Estimation of systematic error in an equatorial ocean model using data assimilation

Assimilation of temperature observations into an ocean model near the equator often results in a dynamically unbalanced state with unrealistic overturning circulations. The way in which these circulations arise from systematic errors in the model or its forcing is discussed. A scheme is proposed, based on the theory of state augmentation, which uses the departures of the model state from the observations to update slowly evolving bias fields. Results are summarized from an experiment applying this bias correction scheme to an ocean general circulation model. They show that the method produces more balanced analyses and a better fit to the temperature observations.

Bayesian estimation of the spatial Durbin error model with an application to voter turnout in the 2004 presidential election

The potential for spatial dependence in models of voter turnout, although plausible from a theoretical perspective, has not been adequately addressed in the literature. Using recent advances in Bayesian computation, we formulate and estimate the previously unutilized spatial Durbin error model and apply this model to the question of whether spillovers and unobserved spatial dependence in voter turnout matters from an empirical perspective. Formal Bayesian model comparison techniques are employed to compare the normal linear model, the spatially lagged X model (SLX), the spatial Durbin model, and the spatial Durbin error model. The results overwhelmingly support the spatial Durbin error model as the appropriate empirical model.

Climate spectrum estimation in the presence of timescale errors.

We introduce an algorithm (called REDFITmc2) for spectrum estimation in the presence of timescale errors. It is based on the Lomb-Scargle periodogram for unevenly spaced time series, in combination with the Welch's Overlapped Segment Averaging procedure, bootstrap bias correction and persistence estimation. The timescale errors are modelled parametrically and included in the simulations for determining (1) the upper levels of the spectrum of the red-noise AR(1) alternative and (2) the uncertainty of the frequency of a spectral peak. Application of REDFITmc2 to ice core and stalagmite records of palaeoclimate allowed a more realistic evaluation of spectral peaks than when ignoring this source of uncertainty. The results support qualitatively the intuition that stronger effects on the spectrum estimate (decreased detectability and increased frequency uncertainty) occur for higher frequencies. The surplus information brought by algorithm REDFITmc2 is that those effects are quantified. Regarding timescale construction, not only the fixpoints, dating errors and the functional form of the age-depth model play a role. Also the joint distribution of all time points (serial correlation, stratigraphic order) determines spectrum estimation.

Bayesian estimation of the double hurdle model in the presence of fixed costs

We present a model of market participation in which the presence of non-negligible fixed costs leads to random censoring of the traditional double-hurdle model. Fixed costs arise when household resources must be devoted a priori to the decision to participate in the market. These costs, usually of time, are manifested in non-negligible minimum-efficient supplies and supply correspondence that requires modification of the traditional Tobit regression. The costs also complicate econometric estimation of household behavior. These complications are overcome by application of the Gibbs sampler. The algorithm thus derived provides robust estimates of the fixed-costs, double-hurdle model. The model and procedures are demonstrated in an application to milk market participation in the Ethiopian highlands.

A low-order model investigation of the analysis of gravity waves in the ensemble Kalman filter.

The behavior of the ensemble Kalman filter (EnKF) is examined in the context of a model that exhibits a nonlinear chaotic (slow) vortical mode coupled to a linear (fast) gravity wave of a given amplitude and frequency. It is shown that accurate recovery of both modes is enhanced when covariances between fast and slow normal-mode variables (which reflect the slaving relations inherent in balanced dynamics) are modeled correctly. More ensemble members are needed to recover the fast, linear gravity wave than the slow, vortical motion. Although the EnKF tends to diverge in the analysis of the gravity wave, the filter divergence is stable and does not lead to a great loss of accuracy. Consequently, provided the ensemble is large enough and observations are made that reflect both time scales, the EnKF is able to recover both time scales more accurately than optimal interpolation (OI), which uses a static error covariance matrix. For OI it is also found to be problematic to observe the state at a frequency that is a subharmonic of the gravity wave frequency, a problem that is in part overcome by the EnKF.However, error in themodeled gravity wave parameters can be detrimental to the performance of the EnKF and remove its implied advantages, suggesting that a modified algorithm or a method for accounting for model error is needed.

