well-defined by two separate studies: (1) the magnetospheric variations prior to the northward turning (Lockwood et al., 2001, this issue) and (2) the field clock angle seen by Cluster after it had emerged into the magnetosheath (Opgenoorth et al., 2001, this issue). With an additional lag of 16.5 min, the transient LLBL events cor-relate well with swings of the IMF clock angle (in GSM) to near 90degrees. Most of this additional lag is explained by ground-based observations, which reveal signatures of transient reconnection in the pre-noon sector that then take 10-15 min to propagate eastward to 15 MLT, where they are observed by Cluster. The eastward phase speed of these signatures agrees very well with the motion deduced by the cross-correlation of the signatures seen on the four Cluster spacecraft. The evidence that these events are reconnection pulses includes: transient erosion of the noon 630 nm (cusp/cleft) aurora to lower latitudes; transient and travelling enhancements of the flow into the polar cap, imaged by the AMIE technique; and poleward-moving events moving into the polar cap, seen by the EISCAT Svalbard Radar (ESR). A pass of the DMSP-F15 satellite reveals that the open field lines near noon have been opened for some time: the more recently opened field lines were found closer to dusk where the flow transient and the poleward-moving event intersected the satellite pass. The events at Cluster have ion and electron characteristics predicted and observed by Lockwood and Hapgood (1998) for a Flux Transfer Event (FTE), with allowance for magnetospheric ion reflection at Alfvenic disturbances in the magnetopause reconnection layer. Like FTEs, the events are about 1 R(E) in their direction of motion and show a rise in the magnetic field strength, but unlike FTEs, in general, they show no pressure excess in their core and hence, no characteristic bipolar signature in the boundary-normal component. However, most of the events were observed when the magnetic field was southward, i.e. on the edge of the interior magnetic cusp, or when the field was parallel to the magnetic equatorial plane. Only when the satellite begins to emerge from the exterior boundary (when the field was northward), do the events start to show a pressure excess in their core and the consequent bipolar signature. We identify the events as the first observations of FTEs at middle altitudes.

Opportunities for magnetospheric research with coordinated cluster and ground-based observations

ESA’s first multi-satellite mission Cluster is unique in its concept of 4 satellites orbiting in controlled formations. This will give an unprecedented opportunity to study structure and dynamics of the magnetosphere. In this paper we discuss ways in which ground-based remote-sensing observations of the ionosphere can be used to support the multipoint in-situ satellite measurements. There are a very large number of potentially useful configurations between the satellites and any one ground-based observatory; however, the number of ideal occurrences for any one configuration is low. Many of the ground-based instruments cannot operate continuously and Cluster will take data only for a part of each orbit, depending on how much high-resolution (‘burst-mode’) data are acquired. In addition, there are a great many instrument modes and the formation, size and shape of the cluster of the four satellites to consider. These circumstances create a clear and pressing need for careful planning to ensure that the scientific return from Cluster is maximised by additional coordinated ground-based observations. For this reason, ESA established a working group to coordinate the observations on the ground with Cluster. We will give a number of examples how the combined spacecraft and ground-based observations can address outstanding questions in magnetospheric physics. An online computer tool has been prepared to allow for the planning of conjunctions and advantageous constellations between the Cluster spacecraft and individual or combined ground-based systems. During the mission a ground-based database containing index and summary data will help to identify interesting datasets and allow to select intervals for coordinated studies. We illustrate the philosophy of our approach, using a few important examples of the many possible configurations between the satellite and the ground-based instruments.

Location and characteristics of the reconnection X line deduced from low-altitude satellite and ground-based observations: 2. Defense Meteorological Satellite Program and European Incoherent Scatter data

We present an analysis of a cusp ion step, observed by the Defense Meteorological Satellite Program (DMSP) F10 spacecraft, between two poleward moving events of enhanced ionospheric electron temperature, observed by the European Incoherent Scatter (EISCAT) radar. From the ions detected by the satellite, the variation of the reconnection rate is computed for assumed distances along the open-closed field line separatrix from the satellite to the X line, do. Comparison with the onset times of the associated ionospheric events allows this distance to be estimated, but with an uncertainty due to the determination of the low-energy cutoff of the ion velocity distribution function, ƒ(ν). Nevertheless, the reconnection site is shown to be on the dayside magnetopause, consistent with the reconnection model of the cusp during southward interplanetary magnetic field (IMF). Analysis of the time series of distribution function at constant energies, ƒ(ts), shows that the best estimate of the distance do is 14.5±2 RE. This is consistent with various magnetopause observations of the signatures of reconnection for southward IMF. The ion precipitation is used to reconstruct the field-parallel part of the Cowley D ion distribution function injected into the open low-latitude boundary layer in the vicinity of the X line. From this reconstruction, the field-aligned component of the magnetosheath flow is found to be only −55±65 km s−1 near the X line, which means either that the reconnection X line is near the stagnation region at the nose of the magnetosphere, or that it is closely aligned with the magnetosheath flow streamline which is orthogonal to the magnetosheath field, or both. In addition, the sheath Alfvén speed at the X line is found to be 220±45 km s−1, and the speed with which newly opened field lines are ejected from the X line is 165±30 km s−1. We show that the inferred magnetic field, plasma density, and temperature of the sheath near the X line are consistent with a near-subsolar reconnection site and confirm that the magnetosheath field makes a large angle (>58°) with the X line.

