A constrained recursive least squares algorithm for adaptive combination of multiple models

In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

Variable step LMS algorithm using the accumulated instantaneous error concept

The convergence speed of the standard Least Mean Square adaptive array may be degraded in mobile communication environments. Different conventional variable step size LMS algorithms were proposed to enhance the convergence speed while maintaining low steady state error. In this paper, a new variable step LMS algorithm, using the accumulated instantaneous error concept is proposed. In the proposed algorithm, the accumulated instantaneous error is used to update the step size parameter of standard LMS is varied. Simulation results show that the proposed algorithm is simpler and yields better performance than conventional variable step LMS.

Systematic model forecast error in Rossby wave structure

Diabatic processes can alter Rossby wave structure; consequently errors arising from model processes propagate downstream. However, the chaotic spread of forecasts from initial condition uncertainty renders it difficult to trace back from root mean square forecast errors to model errors. Here diagnostics unaffected by phase errors are used, enabling investigation of systematic errors in Rossby waves in winter-season forecasts from three operational centers. Tropopause sharpness adjacent to ridges decreases with forecast lead time. It depends strongly on model resolution, even though models are examined on a common grid. Rossby wave amplitude reduces with lead time up to about five days, consistent with under-representation of diabatic modification and transport of air from the lower troposphere into upper-tropospheric ridges, and with too weak humidity gradients across the tropopause. However, amplitude also decreases when resolution is decreased. Further work is necessary to isolate the contribution from errors in the representation of diabatic processes.

Comparison of energy evaluation systems and a mechanistic model for milk production by dairy cattle offered fresh grass-based diets

Grass-based diets are of increasing social-economic importance in dairy cattle farming, but their low supply of glucogenic nutrients may limit the production of milk. Current evaluation systems that assess the energy supply and requirements are based on metabolisable energy (ME) or net energy (NE). These systems do not consider the characteristics of the energy delivering nutrients. In contrast, mechanistic models take into account the site of digestion, the type of nutrient absorbed and the type of nutrient required for production of milk constituents, and may therefore give a better prediction of supply and requirement of nutrients. The objective of the present study is to compare the ability of three energy evaluation systems, viz. the Dutch NE system, the agricultural and food research council (AFRC) ME system, and the feed into milk (FIM) ME system, and of a mechanistic model based on Dijkstra et al. [Simulation of digestion in cattle fed sugar cane: prediction of nutrient supply for milk production with locally available supplements. J. Agric. Sci., Cambridge 127, 247-60] and Mills et al. [A mechanistic model of whole-tract digestion and methanogenesis in the lactating dairy cow: model development, evaluation and application. J. Anim. Sci. 79, 1584-97] to predict the feed value of grass-based diets for milk production. The dataset for evaluation consists of 41 treatments of grass-based diets (at least 0.75 g ryegrass/g diet on DM basis). For each model, the predicted energy or nutrient supply, based on observed intake, was compared with predicted requirement based on observed performance. Assessment of the error of energy or nutrient supply relative to requirement is made by calculation of mean square prediction error (MSPE) and by concordance correlation coefficient (CCC). All energy evaluation systems predicted energy requirement to be lower (6-11%) than energy supply. The root MSPE (expressed as a proportion of the supply) was lowest for the mechanistic model (0.061), followed by the Dutch NE system (0.082), FIM ME system (0.097) and AFRCME system(0.118). For the energy evaluation systems, the error due to overall bias of prediction dominated the MSPE, whereas for the mechanistic model, proportionally 0.76 of MSPE was due to random variation. CCC analysis confirmed the higher accuracy and precision of the mechanistic model compared with energy evaluation systems. The error of prediction was positively related to grass protein content for the Dutch NE system, and was also positively related to grass DMI level for all models. In conclusion, current energy evaluation systems overestimate energy supply relative to energy requirement on grass-based diets for dairy cattle. The mechanistic model predicted glucogenic nutrients to limit performance of dairy cattle on grass-based diets, and proved to be more accurate and precise than the energy systems. The mechanistic model could be improved by allowing glucose maintenance and utilization requirements parameters to be variable. (C) 2007 Elsevier B.V. All rights reserved.

