A simple, coherent framework for partitioning uncertainty in climate predictions

A simple and coherent framework for partitioning uncertainty in multi-model climate ensembles is presented. The analysis of variance (ANOVA) is used to decompose a measure of total variation additively into scenario uncertainty, model uncertainty and internal variability. This approach requires fewer assumptions than existing methods and can be easily used to quantify uncertainty related to model-scenario interaction - the contribution to model uncertainty arising from the variation across scenarios of model deviations from the ensemble mean. Uncertainty in global mean surface air temperature is quantified as a function of lead time for a subset of the Coupled Model Intercomparison Project phase 3 ensemble and results largely agree with those published by other authors: scenario uncertainty dominates beyond 2050 and internal variability remains approximately constant over the 21st century. Both elements of model uncertainty, due to scenario-independent and scenario-dependent deviations from the ensemble mean, are found to increase with time. Estimates of model deviations that arise as by-products of the framework reveal significant differences between models that could lead to a deeper understanding of the sources of uncertainty in multi-model ensembles. For example, three models are shown diverging pattern over the 21st century, while another model exhibits an unusually large variation among its scenario-dependent deviations.

The cyclical behaviour of sector and regional diversification benefits: 1987-2002

This paper investigates the time series behaviour of the relative benefits of sector and regional diversification strategies, using the notion of cross-sectional dispersion introduced by Solnik and Roulet (2000). Using monthly data over the period 1987:1 to 2002:12, four sector and four regional classifications are examined in the UK. The results indicate that sector and regional dispersion indices are highly time varying and so dwarf any lower frequency cyclical components that may be present. Nonetheless, periods of high dispersion are closely followed by periods of low dispersion, suggestive of cyclical behaviour of sector and regional diversification benefits. Then, using the HP-filter we isolated the cyclical component of the various dispersion indices and found that the sector dispersion indices are generally above the regional dispersion indices. This implies that a sector diversification strategy is likely to offer greater risk reduction benefits than a regional diversification approach. Nonetheless, we find that in some periods, certain regional diversification strategies are of equal or greater benefit than certain sector approaches. The results also appear to be quite sensitive to the classifications of sectors and regions. Hence, the appropriate definition of sectors and regions can have important implications for sector and regional diversification strategies.

Sustained monitoring of the Southern Ocean at Drake Passage: past achievements and future priorities

Drake Passage is the narrowest constriction of the Antarctic Circumpolar Current (ACC) in the Southern Ocean, with implications for global ocean circulation and climate. We review the long-term sustained monitoring programmes that have been conducted at Drake Passage, dating back to the early part of the twentieth century. Attention is drawn to numerous breakthroughs that have been made from these programmes, including (a) the first determinations of the complex ACC structure and early quantifications of its transport; (b) realization that the ACC transport is remarkably steady over interannual and longer periods, and a growing understanding of the processes responsible for this; (c) recognition of the role of coupled climate modes in dictating the horizontal transport, and the role of anthropogenic processes in this; (d) understanding of mechanisms driving changes in both the upper and lower limbs of the Southern Ocean overturning circulation, and their impacts. It is argued that monitoring of this passage remains a high priority for oceanographic and climate research, but that strategic improvements could be made concerning how this is conducted. In particular, long-term programmes should concentrate on delivering quantifications of key variables of direct relevance to large-scale environmental issues: in this context, the time-varying overturning circulation is, if anything, even more compelling a target than the ACC flow. Further, there is a need for better international resource-sharing, and improved spatio-temporal coordination of the measurements. If achieved, the improvements in understanding of important climatic issues deriving from Drake Passage monitoring can be sustained into the future.

The conditional performance of UK property funds

The evaluation of investment fund performance has been one of the main developments of modern portfolio theory. Most studies employ the technique developed by Jensen (1968) that compares a particular fund's returns to a benchmark portfolio of equal risk. However, the standard measures of fund manager performance are known to suffer from a number of problems in practice. In particular previous studies implicitly assume that the risk level of the portfolio is stationary through the evaluation period. That is unconditional measures of performance do not account for the fact that risk and expected returns may vary with the state of the economy. Therefore many of the problems encountered in previous performance studies reflect the inability of traditional measures to handle the dynamic behaviour of returns. As a consequence Ferson and Schadt (1996) suggest an approach to performance evaluation called conditional performance evaluation which is designed to address this problem. This paper utilises such a conditional measure of performance on a sample of 27 UK property funds, over the period 1987-1998. The results of which suggest that once the time varying nature of the funds beta is corrected for, by the addition of the market indicators, the average fund performance show an improvement over that of the traditional methods of analysis.

