Optimal piecewise locally linear modeling

Associative memory networks such as Radial Basis Functions, Neurofuzzy and Fuzzy Logic used for modelling nonlinear processes suffer from the curse of dimensionality (COD), in that as the input dimension increases the parameterization, computation cost, training data requirements, etc. increase exponentially. Here a new algorithm is introduced for the construction of a Delaunay input space partitioned optimal piecewise locally linear models to overcome the COD as well as generate locally linear models directly amenable to linear control and estimation algorithms. The training of the model is configured as a new mixture of experts network with a new fast decision rule derived using convex set theory. A very fast simulated reannealing (VFSR) algorithm is utilized to search a global optimal solution of the Delaunay input space partition. A benchmark non-linear time series is used to demonstrate the new approach.

Assessing the vulnerability of blanket peat to climate change using an ensemble of statistical bioclimatic envelope models

We assessed the vulnerability of blanket peat to climate change in Great Britain using an ensemble of 8 bioclimatic envelope models. We used 4 published models that ranged from simple threshold models, based on total annual precipitation, to Generalised Linear Models (GLMs, based on mean annual temperature). In addition, 4 new models were developed which included measures of water deficit as threshold, classification tree, GLM and generalised additive models (GAM). Models that included measures of both hydrological conditions and maximum temperature provided a better fit to the mapped peat area than models based on hydrological variables alone. Under UKCIP02 projections for high (A1F1) and low (B1) greenhouse gas emission scenarios, 7 out of the 8 models showed a decline in the bioclimatic space associated with blanket peat. Eastern regions (Northumbria, North York Moors, Orkney) were shown to be more vulnerable than higher-altitude, western areas (Highlands, Western Isles and Argyle, Bute and The Trossachs). These results suggest a long-term decline in the distribution of actively growing blanket peat, especially under the high emissions scenario, although it is emphasised that existing peatlands may well persist for decades under a changing climate. Observational data from long-term monitoring and manipulation experiments in combination with process-based models are required to explore the nature and magnitude of climate change impacts on these vulnerable areas more fully.

The role of atmosphere feedbacks during ENSO in the CMIP3 models. Part II: using AMIP runs to understand the heat flux feedback mechanisms

Several studies using ocean–atmosphere general circulation models (GCMs) suggest that the atmospheric component plays a dominant role in the modelled El Niño-Southern Oscillation (ENSO). To help elucidate these findings, the two main atmosphere feedbacks relevant to ENSO, the Bjerknes positive feedback (μ) and the heat flux negative feedback (α), are here analysed in nine AMIP runs of the CMIP3 multimodel dataset. We find that these models generally have improved feedbacks compared to the coupled runs which were analysed in part I of this study. The Bjerknes feedback, μ, is increased in most AMIP runs compared to the coupled run counterparts, and exhibits both positive and negative biases with respect to ERA40. As in the coupled runs, the shortwave and latent heat flux feedbacks are the two dominant components of α in the AMIP runs. We investigate the mechanisms behind these two important feedbacks, in particular focusing on the strong 1997–1998 El Niño. Biases in the shortwave flux feedback, α SW, are the main source of model uncertainty in α. Most models do not successfully represent the negative αSW in the East Pacific, primarily due to an overly strong low-cloud positive feedback in the far eastern Pacific. Biases in the cloud response to dynamical changes dominate the modelled α SW biases, though errors in the large-scale circulation response to sea surface temperature (SST) forcing also play a role. Analysis of the cloud radiative forcing in the East Pacific reveals model biases in low cloud amount and optical thickness which may affect α SW. We further show that the negative latent heat flux feedback, α LH, exhibits less diversity than α SW and is primarily driven by variations in the near-surface specific humidity difference. However, biases in both the near-surface wind speed and humidity response to SST forcing can explain the inter-model αLH differences.

Evaluation of ice cloud representation in the ECMWF and UK Met Office models using CloudSat and CALIPSO data