Alternative approaches to predicting methane emissions from dairy cows

Previous attempts to apply statistical models, which correlate nutrient intake with methane production, have been of limited. value where predictions are obtained for nutrient intakes and diet types outside those. used in model construction. Dynamic mechanistic models have proved more suitable for extrapolation, but they remain computationally expensive and are not applied easily in practical situations. The first objective of this research focused on employing conventional techniques to generate statistical models of methane production appropriate to United Kingdom dairy systems. The second objective was to evaluate these models and a model published previously using both United Kingdom and North American data sets. Thirdly, nonlinear models were considered as alternatives to the conventional linear regressions. The United Kingdom calorimetry data used to construct the linear models also were used to develop the three. nonlinear alternatives that were ball of modified Mitscherlich (monomolecular) form. Of the linear models tested,, an equation from the literature proved most reliable across the full range of evaluation data (root mean square prediction error = 21.3%). However, the Mitscherlich models demonstrated the greatest degree of adaptability across diet types and intake level. The most successful model for simulating the independent data was a modified Mitscherlich equation with the steepness parameter set to represent dietary starch-to-ADF ratio (root mean square prediction error = 20.6%). However, when such data were unavailable, simpler Mitscherlich forms relating dry matter or metabolizable energy intake to methane production remained better alternatives relative to their linear counterparts.

A new algorithm for OFDM joint data detection and phase noise cancellation

This paper proposes a new iterative algorithm for OFDM joint data detection and phase noise (PHN) cancellation based on minimum mean square prediction error. We particularly highlight the problem of "overfitting" such that the iterative approach may converge to a trivial solution. Although it is essential for this joint approach, the overfitting problem was relatively less studied in existing algorithms. In this paper, specifically, we apply a hard decision procedure at every iterative step to overcome the overfitting. Moreover, compared with existing algorithms, a more accurate Pade approximation is used to represent the phase noise, and finally a more robust and compact fast process based on Givens rotation is proposed to reduce the complexity to a practical level. Numerical simulations are also given to verify the proposed algorithm.

OFDM joint data detection and phase noise cancellation for constant modulus modulations

This correspondence proposes a new algorithm for the OFDM joint data detection and phase noise (PHN) cancellation for constant modulus modulations. We highlight that it is important to address the overfitting problem since this is a major detrimental factor impairing the joint detection process. In order to attack the overfitting problem we propose an iterative approach based on minimum mean square prediction error (MMSPE) subject to the constraint that the estimated data symbols have constant power. The proposed constrained MMSPE algorithm (C-MMSPE) significantly improves the performance of existing approaches with little extra complexity being imposed. Simulation results are also given to verify the proposed algorithm.

The full-spectrum correlated-k method for longwave atmospheric radiative transfer using an effective Planck function

The correlated k-distribution (CKD) method is widely used in the radiative transfer schemes of atmospheric models and involves dividing the spectrum into a number of bands and then reordering the gaseous absorption coefficients within each one. The fluxes and heating rates for each band may then be computed by discretizing the reordered spectrum into of order 10 quadrature points per major gas and performing a monochromatic radiation calculation for each point. In this presentation it is shown that for clear-sky longwave calculations, sufficient accuracy for most applications can be achieved without the need for bands: reordering may be performed on the entire longwave spectrum. The resulting full-spectrum correlated k (FSCK) method requires significantly fewer monochromatic calculations than standard CKD to achieve a given accuracy. The concept is first demonstrated by comparing with line-by-line calculations for an atmosphere containing only water vapor, in which it is shown that the accuracy of heating-rate calculations improves approximately in proportion to the square of the number of quadrature points. For more than around 20 points, the root-mean-squared error flattens out at around 0.015 K/day due to the imperfect rank correlation of absorption spectra at different pressures in the profile. The spectral overlap of m different gases is treated by considering an m-dimensional hypercube where each axis corresponds to the reordered spectrum of one of the gases. This hypercube is then divided up into a number of volumes, each approximated by a single quadrature point, such that the total number of quadrature points is slightly fewer than the sum of the number that would be required to treat each of the gases separately. The gaseous absorptions for each quadrature point are optimized such that they minimize a cost function expressing the deviation of the heating rates and fluxes calculated by the FSCK method from line-by-line calculations for a number of training profiles. This approach is validated for atmospheres containing water vapor, carbon dioxide, and ozone, in which it is found that in the troposphere and most of the stratosphere, heating-rate errors of less than 0.2 K/day can be achieved using a total of 23 quadrature points, decreasing to less than 0.1 K/day for 32 quadrature points. It would be relatively straightforward to extend the method to include other gases.

