98 resultados para VAR errors
Resumo:
Expectations of future market conditions are generally acknowledged to be crucial for the development decision and hence for shaping the built environment. This empirical study of the Central London office market from 1987 to 2009 tests for evidence of adaptive and naive expectations. Applying VAR models and a recursive OLS regression with one-step forecasts, we find evidence of adaptive and naïve, rather than rational expectations of developers. Although the magnitude of the errors and the length of time lags vary over time and development cycles, the results confirm that developers’ decisions are explained to a large extent by contemporaneous and past conditions in both London submarkets. The corollary of this finding is that developers may be able to generate excess profits by exploiting market inefficiencies but this may be hindered in practice by the long periods necessary for planning and construction of the asset. More generally, the results of this study suggest that real estate cycles are largely generated endogenously rather than being the result of unexpected exogenous shocks.
Resumo:
Data assimilation is predominantly used for state estimation; combining observational data with model predictions to produce an updated model state that most accurately approximates the true system state whilst keeping the model parameters fixed. This updated model state is then used to initiate the next model forecast. Even with perfect initial data, inaccurate model parameters will lead to the growth of prediction errors. To generate reliable forecasts we need good estimates of both the current system state and the model parameters. This paper presents research into data assimilation methods for morphodynamic model state and parameter estimation. First, we focus on state estimation and describe implementation of a three dimensional variational(3D-Var) data assimilation scheme in a simple 2D morphodynamic model of Morecambe Bay, UK. The assimilation of observations of bathymetry derived from SAR satellite imagery and a ship-borne survey is shown to significantly improve the predictive capability of the model over a 2 year run. Here, the model parameters are set by manual calibration; this is laborious and is found to produce different parameter values depending on the type and coverage of the validation dataset. The second part of this paper considers the problem of model parameter estimation in more detail. We explain how, by employing the technique of state augmentation, it is possible to use data assimilation to estimate uncertain model parameters concurrently with the model state. This approach removes inefficiencies associated with manual calibration and enables more effective use of observational data. We outline the development of a novel hybrid sequential 3D-Var data assimilation algorithm for joint state-parameter estimation and demonstrate its efficacy using an idealised 1D sediment transport model. The results of this study are extremely positive and suggest that there is great potential for the use of data assimilation-based state-parameter estimation in coastal morphodynamic modelling.
Resumo:
Current state-of-the-art climate models fail to capture accurately the path of the Gulf Stream and North Atlantic Current. This leads to a warm bias near the North American coast, where the modelled Gulf Stream separates from the coast further north, and a cold anomaly to the east of the Grand Banks of Newfoundland, where the North Atlantic Current remains too zonal in this region. Using an atmosphere-only model forced with the sea surface temperature (SST) biases in the North Atlantic, we consider the impact they have on the mean state and the variability in the North Atlantic European region in winter. Our results show that the SST errors produce a mean sea-level pressure response that is similar in magnitude and pattern to the atmospheric circulation errors in the coupled climate model. The work also suggests that errors in the coupled model storm tracks and North Atlantic Oscillation, compared to reanalysis data, can also be explained partly by these SST errors. Our results suggest that both the error in the Gulf Stream separation location and the path of the North Atlantic Current around the Grand Banks play important roles in affecting the atmospheric circulation. Reducing these coupled model errors could improve significantly the representation of the large-scale atmospheric circulation of the North Atlantic and European region.
Resumo:
A new incremental four-dimensional variational (4D-Var) data assimilation algorithm is introduced. The algorithm does not require the computationally expensive integrations with the nonlinear model in the outer loops. Nonlinearity is accounted for by modifying the linearization trajectory of the observation operator based on integrations with the tangent linear (TL) model. This allows us to update the linearization trajectory of the observation operator in the inner loops at negligible computational cost. As a result the distinction between inner and outer loops is no longer necessary. The key idea on which the proposed 4D-Var method is based is that by using Gaussian quadrature it is possible to get an exact correspondence between the nonlinear time evolution of perturbations and the time evolution in the TL model. It is shown that J-point Gaussian quadrature can be used to derive the exact adjoint-based observation impact equations and furthermore that it is straightforward to account for the effect of multiple outer loops in these equations if the proposed 4D-Var method is used. The method is illustrated using a three-level quasi-geostrophic model and the Lorenz (1996) model.
Landscape, regional and global estimates of nitrogen flux from land to sea: errors and uncertainties
Resumo:
Regional to global scale modelling of N flux from land to ocean has progressed to date through the development of simple empirical models representing bulk N flux rates from large watersheds, regions, or continents on the basis of a limited selection of model parameters. Watershed scale N flux modelling has developed a range of physically-based approaches ranging from models where N flux rates are predicted through a physical representation of the processes involved, through to catchment scale models which provide a simplified representation of true systems behaviour. Generally, these watershed scale models describe within their structure the dominant process controls on N flux at the catchment or watershed scale, and take into account variations in the extent to which these processes control N flux rates as a function of landscape sensitivity to N cycling and export. This paper addresses the nature of the errors and uncertainties inherent in existing regional to global scale models, and the nature of error propagation associated with upscaling from small catchment to regional scale through a suite of spatial aggregation and conceptual lumping experiments conducted on a validated watershed scale model, the export coefficient model. Results from the analysis support the findings of other researchers developing macroscale models in allied research fields. Conclusions from the study confirm that reliable and accurate regional scale N flux modelling needs to take account of the heterogeneity of landscapes and the impact that this has on N cycling processes within homogenous landscape units.