Ice cloud representation in general circulation models remains a challenging task, due to the lack of accurate observations and the complexity of microphysical processes. In this article, we evaluate the ice water content (IWC) and ice cloud fraction statistical distributions from the numerical weather prediction models of the European Centre for Medium-Range Weather Forecasts (ECMWF) and the UK Met Office, exploiting the synergy between the CloudSat radar and CALIPSO lidar. Using the last three weeks of July 2006, we analyse the global ice cloud occurrence as a function of temperature and latitude and show that the models capture the main geographical and temperature-dependent distributions, but overestimate the ice cloud occurrence in the Tropics in the temperature range from −60 °C to −20 °C and in the Antarctic for temperatures higher than −20 °C, but underestimate ice cloud occurrence at very low temperatures. A global statistical comparison of the occurrence of grid-box mean IWC at different temperatures shows that both the mean and range of IWC increases with increasing temperature. Globally, the models capture most of the IWC variability in the temperature range between −60 °C and −5 °C, and also reproduce the observed latitudinal dependencies in the IWC distribution due to different meteorological regimes. Two versions of the ECMWF model are assessed. The recent operational version with a diagnostic representation of precipitating snow and mixed-phase ice cloud fails to represent the IWC distribution in the −20 °C to 0 °C range, but a new version with prognostic variables for liquid water, ice and snow is much closer to the observed distribution. The comparison of models and observations provides a much-needed analysis of the vertical distribution of IWC across the globe, highlighting the ability of the models to reproduce much of the observed variability as well as the deficiencies where further improvements are required.

Are property prices non-linear? An investigation of the behaviour of US REITs and UK property company shares

Linear models of market performance may be misspecified if the market is subdivided into distinct regimes exhibiting different behaviour. Price movements in the US Real Estate Investment Trusts and UK Property Companies Markets are explored using a Threshold Autoregressive (TAR) model with regimes defined by the real rate of interest. In both US and UK markets, distinctive behaviour emerges, with the TAR model offering better predictive power than a more conventional linear autoregressive model. The research points to the possibility of developing trading rules to exploit the systematically different behaviour across regimes.

The influence of eddy parameterizations on the transport of the Antarctic Circumpolar Current in coupled climate models

The transport of the Antarctic Circumpolar Current (ACC) varies strongly across the coupled GCMs (general circulation models) used for the IPCC AR4. This note shows that a large fraction of this across-model variance can be explained by relating it to the parameterization of eddy-induced transports. In the majority of models this parameterization is based on the study by Gent and McWilliams (1990). The main parameter is the quasi-Stokes diffusivity kappa (often referred to less accurately as ’’thickness diffusion’’). The ACC transport and the meridional density gradient both correlate strongly with kappa across those models where kappa is a prescribed constant. In contrast, there is no correlation with the isopycnal diffusivity jiso across the models. The sensitivity of the ACC transport to kappa is larger than to the zonal wind stress maximum. Experiments with the fast GCM FAMOUS show that changing kappa directly affects the ACC transport by changing the density structure throughout the water column. Our results suggest that this limits the role of the wind stress magnitude in setting the ACC transport in FAMOUS. The sensitivities of the ACC and the meridional density gradient are very similar across the AR4 GCMs (for those models where kappa is a prescribed constant) and among the FAMOUS experiments. The strong sensitivity of the ACC transport to kappa needs careful assessment in climate models.

Temporal constraints on linear BRDF model parameters

Linear models of bidirectional reflectance distribution are useful tools for understanding the angular variability of surface reflectance as observed by medium-resolution sensors such as the Moderate Resolution Imaging Spectrometer. These models are operationally used to normalize data to common view and illumination geometries and to calculate integral quantities such as albedo. Currently, to compensate for noise in observed reflectance, these models are inverted against data collected during some temporal window for which the model parameters are assumed to be constant. Despite this, the retrieved parameters are often noisy for regions where sufficient observations are not available. This paper demonstrates the use of Lagrangian multipliers to allow arbitrarily large windows and, at the same time, produce individual parameter sets for each day even for regions where only sparse observations are available.

How much information is lost by using global-mean climate metrics? an example using the transport sector

Metrics are often used to compare the climate impacts of emissions from various sources, sectors or nations. These are usually based on global-mean input, and so there is the potential that important information on smaller scales is lost. Assuming a non-linear dependence of the climate impact on local surface temperature change, we explore the loss of information about regional variability that results from using global-mean input in the specific case of heterogeneous changes in ozone, methane and aerosol concentrations resulting from emissions from road traffic, aviation and shipping. Results from equilibrium simulations with two general circulation models are used. An alternative metric for capturing the regional climate impacts is investigated. We find that the application of a metric that is first calculated locally and then averaged globally captures a more complete and informative signal of climate impact than one that uses global-mean input. The loss of information when heterogeneity is ignored is largest in the case of aviation. Further investigation of the spatial distribution of temperature change indicates that although the pattern of temperature response does not closely match the pattern of the forcing, the forcing pattern still influences the response pattern on a hemispheric scale. When the short-lived transport forcing is superimposed on present-day anthropogenic CO2 forcing, the heterogeneity in the temperature response to CO2 dominates. This suggests that the importance of including regional climate impacts in global metrics depends on whether small sectors are considered in isolation or as part of the overall climate change.