The full-spectrum correlated k method for longwave atmospheric radiative transfer: treatment of gaseous overlap

The correlated k-distribution (CKD) method is widely used in the radiative transfer schemes of atmospheric models, and involves dividing the spectrum into a number of bands and then reordering the gaseous absorption coefficients within each one. The fluxes and heating rates for each band may then be computed by discretizing the reordered spectrum into of order 10 quadrature points per major gas, and performing a pseudo-monochromatic radiation calculation for each point. In this paper it is first argued that for clear-sky longwave calculations, sufficient accuracy for most applications can be achieved without the need for bands: reordering may be performed on the entire longwave spectrum. The resulting full-spectrum correlated k (FSCK) method requires significantly fewer pseudo-monochromatic calculations than standard CKD to achieve a given accuracy. The concept is first demonstrated by comparing with line-by-line calculations for an atmosphere containing only water vapor, in which it is shown that the accuracy of heating-rate calculations improves approximately in proportion to the square of the number of quadrature points. For more than around 20 points, the root-mean-squared error flattens out at around 0.015 K d−1 due to the imperfect rank correlation of absorption spectra at different pressures in the profile. The spectral overlap of m different gases is treated by considering an m-dimensional hypercube where each axis corresponds to the reordered spectrum of one of the gases. This hypercube is then divided up into a number of volumes, each approximated by a single quadrature point, such that the total number of quadrature points is slightly fewer than the sum of the number that would be required to treat each of the gases separately. The gaseous absorptions for each quadrature point are optimized such they minimize a cost function expressing the deviation of the heating rates and fluxes calculated by the FSCK method from line-by-line calculations for a number of training profiles. This approach is validated for atmospheres containing water vapor, carbon dioxide and ozone, in which it is found that in the troposphere and most of the stratosphere, heating-rate errors of less than 0.2 K d−1 can be achieved using a total of 23 quadrature points, decreasing to less than 0.1 K d−1 for 32 quadrature points. It would be relatively straightforward to extend the method to include other gases.

Efficient on the fly calculation of time correlation functions in computer simulations

Time correlation functions yield profound information about the dynamics of a physical system and hence are frequently calculated in computer simulations. For systems whose dynamics span a wide range of time, currently used methods require significant computer time and memory. In this paper, we discuss the multiple-tau correlator method for the efficient calculation of accurate time correlation functions on the fly during computer simulations. The multiple-tau correlator is efficacious in terms of computational requirements and can be tuned to the desired level of accuracy. Further, we derive estimates for the error arising from the use of the multiple-tau correlator and extend it for use in the calculation of mean-square particle displacements and dynamic structure factors. The method described here, in hardware implementation, is routinely used in light scattering experiments but has not yet found widespread use in computer simulations.

Evaluating mid-infrared spectroscopy as a new technique for predicting sensory texture attributes of processed cheese

The objective of this study was to investigate the potential application of mid-infrared spectroscopy for determination of selected sensory attributes in a range of experimentally manufactured processed cheese samples. This study also evaluates mid-infrared spectroscopy against other recently proposed techniques for predicting sensory texture attributes. Processed cheeses (n = 32) of varying compositions were manufactured on a pilot scale. After 2 and 4 wk of storage at 4 degrees C, mid-infrared spectra ( 640 to 4,000 cm(-1)) were recorded and samples were scored on a scale of 0 to 100 for 9 attributes using descriptive sensory analysis. Models were developed by partial least squares regression using raw and pretreated spectra. The mouth-coating and mass-forming models were improved by using a reduced spectral range ( 930 to 1,767 cm(-1)). The remaining attributes were most successfully modeled using a combined range ( 930 to 1,767 cm(-1) and 2,839 to 4,000 cm(-1)). The root mean square errors of cross-validation for the models were 7.4(firmness; range 65.3), 4.6 ( rubbery; range 41.7), 7.1 ( creamy; range 60.9), 5.1(chewy; range 43.3), 5.2(mouth-coating; range 37.4), 5.3 (fragmentable; range 51.0), 7.4 ( melting; range 69.3), and 3.1 (mass-forming; range 23.6). These models had a good practical utility. Model accuracy ranged from approximate quantitative predictions to excellent predictions ( range error ratio = 9.6). In general, the models compared favorably with previously reported instrumental texture models and near-infrared models, although the creamy, chewy, and melting models were slightly weaker than the previously reported near-infrared models. We concluded that mid-infrared spectroscopy could be successfully used for the nondestructive and objective assessment of processed cheese sensory quality..

Quantitative precipitation estimation over ocean using Bayesian approach from microwave observations during the typhoon season

We have developed a new Bayesian approach to retrieve oceanic rain rate from the Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI), with an emphasis on typhoon cases in the West Pacific. Retrieved rain rates are validated with measurements of rain gauges located on Japanese islands. To demonstrate improvement, retrievals are also compared with those from the TRMM/Precipitation Radar (PR), the Goddard Profiling Algorithm (GPROF), and a multi-channel linear regression statistical method (MLRS). We have found that qualitatively, all methods retrieved similar horizontal distributions in terms of locations of eyes and rain bands of typhoons. Quantitatively, our new Bayesian retrievals have the best linearity and the smallest root mean square (RMS) error against rain gauge data for 16 typhoon overpasses in 2004. The correlation coefficient and RMS of our retrievals are 0.95 and ~2 mm hr-1, respectively. In particular, at heavy rain rates, our Bayesian retrievals outperform those retrieved from GPROF and MLRS. Overall, the new Bayesian approach accurately retrieves surface rain rate for typhoon cases. Accurate rain rate estimates from this method can be assimilated in models to improve forecast and prevent potential damages in Taiwan during typhoon seasons.

