38 resultados para Multiple or Simultaneous Equation Models: Time-Series Models


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A novel approach is presented for combining spatial and temporal detail from newly available TRMM-based data sets to derive hourly rainfall intensities at 1-km spatial resolution for hydrological modelling applications. Time series of rainfall intensities derived from 3-hourly 0.25° TRMM 3B42 data are merged with a 1-km gridded rainfall climatology based on TRMM 2B31 data to account for the sub-grid spatial distribution of rainfall intensities within coarse-scale 0.25° grid cells. The method is implemented for two dryland catchments in Tunisia and Senegal, and validated against gauge data. The outcomes of the validation show that the spatially disaggregated and intensity corrected TRMM time series more closely approximate ground-based measurements than non-corrected data. The method introduced here enables the generation of rainfall intensity time series with realistic temporal and spatial detail for dynamic modelling of runoff and infiltration processes that are especially important to water resource management in arid regions.

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This paper introduces the Hilbert Analysis (HA), which is a novel digital signal processing technique, for the investigation of tremor. The HA is formed by two complementary tools, i.e. the Empirical Mode Decomposition (EMD) and the Hilbert Spectrum (HS). In this work we show that the EMD can automatically detect and isolate tremulous and voluntary movements from experimental signals collected from 31 patients with different conditions. Our results also suggest that the tremor may be described by a new class of mathematical functions defined in the HA framework. In a further study, the HS was employed for visualization of the energy activities of signals. This tool introduces the concept of instantaneous frequency in the field of tremor. In addition, it could provide, in a time-frequency-energy plot, a clear visualization of local activities of tremor energy over the time. The HA demonstrated to be very useful to perform objective measurements of any kind of tremor and can therefore be used to perform functional assessment.

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The use of pulse compression techniques to improve the sensitivity of meteorological radars has become increasingly common in recent years. An unavoidable side-effect of such techniques is the formation of ‘range sidelobes’ which lead to spreading of information across several range gates. These artefacts are particularly troublesome in regions where there is a sharp gradient in the power backscattered to the antenna as a function of range. In this article we present a simple method for identifying and correcting range sidelobe artefacts. We make use of the fact that meteorological targets produce an echo which fluctuates at random, and that this echo, like a fingerprint, is unique to each range gate. By cross-correlating the echo time series from pairs of gates therefore we can identify whether information from one gate has spread into another, and hence flag regions of contamination. In addition we show that the correlation coefficients contain quantitative information about the fraction of power leaked from one range gate to another, and we propose a simple algorithm to correct the corrupted reflectivity profile.

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The calculation of interval forecasts for highly persistent autoregressive (AR) time series based on the bootstrap is considered. Three methods are considered for countering the small-sample bias of least-squares estimation for processes which have roots close to the unit circle: a bootstrap bias-corrected OLS estimator; the use of the Roy–Fuller estimator in place of OLS; and the use of the Andrews–Chen estimator in place of OLS. All three methods of bias correction yield superior results to the bootstrap in the absence of bias correction. Of the three correction methods, the bootstrap prediction intervals based on the Roy–Fuller estimator are generally superior to the other two. The small-sample performance of bootstrap prediction intervals based on the Roy–Fuller estimator are investigated when the order of the AR model is unknown, and has to be determined using an information criterion.

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African societies are dependent on rainfall for agricultural and other water-dependent activities, yet rainfall is extremely variable in both space and time and reoccurring water shocks, such as drought, can have considerable social and economic impacts. To help improve our knowledge of the rainfall climate, we have constructed a 30-year (1983–2012), temporally consistent rainfall dataset for Africa known as TARCAT (TAMSAT African Rainfall Climatology And Time-series) using archived Meteosat thermal infra-red (TIR) imagery, calibrated against rain gauge records collated from numerous African agencies. TARCAT has been produced at 10-day (dekad) scale at a spatial resolution of 0.0375°. An intercomparison of TARCAT from 1983 to 2010 with six long-term precipitation datasets indicates that TARCAT replicates the spatial and seasonal rainfall patterns and interannual variability well, with correlation coefficients of 0.85 and 0.70 with the Climate Research Unit (CRU) and Global Precipitation Climatology Centre (GPCC) gridded-gauge analyses respectively in the interannual variability of the Africa-wide mean monthly rainfall. The design of the algorithm for drought monitoring leads to TARCAT underestimating the Africa-wide mean annual rainfall on average by −0.37 mm day−1 (21%) compared to other datasets. As the TARCAT rainfall estimates are historically calibrated across large climatically homogeneous regions, the data can provide users with robust estimates of climate related risk, even in regions where gauge records are inconsistent in time.

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Empirical Mode Decomposition is presented as an alternative to traditional analysis methods to decompose geomagnetic time series into spectral components. Important comments on the algorithm and its variations will be given. Using this technique, planetary wave modes of 5-, 10-, and 16-day mean periods can be extracted from magnetic field components of three different stations in Germany. In a second step, the amplitude modulation functions of these wave modes can be shown to contain significant contribution from solar cycle variation through correlation with smoothed sunspot numbers. Additionally, the data indicate connections with geomagnetic jerk occurrences, supported by a second set of data providing reconstructed near-Earth magnetic field for 150 years. Usually attributed to internal dynamo processes within the Earth's outer core, the question of who is impacting whom will be briefly discussed here.