Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions

We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.

Probability distributions or point predictions? Survey forecasts of US output growth and inflation

We consider whether survey respondents’ probability distributions, reported as histograms, provide reliable and coherent point predictions, when viewed through the lens of a Bayesian learning model. We argue that a role remains for eliciting directly-reported point predictions in surveys of professional forecasters.

A mathematical model of crystallization in an emulsion

A mathematical model incorporating many of the important processes at work in the crystallization of emulsions is presented. The model describes nucleation within the discontinuous domain of an emulsion, precipitation in the continuous domain, transport of monomers between the two domains, and formation and subsequent growth of crystals in both domains. The model is formulated as an autonomous system of nonlinear, coupled ordinary differential equations. The description of nucleation and precipitation is based upon the Becker–Döring equations of classical nucleation theory. A particular feature of the model is that the number of particles of all species present is explicitly conserved; this differs from work that employs Arrhenius descriptions of nucleation rate. Since the model includes many physical effects, it is analyzed in stages so that the role of each process may be understood. When precipitation occurs in the continuous domain, the concentration of monomers falls below the equilibrium concentration at the surface of the drops of the discontinuous domain. This leads to a transport of monomers from the drops into the continuous domain that are then incorporated into crystals and nuclei. Since the formation of crystals is irreversible and their subsequent growth inevitable, crystals forming in the continuous domain effectively act as a sink for monomers “sucking” monomers from the drops. In this case, numerical calculations are presented which are consistent with experimental observations. In the case in which critical crystal formation does not occur, the stationary solution is found and a linear stability analysis is performed. Bifurcation diagrams describing the loci of stationary solutions, which may be multiple, are numerically calculated.

Hypersensitivity and growth adaptation of oestrogen-deprived MCF-7 human breast cancer cells

Background: Efficacy of endocrine therapy is compromised when human breast cancer cells circumvent imposed growth inhibition. The model of long-term oestrogen-deprived MCF-7 human breast cancer cells has suggested the mechanism results from hypersensitivity to low levels of residual oestrogen. Materials and methods: MCF-7 cells were maintained for up to 30 weeks in phenol-red-free medium and charcoal-stripped serum with 10-8 M 17-oestradiol and 10 g/ml insulin (stock 1), 10-8 M 17-oestradiol (stock 2), 10 g/ml insulin (stock 3) or no addition (stock 4). Results: Loss of growth response to oestrogen was observed only in stock 4 cells. Long-term maintenance with insulin in the absence of oestradiol (stock 3) resulted in raised oestrogen receptor alpha (ERlevels (measured by western immunoblotting) and development of hypersensitivity (assayed by oestrogen-responsive reporter gene induction and dose response to oestradiol for proliferation under serum-free conditions), but with no loss of growth response to oestrogen. Conclusion: Hypersensitivity can develop without any growth adaptation and therefore is not a prerequisite for loss of growth response in MCF-7 cells.

Assimilation of sea-ice concentration in a global climate model — physical and statistical aspects

We investigate the initialization of Northern-hemisphere sea ice in the global climate model ECHAM5/MPI-OM by assimilating sea-ice concentration data. The analysis updates for concentration are given by Newtonian relaxation, and we discuss different ways of specifying the analysis updates for mean thickness. Because the conservation of mean ice thickness or actual ice thickness in the analysis updates leads to poor assimilation performance, we introduce a proportional dependence between concentration and mean thickness analysis updates. Assimilation with these proportional mean-thickness analysis updates significantly reduces assimilation error both in identical-twin experiments and when assimilating sea-ice observations, reducing the concentration error by a factor of four to six, and the thickness error by a factor of two. To understand the physical aspects of assimilation errors, we construct a simple prognostic model of the sea-ice thermodynamics, and analyse its response to the assimilation. We find that the strong dependence of thermodynamic ice growth on ice concentration necessitates an adjustment of mean ice thickness in the analysis update. To understand the statistical aspects of assimilation errors, we study the model background error covariance between ice concentration and ice thickness. We find that the spatial structure of covariances is best represented by the proportional mean-thickness analysis updates. Both physical and statistical evidence supports the experimental finding that proportional mean-thickness updates are superior to the other two methods considered and enable us to assimilate sea ice in a global climate model using simple Newtonian relaxation.

A moving mesh approach for modelling avascular tumour growth

A key step in many numerical schemes for time-dependent partial differential equations with moving boundaries is to rescale the problem to a fixed numerical mesh. An alternative approach is to use a moving mesh that can be adapted to focus on specific features of the model. In this paper we present and discuss two different velocity-based moving mesh methods applied to a two-phase model of avascular tumour growth formulated by Breward et al. (2002) J. Math. Biol. 45(2), 125-152. Each method has one moving node which tracks the moving boundary. The first moving mesh method uses a mesh velocity proportional to the boundary velocity. The second moving mesh method uses local conservation of volume fraction of cells (masses). Our results demonstrate that these moving mesh methods produce accurate results, offering higher resolution where desired whilst preserving the balance of fluxes and sources in the governing equations.