The role of atmosphere feedbacks during ENSO in the CMIP3 models. Part III: the shortwave flux feedback

Previous studies using coupled general circulation models (GCMs) suggest that the atmosphere model plays a dominant role in the modeled El Nin ̃ o–Southern Oscillation (ENSO), and that intermodel differences in the thermodynamical damping of sea surface temperatures (SSTs) are a dominant contributor to the ENSO amplitude diversity. This study presents a detailed analysis of the shortwave flux feedback (aSW) in 12 Coupled Model Intercomparison Project phase 3 (CMIP3) simulations, motivated by findings that aSW is the primary contributor to model thermodynamical damping errors. A ‘‘feedback decomposition method,’’ developed to elucidate the aSW biases, shows that all models un- derestimate the dynamical atmospheric response to SSTs in the eastern equatorial Pacific, leading to un- derestimated aSW values. Biases in the cloud response to dynamics and the shortwave interception by clouds also contribute to errors in aSW. Changes in the aSW feedback between the coupled and corresponding atmosphere-only simulations are related to changes in the mean dynamics. A large nonlinearity is found in the observed and modeled SW flux feedback, hidden when linearly cal- culating aSW. In the observations, two physical mechanisms are proposed to explain this nonlinearity: 1) a weaker subsidence response to cold SST anomalies than the ascent response to warm SST anomalies and 2) a nonlinear high-level cloud cover response to SST. The shortwave flux feedback nonlinearity tends to be underestimated by the models, linked to an underestimated nonlinearity in the dynamical response to SST. The process-based methodology presented in this study may help to correct model ENSO atmospheric biases, ultimately leading to an improved simulation of ENSO in GCMs.

Systematic winter sea-surface temperature biases in the northern Arabian Sea in HiGEM and the CMIP3 models

Analysis of 20th century simulations of the High resolution Global Environment Model (HiGEM) and the Third Coupled Model Intercomparison Project (CMIP3) models shows that most have a cold sea-surface temperature (SST) bias in the northern Arabian Sea during boreal winter. The association between Arabian Sea SST and the South Asian monsoon has been widely studied in observations and models, with winter cold biases known to be detrimental to rainfall simulation during the subsequent monsoon in coupled general circulation models (GCMs). However, the causes of these SST biases are not well understood. Indeed this is one of the first papers to address causes of the cold biases. The models show anomalously strong north-easterly winter monsoon winds and cold air temperatures in north-west India, Pakistan and beyond. This leads to the anomalous advection of cold, dry air over the Arabian Sea. The cold land region is also associated with an anomalously strong meridional surface temperature gradient during winter, contributing to the enhanced low-level convergence and excessive precipitation over the western equatorial Indian Ocean seen in many models.

Influence of the quasi-biennial oscillation on the extratropical winter stratosphere in an atmospheric general circulation model and in reanalysis data

The interannual variability of the stratospheric polar vortex during winter in both hemispheres is observed to correlate strongly with the phase of the quasi-biennial oscillation (QBO) in tropical stratospheric winds. It follows that the lack of a spontaneously generated QBO in most atmospheric general circulation models (AGCMs) adversely affects the nature of polar variability in such models. This study examines QBO–vortex coupling in an AGCM in which a QBO is spontaneously induced by resolved and parameterized waves. The QBO–vortex coupling in the AGCM compares favorably to that seen in reanalysis data [from the 40-yr ECMWF Re-Analysis (ERA-40)], provided that careful attention is given to the definition of QBO phase. A phase angle representation of the QBO is employed that is based on the two leading empirical orthogonal functions of equatorial zonal wind vertical profiles. This yields a QBO phase that serves as a proxy for the vertical structure of equatorial winds over the whole depth of the stratosphere and thus provides a means of subsampling the data to select QBO phases with similar vertical profiles of equatorial zonal wind. Using this subsampling, it is found that the QBO phase that induces the strongest polar vortex response in early winter differs from that which induces the strongest late-winter vortex response. This is true in both hemispheres and for both the AGCM and ERA-40. It follows that the strength and timing of QBO influence on the vortex may be affected by the partial seasonal synchronization of QBO phase transitions that occurs both in observations and in the model. This provides a mechanism by which changes in the strength of QBO–vortex correlations may exhibit variability on decadal time scales. In the model, such behavior occurs in the absence of external forcings or interannual variations in sea surface temperatures.