Resumo:
Sulforaphane, a naturally occurring cancer chemopreventive, is the hydrolysis product of glucoraphanin, the main glucosinolate in broccoli. The hydrolysis requires myrosinase isoenzyme to be present in sufficient activity; however processing leads to its denaturation and hence reduced hydrolysis. In this study, the effect of adding mustard seeds, which has a more resilient isoform of myrosinase, to processed broccoli was investigated with a view to intensify the formation of sulforaphane. Thermal inactivation of myrosinase from both broccoli and mustard seeds was studied. Thermal degradation of broccoli glucoraphanin was investigated in addition to the effects of thermal processing on the formation of sulforaphane and sulforaphane nitrile. Limited thermal degradation of glucoraphanin (less than 12 %) was observed when broccoli was placed in vacuum sealed bag (sous vide) and cooked in a water bath at 100 ºC for 8 and 12 min. Boiling broccoli in water prevented the formation of any significant levels of sulforaphane due to inactivated myrosinase. However, addition of powdered mustard seeds to the heat processed broccoli significantly increased the formation of sulforaphane.
Resumo:
Rat ileal air interface and submerged explant models were developed and used to compare the adhesion of Salmonella enterica var Enteritidis wild-type strains with that of their isogenic single and multiple deletion mutants. The modified strains studied were defective for fimbriae, flagella, motility or chemotaxis and binding was assessed on tissues with and without an intact mucus layer. A multiple afimbriate/aflagellate (fim(-)/fla(-)) strain, a fimbriate but aflagellate (fla(-)) strain and a fimbriate/flagellate but non-motile (mot(-)) strain bound significantly less extensively to the explants than the corresponding wild-type strains. With the submerged explant model this difference was evident in tissues with or without a mucus layer, whereas in the air interface model it was observed only in tissues,vith an intact mucus layer. A smooth swimming chemotaxis-defective (che(-)) strain and single or multiple afimbriate strains bound to explants as well as their corresponding wild-type strain. This suggests that under the present experimental conditions fimbriae were not essential for attachment of S. enterica var Enteritidis to rat ileal explants, However; the possession of active flagella did appear to be an important factor. in enabling salmonellae to penetrate the gastrointestinal mucus layer and attach specifically to epithelial cells.
Resumo:
Three Salmonella enterica serovar Orion var. 15+ isolates of distinct provenance were tested for survival in various stress assays. All were less able to survive desiccation than a virulent S. Enreritidis strain, with levels of survival similar to a rpoS mutant of the S. Enteritidis strain, whereas one isolate (F3720) was significantly more acid tolerant. The S. Orion var. 15+ isolates were motile by flagellae and elaborated type-1 and curli-like fimbriae; surface organelles that are considered virulence determinants in Salmonella pathogenesis. Each adhered and invaded HEp-2 tissue culture cells with similar proficiency to the S. Enteritidis control but were significantly less virulent than S. En teritidis in the one-day-old and seven-day-old chick model. Given an oral dose of 1 x 10(3) cfu to one-day-old chicken, S. Orion var. 15+ isolates colonised 25% of liver and spleens examined at 24 h whereas S. Enteritidis colonised 100% of organs by the same with the same dose. Given an oral dose of 1 x 10(7) cfu at seven-day old, S. Orion var. 15+ failed to colonise livers and spleens in any bird examined at 24 h whereas S. Enteritidis colonised 50% of organs by the same with the same dose. Based on the number of internal organs colonised, one of the three S. Orion var. 15+ isolates tested (strain F3720) was significantly more invasive than the other two (B1 and B7). Also, strain F3720 was shed less than either B1 or B7 supporting the concept that there may be an inverse relationship between the ability to colonise deep tissues and to persist in the gut. These data are discussed in the light that S. Orion var. 15+ is associated with sporadic outbreaks of human infection rather than epidemics.
Resumo:
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.
Resumo:
In order to validate the reported precision of space‐based atmospheric composition measurements, validation studies often focus on measurements in the tropical stratosphere, where natural variability is weak. The scatter in tropical measurements can then be used as an upper limit on single‐profile measurement precision. Here we introduce a method of quantifying the scatter of tropical measurements which aims to minimize the effects of short‐term atmospheric variability while maintaining large enough sample sizes that the results can be taken as representative of the full data set. We apply this technique to measurements of O3, HNO3, CO, H2O, NO, NO2, N2O, CH4, CCl2F2, and CCl3F produced by the Atmospheric Chemistry Experiment–Fourier Transform Spectrometer (ACE‐FTS). Tropical scatter in the ACE‐FTS retrievals is found to be consistent with the reported random errors (RREs) for H2O and CO at altitudes above 20 km, validating the RREs for these measurements. Tropical scatter in measurements of NO, NO2, CCl2F2, and CCl3F is roughly consistent with the RREs as long as the effect of outliers in the data set is reduced through the use of robust statistics. The scatter in measurements of O3, HNO3, CH4, and N2O in the stratosphere, while larger than the RREs, is shown to be consistent with the variability simulated in the Canadian Middle Atmosphere Model. This result implies that, for these species, stratospheric measurement scatter is dominated by natural variability, not random error, which provides added confidence in the scientific value of single‐profile measurements.
Resumo:
SST errors in the tropical Atlantic are large and systematic in current coupled general-circulation models. We analyse the growth of these errors in the region of the south-eastern tropical Atlantic in initialised decadal hindcasts integrations for three of the models participating in the Coupled Model Inter-comparison Project 5. A variety of causes for the initial bias development are identified, but a crucial involvement is found, in all cases considered, of ocean-atmosphere coupling for their maintenance. These involve an oceanic “bridge” between the Equator and the Benguela-Angola coastal seas which communicates sub-surface ocean anomalies and constitutes a coupling between SSTs in the south-eastern tropical Atlantic and the winds over the Equator. The resulting coupling between SSTs, winds and precipitation represents a positive feedback for warm SST errors in the south-eastern tropical Atlantic.