Reconstructing The Incredible

An amplified scissors confronts its digital symbol in this audio piece created for RELAY, an online music project devised and curated by Irish musician John Lambert aka Chequerboard. Digital audio editing cuts are placed randomly over scissors sound samples and then performed with the scissors instrument to determine the rhythm of the composition. RELAY creates a chain of sound pieces where each work is created in response to the previous so that ideas and sounds shift, mutate and evolve over time. Commissioned by Model Arts and Niland Gallery, Sligo, (Ireland).

Dissipation of shear-free turbulence near boundaries

The rapid-distortion model of Hunt & Graham (1978) for the initial distortion of turbulence by a flat boundary is extended to account fully for viscous processes. Two types of boundary are considered: a solid wall and a free surface. The model is shown to be formally valid provided two conditions are satisfied. The first condition is that time is short compared with the decorrelation time of the energy-containing eddies, so that nonlinear processes can be neglected. The second condition is that the viscous layer near the boundary, where tangential motions adjust to the boundary condition, is thin compared with the scales of the smallest eddies. The viscous layer can then be treated using thin-boundary-layer methods. Given these conditions, the distorted turbulence near the boundary is related to the undistorted turbulence, and thence profiles of turbulence dissipation rate near the two types of boundary are calculated and shown to agree extremely well with profiles obtained by Perot & Moin (1993) by direct numerical simulation. The dissipation rates are higher near a solid wall than in the bulk of the flow because the no-slip boundary condition leads to large velocity gradients across the viscous layer. In contrast, the weaker constraint of no stress at a free surface leads to the dissipation rate close to a free surface actually being smaller than in the bulk of the flow. This explains why tangential velocity fluctuations parallel to a free surface are so large. In addition we show that it is the adjustment of the large energy-containing eddies across the viscous layer that controls the dissipation rate, which explains why rapid-distortion theory can give quantitatively accurate values for the dissipation rate. We also find that the dissipation rate obtained from the model evaluated at the time when the model is expected to fail actually yields useful estimates of the dissipation obtained from the direct numerical simulation at times when the nonlinear processes are significant. We conclude that the main role of nonlinear processes is to arrest growth by linear processes of the viscous layer after about one large-eddy turnover time.

Simulated and observed fluxes of sensible and latent heat and CO2 at the WLEF-TV tower using SiB2.5

Three years of meteorological data collected at the WLEF-TV tower were used to drive a revised version of the Simple Biosphere (SiB 2.5) Model. Physiological properties and vegetation phenology were specified from satellite imagery. Simulated fluxes of heat, moisture, and carbon were compared to eddy covariance measurements taken onsite as a means of evaluating model performance on diurnal, synoptic, seasonal, and interannual time scales. The model was very successful in simulating variations of latent heat flux when compared to observations, slightly less so in the simulation of sensible heat flux. The model overestimated peak values of sensible heat flux on both monthly and diurnal scales. There was evidence that the differences between observed and simulated fluxes might be linked to wetlands near the WLEF tower, which were not present in the SiB simulation. The model overestimated the magnitude of the net ecosystem exchange of CO2 in both summer and winter. Mid-day maximum assimilation was well represented by the model, but late afternoon simulations showed excessive carbon uptake due to misrepresentation of within-canopy shading in the model. Interannual variability was not well simulated because only a single year of satellite imagery was used to parameterize the model.

Commodity futures prices: more evidence on forecast power, risk premia and the theory of storage

In this paper, we examine the temporal stability of the evidence for two commodity futures pricing theories. We investigate whether the forecast power of commodity futures can be attributed to the extent to which they exhibit seasonality and we also consider whether there are time varying parameters or structural breaks in these pricing relationships. Compared to previous studies, we find stronger evidence of seasonality in the basis, which supports the theory of storage. The power of the basis to forecast subsequent price changes is also strengthened, while results on the presence of a risk premium are inconclusive. In addition, we show that the forecasting power of commodity futures cannot be attributed to the extent to which they exhibit seasonality. We find that in most cases where structural breaks occur, only changes in the intercepts and not the slopes are detected, illustrating that the forecast power of the basis is stable over different economic environments.

Elastic-net prefiltering for two-class classification

A two-stage linear-in-the-parameter model construction algorithm is proposed aimed at noisy two-class classification problems. The purpose of the first stage is to produce a prefiltered signal that is used as the desired output for the second stage which constructs a sparse linear-in-the-parameter classifier. The prefiltering stage is a two-level process aimed at maximizing a model's generalization capability, in which a new elastic-net model identification algorithm using singular value decomposition is employed at the lower level, and then, two regularization parameters are optimized using a particle-swarm-optimization algorithm at the upper level by minimizing the leave-one-out (LOO) misclassification rate. It is shown that the LOO misclassification rate based on the resultant prefiltered signal can be analytically computed without splitting the data set, and the associated computational cost is minimal due to orthogonality. The second stage of sparse classifier construction is based on orthogonal forward regression with the D-optimality algorithm. Extensive simulations of this approach for noisy data sets illustrate the competitiveness of this approach to classification of noisy data problems.