Model estimation of cerebral hemodynamics between blood flow and volume changes: A data-based modeling approach

It is well known that there is a dynamic relationship between cerebral blood flow (CBF) and cerebral blood volume (CBV). With increasing applications of functional MRI, where the blood oxygen-level-dependent signals are recorded, the understanding and accurate modeling of the hemodynamic relationship between CBF and CBV becomes increasingly important. This study presents an empirical and data-based modeling framework for model identification from CBF and CBV experimental data. It is shown that the relationship between the changes in CBF and CBV can be described using a parsimonious autoregressive with exogenous input model structure. It is observed that neither the ordinary least-squares (LS) method nor the classical total least-squares (TLS) method can produce accurate estimates from the original noisy CBF and CBV data. A regularized total least-squares (RTLS) method is thus introduced and extended to solve such an error-in-the-variables problem. Quantitative results show that the RTLS method works very well on the noisy CBF and CBV data. Finally, a combination of RTLS with a filtering method can lead to a parsimonious but very effective model that can characterize the relationship between the changes in CBF and CBV.

Optimal estimation of sea surface temperature from split-window observations

Optimal estimation (OE) improves sea surface temperature (SST) estimated from satellite infrared imagery in the “split-window”, in comparison to SST retrieved using the usual multi-channel (MCSST) or non-linear (NLSST) estimators. This is demonstrated using three months of observations of the Advanced Very High Resolution Radiometer (AVHRR) on the first Meteorological Operational satellite (Metop-A), matched in time and space to drifter SSTs collected on the global telecommunications system. There are 32,175 matches. The prior for the OE is forecast atmospheric fields from the Météo-France global numerical weather prediction system (ARPEGE), the forward model is RTTOV8.7, and a reduced state vector comprising SST and total column water vapour (TCWV) is used. Operational NLSST coefficients give mean and standard deviation (SD) of the difference between satellite and drifter SSTs of 0.00 and 0.72 K. The “best possible” NLSST and MCSST coefficients, empirically regressed on the data themselves, give zero mean difference and SDs of 0.66 K and 0.73 K respectively. Significant contributions to the global SD arise from regional systematic errors (biases) of several tenths of kelvin in the NLSST. With no bias corrections to either prior fields or forward model, the SSTs retrieved by OE minus drifter SSTs have mean and SD of − 0.16 and 0.49 K respectively. The reduction in SD below the “best possible” regression results shows that OE deals with structural limitations of the NLSST and MCSST algorithms. Using simple empirical bias corrections to improve the OE, retrieved minus drifter SSTs are obtained with mean and SD of − 0.06 and 0.44 K respectively. Regional biases are greatly reduced, such that the absolute bias is less than 0.1 K in 61% of 10°-latitude by 30°-longitude cells. OE also allows a statistic of the agreement between modelled and measured brightness temperatures to be calculated. We show that this measure is more efficient than the current system of confidence levels at identifying reliable retrievals, and that the best 75% of satellite SSTs by this measure have negligible bias and retrieval error of order 0.25 K.

Sparse model construction using coordinate descent optimization

We propose a new sparse model construction method aimed at maximizing a model’s generalisation capability for a large class of linear-in-the-parameters models. The coordinate descent optimization algorithm is employed with a modified l1- penalized least squares cost function in order to estimate a single parameter and its regularization parameter simultaneously based on the leave one out mean square error (LOOMSE). Our original contribution is to derive a closed form of optimal LOOMSE regularization parameter for a single term model, for which we show that the LOOMSE can be analytically computed without actually splitting the data set leading to a very simple parameter estimation method. We then integrate the new results within the coordinate descent optimization algorithm to update model parameters one at the time for linear-in-the-parameters models. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.

Benchmarks and the accuracy of GARCH model estimation

This paper reviews nine software packages with particular reference to their GARCH model estimation accuracy when judged against a respected benchmark. We consider the numerical consistency of GARCH and EGARCH estimation and forecasting. Our results have a number of implications for published research and future software development. Finally, we argue that the establishment of benchmarks for other standard non-linear models is long overdue.

Sensitivity of simulated regional Arctic climate to the choice of coupled model domain