The kinetics of the gas-phase reactions of selected monoterpenes and cyclo-alkenes with ozone and the NO3 radical

The relative rate method has been used to measure the room-temperature rate constants for the gasphase reactions of ozone and NO3 with selected monoterpenes and cyclo-alkenes with structural similarities to monoterpenes. Measurements were carried out at 298 ! 2 K and 760 ! 10 Torr. The following rate constants (in units of 10"18 cm3 molecule"1 s"1) were obtained for the reaction with ozone: methyl cyclohexene (132 ! 17), terpinolene (1290 ! 360), ethylidene cyclohexane (223 ! 57), norbornene (860 ! 240), t-butyl isopropylidene cyclohexane (1500 ! 460), cyclopentene (543 ! 94), cyclohexene (81 ! 18), cyclooctene (451 ! 66), dicyclopentadiene (1460 ! 170) and a-pinene (107 ! 13). For the reaction with NO3 the rate constants obtained (in units of 10"12 cm3 molecule"1 s"1) were: methyl cyclohexene (7.92 ! 0.95), terpinolene (47.9 ! 4.0), ethylidene cyclohexane (4.30 ! 0.24), norbornene (0.266 ! 0.029), cyclohexene (0.540 ! 0.017), cyclooctene (0.513 ! 0.029), dicyclopentadiene (1.20 ! 0.10) and a-pinene (5.17 ! 0.62). Errors are quoted as the root mean square of the statistical error (95% con!dence) and the quoted error in the rate constant for the reference compound. Combining these results with previous studies, new recommendations for the rate constants are presented. Molecular orbital energies were calculated for each alkene and the kinetic data are discussed in terms of the deviation from the structureeactivity relationship obtained from the rate constants for a series of simple alkenes. Lifetimes with respect to key initiators of atmospheric oxidation have been calculated suggesting that the studied reactions play dominant roles in the night-time removal of these compounds from the atmosphere.

A new error measure for forecasts of household-level, high resolution electrical energy consumption

As low carbon technologies become more pervasive, distribution network operators are looking to support the expected changes in the demands on the low voltage networks through the smarter control of storage devices. Accurate forecasts of demand at the single household-level, or of small aggregations of households, can improve the peak demand reduction brought about through such devices by helping to plan the appropriate charging and discharging cycles. However, before such methods can be developed, validation measures are required which can assess the accuracy and usefulness of forecasts of volatile and noisy household-level demand. In this paper we introduce a new forecast verification error measure that reduces the so called “double penalty” effect, incurred by forecasts whose features are displaced in space or time, compared to traditional point-wise metrics, such as Mean Absolute Error and p-norms in general. The measure that we propose is based on finding a restricted permutation of the original forecast that minimises the point wise error, according to a given metric. We illustrate the advantages of our error measure using half-hourly domestic household electrical energy usage data recorded by smart meters and discuss the effect of the permutation restriction.

Estimation of sea surface temperature from the Spinning Enhanced Visible and Infra Red Imager, improved using numerical weather prediction

Most of the operational Sea Surface Temperature (SST) products derived from satellite infrared radiometry use multi-spectral algorithms. They show, in general, reasonable performances with root mean square (RMS) residuals around 0.5 K when validated against buoy measurements, but have limitations, particularly a component of the retrieval error that relates to such algorithms' limited ability to cope with the full variability of atmospheric absorption and emission. We propose to use forecast atmospheric profiles and a radiative transfer model to simulate the algorithmic errors of multi-spectral algorithms. In the practical case of SST derived from the Spinning Enhanced Visible and Infrared Imager (SEVIRI) onboard Meteosat Second Generation (MSG), we demonstrate that simulated algorithmic errors do explain a significant component of the actual errors observed for the non linear (NL) split window algorithm in operational use at the Centre de Météorologie Spatiale (CMS). The simulated errors, used as correction terms, reduce significantly the regional biases of the NL algorithm as well as the standard deviation of the differences with drifting buoy measurements. The availability of atmospheric profiles associated with observed satellite-buoy differences allows us to analyze the origins of the main algorithmic errors observed in the SEVIRI field of view: a negative bias in the inter-tropical zone, and a mid-latitude positive bias. We demonstrate how these errors are explained by the sensitivity of observed brightness temperatures to the vertical distribution of water vapour, propagated through the SST retrieval algorithm.