A new South American network to study the atmospheric electric field and its variations related to geophysical phenomena

In this paper we present the capability of a new network of field mill sensors to monitor the atmospheric electric field at various locations in South America; we also show some early results. The main objective of the new network is to obtain the characteristic Universal Time diurnal curve of the atmospheric electric field in fair weather, known as the Carnegie curve. The Carnegie curve is closely related to the current sources flowing in the Global Atmospheric Electric Circuit so that another goal is the study of this relationship on various time scales (transient/monthly/seasonal/annual). Also, by operating this new network, we may also study departures of the Carnegie curve from its long term average value related to various solar, geophysical and atmospheric phenomena such as the solar cycle, solar flares and energetic charged particles, galactic cosmic rays, seismic activity and specific meteorological events. We then expect to have a better understanding of the influence of these phenomena on the Global Atmospheric Electric Circuit and its time-varying behavior.

Events of enhanced convection and related dayside auroral activity

In this paper we study the high-latitude plasma flow variations associated with a periodic (∼8 min) sequence of auroral forms moving along the polar cap boundary, which appear to be the most regularly occuring dayside auroral phenomenon under conditions of southward directed interplanetary magnetic field. Satellite data on auroral particle precipitation and ionospheric plasma drifts from DMSP F10 and F11 are combined with ground-based optical and ion flow measurements for January 7, 1992. Ionospheric flow measurements of 10-s resolution over the range of invariant latitudes from 71° to 76° were obtained by operating both the European incoherent scatter (EISCAT) UHF and VHF radars simultaneously. The optical site (Ny Ålesund, Svalbard) and the EISCAT radar field of view were located in the postnoon sector during the actual observations. The West Greenland magnetometers provided information about temporal variations of high-latitude convection in the prenoon sector. Satellite observations of polar cap convection in the northern and southern hemispheres show a standard two-cell pattern consistent with a prevailing negative By component of the interplanetary magnetic field. The 630.0 nm auroral forms located poleward of the persistent cleft aurora and the flow reversal boundary in the ∼1440–1540 MLT sector were observed to coincide with magnetosheath-like particle precipitation and a secondary population of higher energy ions, and they propagated eastward/tailward at speeds comparable with the convection velocity. It is shown that these optical events were accompanied by bursts of sunward (return) flow at lower latitudes in both the morning and the afternoon sectors, consistent with a modulation of Dungey cell convection. The background level of convection was low in this case (Kp =2+). The variability of the high-latitude convection may be explained as resulting from time-varying reconnection at the magnetopause. In that case this study indicates that time variations of the reconnection rate effectively modulates ionospheric convection.

Auroral and plasma flow transients at magnetic noon

We present observations of a transient event in the dayside auroral ionosphere at magnetic noon. F-region plasma convection measurements were made by the EISCAT radar, operating in the beamswinging “Polar” experiment mode, and simultaneous observations of the dayside auroral emissions were made by optical meridian-scanning photometers and all-sky TV cameras at Ny Ålesund, Spitzbergen. The data were recorded on 9 January 1989, and a sequence of bursts of flow, with associated transient aurora, were observed between 08:45 and 11:00 U.T. In this paper we concentrate on an event around 09:05 U.T. because that is very close to local magnetic noon. The optical data show a transient intensification and widening (in latitude) of the cusp/cleft region, as seen in red line auroral emissions. Over an interval of about 10 min, the band of 630 nm aurora widened from about 1.5° of invariant latitude to over 5° and returned to its original width. Embedded within the widening band of 630 nm emissions were two intense, active 557.7 nm arc fragments with rays which persisted for about 2 min each. The flow data before and after the optical transient show eastward flows, with speeds increasing markedly with latitude across the band of 630 nm aurora. Strong, apparently westward, flows appeared inside the band while it was widening, but these rotated round to eastward, through northward, as the band shrunk to its original width. The observed ion temperatures verify that the flow speeds during the transient were, to a large extent, as derived using the beamswinging technique; but they also show that the flow increase initially occurred in the western azimuth only. This spatial gradient in the flow introduces ambiguity in the direction of these initial flows and they could have been north-eastward rather than westward. However, the westward direction derived by the beamswinging is consistent with the motion of the colocated and coincident active 557.7 nm arc fragment, A more stable transient 557.7 nm aurora was found close to the shear between the inferred westward flows and the persisting eastward flows to the North. Throughout the transient, northward flow was observed across the equatorward boundary of the 630 nm aurora. Interpretation of the data is made difficult by lack of IMF data, problems in distinguishing the cusp and cleft aurora and uncertainty over which field lines are open and which are closed. However, at magnetic noon there is a 50% probability that we were observing the cusp, in which case from its southerly location we infer that the IMF was southward and many features are suggestive of time-varying reconnection at a single X-line on the dayside magnetopause. This IMF orientation is also consistent with the polar rain precipitation observed simultaneously by the DMSP-F9 satellite in the southern polar cap. There is also a 25% chance that we were observing the cleft (or the mantle poleward of the cleft). In this case we infer that the IMF was northward and the transient is well explained by reconnection which is not only transient in time but occurs at various sites located randomly on the dayside magnetopause (i.e. patchy in space). Lastly, there is a 25% chance that we were observing the cusp poleward of the cleft, in which case we infer that IMF Bz was near zero and the transient is explained by a mixture of the previous two interpretations.