Spectral theory of some non-selfadjoint linear differential operators

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary conditions may be such that the resulting operator is not selfadjoint. We associate the spectral properties of such an operator $S$ with the properties of the solution of a corresponding boundary value problem for the partial differential equation $\partial_t q \pm iSq=0$. Namely, we are able to establish an explicit correspondence between the properties of the family of eigenfunctions of the operator, and in particular whether this family is a basis, and the existence and properties of the unique solution of the associated boundary value problem. When such a unique solution exists, we consider its representation as a complex contour integral that is obtained using a transform method recently proposed by Fokas and one of the authors. The analyticity properties of the integrand in this representation are crucial for studying the spectral theory of the associated operator.

The tropopause inversion layer in models and analyses

Recent high-resolution radiosonde climatologies have revealed a tropopause inversion layer (TIL) in the extratropics: temperature strongly increases just above a sharp local cold point tropopause. Here, it is asked to what extent a TIL exists in current general circulation models (GCMs) and meteorological analyses. Only a weak hint of a TIL exists in NCEP/NCAR reanalysis data. In contrast, the Canadian Middle Atmosphere Model (CMAM), a comprehensive GCM, exhibits a TIL of realistic strength. However, in data assimilation mode CMAM exhibits a much weaker TIL, especially in the Southern Hemisphere where only coarse satellite data are available. The discrepancy between the analyses and the GCM is thus hypothesized to be mainly due to data assimilation acting to smooth the observed strong curvature in temperature around the tropopause. This is confirmed in the reanalysis where the stratification around the tropopause exhibits a strong discontinuity at the start of the satellite era.

Aerosol indirect effects – general circulation model intercomparison and evaluation with satellite data

Aerosol indirect effects continue to constitute one of the most important uncertainties for anthropogenic climate perturbations. Within the international AEROCOM initiative, the representation of aerosol-cloud-radiation interactions in ten different general circulation models (GCMs) is evaluated using three satellite datasets. The focus is on stratiform liquid water clouds since most GCMs do not include ice nucleation effects, and none of the model explicitly parameterises aerosol effects on convective clouds. We compute statistical relationships between aerosol optical depth (τa) and various cloud and radiation quantities in a manner that is consistent between the models and the satellite data. It is found that the model-simulated influence of aerosols on cloud droplet number concentration (Nd ) compares relatively well to the satellite data at least over the ocean. The relationship between �a and liquid water path is simulated much too strongly by the models. This suggests that the implementation of the second aerosol indirect effect mainly in terms of an autoconversion parameterisation has to be revisited in the GCMs. A positive relationship between total cloud fraction (fcld) and �a as found in the satellite data is simulated by the majority of the models, albeit less strongly than that in the satellite data in most of them. In a discussion of the hypotheses proposed in the literature to explain the satellite-derived strong fcld–�a relationship, our results indicate that none can be identified as a unique explanation. Relationships similar to the ones found in satellite data between �a and cloud top temperature or outgoing long-wave radiation (OLR) are simulated by only a few GCMs. The GCMs that simulate a negative OLR - �a relationship show a strong positive correlation between �a and fcld. The short-wave total aerosol radiative forcing as simulated by the GCMs is strongly influenced by the simulated anthropogenic fraction of �a, and parameterisation assumptions such as a lower bound on Nd . Nevertheless, the strengths of the statistical relationships are good predictors for the aerosol forcings in the models. An estimate of the total short-wave aerosol forcing inferred from the combination of these predictors for the modelled forcings with the satellite-derived statistical relationships yields a global annual mean value of −1.5±0.5Wm−2. In an alternative approach, the radiative flux perturbation due to anthropogenic aerosols can be broken down into a component over the cloud-free portion of the globe (approximately the aerosol direct effect) and a component over the cloudy portion of the globe (approximately the aerosol indirect effect). An estimate obtained by scaling these simulated clearand cloudy-sky forcings with estimates of anthropogenic �a and satellite-retrieved Nd–�a regression slopes, respectively, yields a global, annual-mean aerosol direct effect estimate of −0.4±0.2Wm−2 and a cloudy-sky (aerosol indirect effect) estimate of −0.7±0.5Wm−2, with a total estimate of −1.2±0.4Wm−2.

Evaluating forecasts from SETAR models of exchange rates

We consider the forecasting performance of two SETAR exchange rate models proposed by Kräger and Kugler [J. Int. Money Fin. 12 (1993) 195]. Assuming that the models are good approximations to the data generating process, we show that whether the non-linearities inherent in the data can be exploited to forecast better than a random walk depends on both how forecast accuracy is assessed and on the ‘state of nature’. Evaluation based on traditional measures, such as (root) mean squared forecast errors, may mask the superiority of the non-linear models. Generalized impulse response functions are also calculated as a means of portraying the asymmetric response to shocks implied by such models.