Location and characteristics of the reconnection X line deduced from low-altitude satellite and ground-based observations: 1. Theory

A method for estimating both the Alfvén speed and the field-aligned flow of the magnetosheath at the magnetopause reconnection site is presented. The method employs low-altitude cusp ion observations and requires the identification of a feature in the cusp ion spectra near the low-energy cutoff which will often be present for a low-latitude dayside reconnection site. The appearance of these features in data of limited temporal, energy, and pitch angle resolution is illustrated by using model calculations of cusp ion distribution functions. These are based on the theory of ion acceleration at the dayside magnetopause and allow for the effects on the spectrum of flight times of ions precipitating down newly opened field lines. In addition, the variation of the reconnection rate can be evaluated, and comparison with ground-based observations of the corresponding sequence of transient events allows the field-aligned distance from the ionosphere to the reconnection site to be estimated.

Temperament and self-based correlates of cooperative, competitive and individualistic learning preferences

People vary in the extent to which they prefer cooperative, competitive or individualistic achievement tasks. In the present research, we conducted two studies designed to investigate correlates and possible roots of these social interdependence orientations, namely approach and avoidance temperament, general self-efficacy, implicit theories of intelligence, and contingencies of self-worth based in others’ approval, competition, and academic competence. The results indicated that approach temperament, general self-efficacy, and incremental theory were positively, and entity theory was negatively related to cooperative preferences (|r| range from .11 to .41); approach temperament, general self-efficacy, competition contingencies, and academic competence contingencies were positively related to competitive preferences (|r| range from .16 to .46); and avoidance temperament, entity theory, competitive contingencies, and academic competence contingencies were positively related, and incremental theory was negatively related to individualistic preferences (|r| range from .09 to .15). The findings are discussed with regard to the meaning of each of the three social interdependence orientations, cultural differences among the observed relations, and implications for practicioners.

Probabilistic wind power forecasts with an inverse power curve transformation and censored regression

Forecasting wind power is an important part of a successful integration of wind power into the power grid. Forecasts with lead times longer than 6 h are generally made by using statistical methods to post-process forecasts from numerical weather prediction systems. Two major problems that complicate this approach are the non-linear relationship between wind speed and power production and the limited range of power production between zero and nominal power of the turbine. In practice, these problems are often tackled by using non-linear non-parametric regression models. However, such an approach ignores valuable and readily available information: the power curve of the turbine's manufacturer. Much of the non-linearity can be directly accounted for by transforming the observed power production into wind speed via the inverse power curve so that simpler linear regression models can be used. Furthermore, the fact that the transformed power production has a limited range can be taken care of by employing censored regression models. In this study, we evaluate quantile forecasts from a range of methods: (i) using parametric and non-parametric models, (ii) with and without the proposed inverse power curve transformation and (iii) with and without censoring. The results show that with our inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than non-linear models with or without the frequently used wind-to-power transformation.

Methane cross-validation between three Fourier Transform Spectrometers: SCISAT ACE-FTS, GOSAT TANSO-FTS, and ground-based FTS measurements in the Canadian high Arctic