Regularization of descriptor systems

Implicit dynamic-algebraic equations, known in control theory as descriptor systems, arise naturally in many applications. Such systems may not be regular (often referred to as singular). In that case the equations may not have unique solutions for consistent initial conditions and arbitrary inputs and the system may not be controllable or observable. Many control systems can be regularized by proportional and/or derivative feedback.We present an overview of mathematical theory and numerical techniques for regularizing descriptor systems using feedback controls. The aim is to provide stable numerical techniques for analyzing and constructing regular control and state estimation systems and for ensuring that these systems are robust. State and output feedback designs for regularizing linear time-invariant systems are described, including methods for disturbance decoupling and mixed output problems. Extensions of these techniques to time-varying linear and nonlinear systems are discussed in the final section.

Clouds, aerosols, and precipitation in the marine boundary layer: an ARM Mobile Facility Deployment

The Clouds, Aerosol, and Precipitation in the Marine Boundary Layer (CAP-MBL) deployment at Graciosa Island in the Azores generated a 21-month (April 2009–December 2010) comprehensive dataset documenting clouds, aerosols, and precipitation using the Atmospheric Radiation Measurement Program (ARM) Mobile Facility (AMF). The scientific aim of the deployment is to gain improved understanding of the interactions of clouds, aerosols, and precipitation in the marine boundary layer. Graciosa Island straddles the boundary between the subtropics and midlatitudes in the northeast Atlantic Ocean and consequently experiences a great diversity of meteorological and cloudiness conditions. Low clouds are the dominant cloud type, with stratocumulus and cumulus occurring regularly. Approximately half of all clouds contained precipitation detectable as radar echoes below the cloud base. Radar and satellite observations show that clouds with tops from 1 to 11 km contribute more or less equally to surface-measured precipitation at Graciosa. A wide range of aerosol conditions was sampled during the deployment consistent with the diversity of sources as indicated by back-trajectory analysis. Preliminary findings suggest important two-way interactions between aerosols and clouds at Graciosa, with aerosols affecting light precipitation and cloud radiative properties while being controlled in part by precipitation scavenging. The data from Graciosa are being compared with short-range forecasts made with a variety of models. A pilot analysis with two climate and two weather forecast models shows that they reproduce the observed time-varying vertical structure of lower-tropospheric cloud fairly well but the cloud-nucleating aerosol concentrations less well. The Graciosa site has been chosen to be a permanent fixed ARM site that became operational in October 2013.

Monitoring scan asymmetry of microwave humidity sounding channels using simultaneous all angle collocations (SAACs)

Simultaneous all angle collocations (SAACs) of microwave humidity sounders (AMSU-B and MHS) on-board polar orbiting satellites are used to estimate scan-dependent biases. This method has distinct advantages over previous methods, such as that the estimated scan-dependent biases are not influenced by diurnal differences between the edges of the scan and the biases can be estimated for both sides of the scan. We find the results are robust in the sense that biases estimated for one satellite pair can be reproduced by double differencing biases of these satellites with a third satellite. Channel 1 of these instruments shows the least bias for all satellites. Channel 2 has biases greater than 5 K, thus needs to be corrected. Channel 3 has biases of about 2 K and more and they are time varying for some of the satellites. Channel 4 has the largest bias which is about 15 K when the data are averaged for 5 years, but biases of individual months can be as large as 30 K. Channel 5 also has large and time varying biases for two of the AMSU-Bs. NOAA-15 (N15) channels are found to be affected the most, mainly due to radio frequency interference (RFI) from onboard data transmitters. Channel 4 of N15 shows the largest and time varying biases, so data of this channel should only be used with caution for climate applications. The two MHS instruments show the best agreement for all channels. Our estimates may be used to correct for scan-dependent biases of these instruments, or at least used as a guideline for excluding channels with large scan asymmetries from scientific analyses.