The climate over the Arctic has undergone changes in recent decades. In order to evaluate the coupled response of the Arctic system to external and internal forcing, our study focuses on the estimation of regional climate variability and its dependence on large-scale atmospheric and regional ocean circulations. A global ocean–sea ice model with regionally high horizontal resolution is coupled to an atmospheric regional model and global terrestrial hydrology model. This way of coupling divides the global ocean model setup into two different domains: one coupled, where the ocean and the atmosphere are interacting, and one uncoupled, where the ocean model is driven by prescribed atmospheric forcing and runs in a so-called stand-alone mode. Therefore, selecting a specific area for the regional atmosphere implies that the ocean–atmosphere system can develop ‘freely’ in that area, whereas for the rest of the global ocean, the circulation is driven by prescribed atmospheric forcing without any feedbacks. Five different coupled setups are chosen for ensemble simulations. The choice of the coupled domains was done to estimate the influences of the Subtropical Atlantic, Eurasian and North Pacific regions on northern North Atlantic and Arctic climate. Our simulations show that the regional coupled ocean–atmosphere model is sensitive to the choice of the modelled area. The different model configurations reproduce differently both the mean climate and its variability. Only two out of five model setups were able to reproduce the Arctic climate as observed under recent climate conditions (ERA-40 Reanalysis). Evidence is found that the main source of uncertainty for Arctic climate variability and its predictability is the North Pacific. The prescription of North Pacific conditions in the regional model leads to significant correlation with observations, even if the whole North Atlantic is within the coupled model domain. However, the inclusion of the North Pacific area into the coupled system drastically changes the Arctic climate variability to a point where the Arctic Oscillation becomes an ‘internal mode’ of variability and correlations of year-to-year variability with observational data vanish. In line with previous studies, our simulations provide evidence that Arctic sea ice export is mainly due to ‘internal variability’ within the Arctic region. We conclude that the choice of model domains should be based on physical knowledge of the atmospheric and oceanic processes and not on ‘geographic’ reasons. This is particularly the case for areas like the Arctic, which has very complex feedbacks between components of the regional climate system.

Sparse density estimation on the multinomial manifold

A new sparse kernel density estimator is introduced based on the minimum integrated square error criterion for the finite mixture model. Since the constraint on the mixing coefficients of the finite mixture model is on the multinomial manifold, we use the well-known Riemannian trust-region (RTR) algorithm for solving this problem. The first- and second-order Riemannian geometry of the multinomial manifold are derived and utilized in the RTR algorithm. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with an accuracy competitive with those of existing kernel density estimators.

Estimation of Gaussian process regression model using probability distance measures

A new class of parameter estimation algorithms is introduced for Gaussian process regression (GPR) models. It is shown that the integration of the GPR model with probability distance measures of (i) the integrated square error and (ii) Kullback–Leibler (K–L) divergence are analytically tractable. An efficient coordinate descent algorithm is proposed to iteratively estimate the kernel width using golden section search which includes a fast gradient descent algorithm as an inner loop to estimate the noise variance. Numerical examples are included to demonstrate the effectiveness of the new identification approaches.

Adaptive B-spline neural network based nonlinear equalization for high-order QAM systems with nonlinear transmit high power amplifier

High bandwidth-efficiency quadrature amplitude modulation (QAM) signaling widely adopted in high-rate communication systems suffers from a drawback of high peak-toaverage power ratio, which may cause the nonlinear saturation of the high power amplifier (HPA) at transmitter. Thus, practical high-throughput QAM communication systems exhibit nonlinear and dispersive channel characteristics that must be modeled as a Hammerstein channel. Standard linear equalization becomes inadequate for such Hammerstein communication systems. In this paper, we advocate an adaptive B-Spline neural network based nonlinear equalizer. Specifically, during the training phase, an efficient alternating least squares (LS) scheme is employed to estimate the parameters of the Hammerstein channel, including both the channel impulse response (CIR) coefficients and the parameters of the B-spline neural network that models the HPA’s nonlinearity. In addition, another B-spline neural network is used to model the inversion of the nonlinear HPA, and the parameters of this inverting B-spline model can easily be estimated using the standard LS algorithm based on the pseudo training data obtained as a natural byproduct of the Hammerstein channel identification. Nonlinear equalisation of the Hammerstein channel is then accomplished by the linear equalization based on the estimated CIR as well as the inverse B-spline neural network model. Furthermore, during the data communication phase, the decision-directed LS channel estimation is adopted to track the time-varying CIR. Extensive simulation results demonstrate the effectiveness of our proposed B-Spline neural network based nonlinear equalization scheme.

Sparse density estimation on multinomial manifold combining local component analysis

A new sparse kernel density estimator is introduced based on the minimum integrated square error criterion combining local component analysis for the finite mixture model. We start with a Parzen window estimator which has the Gaussian kernels with a common covariance matrix, the local component analysis is initially applied to find the covariance matrix using expectation maximization algorithm. Since the constraint on the mixing coefficients of a finite mixture model is on the multinomial manifold, we then use the well-known Riemannian trust-region algorithm to find the set of sparse mixing coefficients. The first and second order Riemannian geometry of the multinomial manifold are utilized in the Riemannian trust-region algorithm. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.