We present cross-validation of remote sensing measurements of methane profiles in the Canadian high Arctic. Accurate and precise measurements of methane are essential to understand quantitatively its role in the climate system and in global change. Here, we show a cross-validation between three datasets: two from spaceborne instruments and one from a ground-based instrument. All are Fourier Transform Spectrometers (FTSs). We consider the Canadian SCISAT Atmospheric Chemistry Experiment (ACE)-FTS, a solar occultation infrared spectrometer operating since 2004, and the thermal infrared band of the Japanese Greenhouse Gases Observing Satellite (GOSAT) Thermal And Near infrared Sensor for carbon Observation (TANSO)-FTS, a nadir/off-nadir scanning FTS instrument operating at solar and terrestrial infrared wavelengths, since 2009. The ground-based instrument is a Bruker 125HR Fourier Transform Infrared (FTIR) spectrometer, measuring mid-infrared solar absorption spectra at the Polar Environment Atmospheric Research Laboratory (PEARL) Ridge Lab at Eureka, Nunavut (80° N, 86° W) since 2006. For each pair of instruments, measurements are collocated within 500 km and 24 h. An additional criterion based on potential vorticity values was found not to significantly affect differences between measurements. Profiles are regridded to a common vertical grid for each comparison set. To account for differing vertical resolutions, ACE-FTS measurements are smoothed to the resolution of either PEARL-FTS or TANSO-FTS, and PEARL-FTS measurements are smoothed to the TANSO-FTS resolution. Differences for each pair are examined in terms of profile and partial columns. During the period considered, the number of collocations for each pair is large enough to obtain a good sample size (from several hundred to tens of thousands depending on pair and configuration). Considering full profiles, the degrees of freedom for signal (DOFS) are between 0.2 and 0.7 for TANSO-FTS and between 1.5 and 3 for PEARL-FTS, while ACE-FTS has considerably more information (roughly 1° of freedom per altitude level). We take partial columns between roughly 5 and 30 km for the ACE-FTS–PEARL-FTS comparison, and between 5 and 10 km for the other pairs. The DOFS for the partial columns are between 1.2 and 2 for PEARL-FTS collocated with ACE-FTS, between 0.1 and 0.5 for PEARL-FTS collocated with TANSO-FTS or for TANSO-FTS collocated with either other instrument, while ACE-FTS has much higher information content. For all pairs, the partial column differences are within ± 3 × 1022 molecules cm−2. Expressed as median ± median absolute deviation (expressed in absolute or relative terms), these differences are 0.11 ± 9.60 × 10^20 molecules cm−2 (0.012 ± 1.018 %) for TANSO-FTS–PEARL-FTS, −2.6 ± 2.6 × 10^21 molecules cm−2 (−1.6 ± 1.6 %) for ACE-FTS–PEARL-FTS, and 7.4 ± 6.0 × 10^20 molecules cm−2 (0.78 ± 0.64 %) for TANSO-FTS–ACE-FTS. The differences for ACE-FTS–PEARL-FTS and TANSO-FTS–PEARL-FTS partial columns decrease significantly as a function of PEARL partial columns, whereas the range of partial column values for TANSO-FTS–ACE-FTS collocations is too small to draw any conclusion on its dependence on ACE-FTS partial columns.

An LDA and probability-based classifier for the diagnosis of Alzheimer's Disease from structural MRI

In this paper a custom classification algorithm based on linear discriminant analysis and probability-based weights is implemented and applied to the hippocampus measurements of structural magnetic resonance images from healthy subjects and Alzheimer’s Disease sufferers; and then attempts to diagnose them as accurately as possible. The classifier works by classifying each measurement of a hippocampal volume as healthy controlsized or Alzheimer’s Disease-sized, these new features are then weighted and used to classify the subject as a healthy control or suffering from Alzheimer’s Disease. The preliminary results obtained reach an accuracy of 85.8% and this is a similar accuracy to state-of-the-art methods such as a Naive Bayes classifier and a Support Vector Machine. An advantage of the method proposed in this paper over the aforementioned state of the art classifiers is the descriptive ability of the classifications it produces. The descriptive model can be of great help to aid a doctor in the diagnosis of Alzheimer’s Disease, or even further the understand of how Alzheimer’s Disease affects the hippocampus.

Efficient biometric and password based mutual authentication for consumer USB mass storage devices

A Universal Serial Bus (USB) Mass Storage Device (MSD), often termed a USB flash drive, is ubiquitously used to store important information in unencrypted binary format. This low cost consumer device is incredibly popular due to its size, large storage capacity and relatively high transfer speed. However, if the device is lost or stolen an unauthorized person can easily retrieve all the information. Therefore, it is advantageous in many applications to provide security protection so that only authorized users can access the stored information. In order to provide security protection for a USB MSD, this paper proposes a session key agreement protocol after secure user authentication. The main aim of this protocol is to establish session key negotiation through which all the information retrieved, stored and transferred to the USB MSD is encrypted. This paper not only contributes an efficient protocol, but also does not suffer from the forgery attack and the password guessing attack as compared to other protocols in the literature. This paper analyses the security of the proposed protocol through a formal analysis which proves that the information is stored confidentially and is protected offering strong resilience to relevant security attacks. The computational cost and communication cost of the proposed scheme is analyzed and compared to related work to show that the proposed scheme has an improved tradeoff for computational cost, communication cost and security.