An energy budget agent-based model of earthworm populations and its application to study the effects of pesticides

Earthworms are important organisms in soil communities and so are used as model organisms in environmental risk assessments of chemicals. However current risk assessments of soil invertebrates are based on short-term laboratory studies, of limited ecological relevance, supplemented if necessary by site-specific field trials, which sometimes are challenging to apply across the whole agricultural landscape. Here, we investigate whether population responses to environmental stressors and pesticide exposure can be accurately predicted by combining energy budget and agent-based models (ABMs), based on knowledge of how individuals respond to their local circumstances. A simple energy budget model was implemented within each earthworm Eisenia fetida in the ABM, based on a priori parameter estimates. From broadly accepted physiological principles, simple algorithms specify how energy acquisition and expenditure drive life cycle processes. Each individual allocates energy between maintenance, growth and/or reproduction under varying conditions of food density, soil temperature and soil moisture. When simulating published experiments, good model fits were obtained to experimental data on individual growth, reproduction and starvation. Using the energy budget model as a platform we developed methods to identify which of the physiological parameters in the energy budget model (rates of ingestion, maintenance, growth or reproduction) are primarily affected by pesticide applications, producing four hypotheses about how toxicity acts. We tested these hypotheses by comparing model outputs with published toxicity data on the effects of copper oxychloride and chlorpyrifos on E. fetida. Both growth and reproduction were directly affected in experiments in which sufficient food was provided, whilst maintenance was targeted under food limitation. Although we only incorporate toxic effects at the individual level we show how ABMs can readily extrapolate to larger scales by providing good model fits to field population data. The ability of the presented model to fit the available field and laboratory data for E. fetida demonstrates the promise of the agent-based approach in ecology, by showing how biological knowledge can be used to make ecological inferences. Further work is required to extend the approach to populations of more ecologically relevant species studied at the field scale. Such a model could help extrapolate from laboratory to field conditions and from one set of field conditions to another or from species to species.

Earthworm distribution and abundance predicted by a process-based model

Earthworms are significant ecosystem engineers and are an important component of the diet of many vertebrates and invertebrates, so the ability to predict their distribution and abundance would have wide application in ecology, conservation and land management. Earthworm viability is known to be affected by the availability and quality of food resources, soil water conditions and temperature, but has not yet been modelled mechanistically to link effects on individuals to field population responses. Here we present a novel model capable of predicting the effects of land management and environmental conditions on the distribution and abundance of Aporrectodea caliginosa, the dominant earthworm species in agroecosystems. Our process-based approach uses individual based modelling (IBM), in which each individual has its own energy budget. Individual earthworm energy budgets follow established principles of physiological ecology and are parameterised for A. caliginosa from experimental measurements under optimal conditions. Under suboptimal conditions (e.g. food limitation, low soil temperatures and water contents) reproduction is prioritised over growth. Good model agreement to independent laboratory data on individual cocoon production and growth of body mass, under variable feeding and temperature conditions support our representation of A. caliginosa physiology through energy budgets. Our mechanistic model is able to accurately predict A. caliginosa distribution and abundance in spatially heterogeneous soil profiles representative of field study conditions. Essential here is the explicit modelling of earthworm behaviour in the soil profile. Local earthworm movement responds to a trade-off between food availability and soil water conditions, and this determines the spatiotemporal distribution of the population in the soil profile. Importantly, multiple environmental variables can be manipulated simultaneously in the model to explore earthworm population exposure and effects to combinations of stressors. Potential applications include prediction of the population-level effects of pesticides and changes in soil management e.g. conservation tillage and climate change.

Resilience of rice (Oryzaspp.) pollen germination and tube growth to temperature stress

Resilience of rice cropping systems to potential global climate change will partly depend on temperature tolerance of pollen germination (PG) and tube growth (PTG). Germination of pollen of high temperature susceptible Oryza glaberrima Steud. (cv. CG14) and O. sativa L. ssp. indica (cv. IR64) and high temperature tolerant O. sativa ssp. aus (cv. N22), was assessed on a 5.6-45.4°C temperature gradient system. Mean maximum PG was 85% at 27°C with 1488 μm PTG at 25°C. The hypothesis that in each pollen grain, minimum temperature requirements (Tn) and maximum temperature limits (Tx) for germination operate independently was accepted by comparing multiplicative and subtractive probability models. The maximum temperature limit for PG in 50% of grains (Tx(50)) was lowest (29.8°C) in IR64 compared with CG14 (34.3°C) and N22 (35.6°C). Standard deviation (sx) of Tx was also low in IR64 (2.3°C) suggesting that the mechanism of IR64's susceptibility to high temperatures may relate to PG. Optimum germination temperatures and thermal times for 1mm PTG were not linked to tolerating high temperatures at anthesis. However, the parameters Tx(50) and sx in the germination model define new pragmatic criteria for successful and resilient PG, preferable to the more traditional cardinal (maximum and minimum) temperatures.

Modeling growth strategy in a biotechnology startup firm

The top managers of a biotechnology startup firm agreed to participate in a system dynamics modeling project to help them think about the firm's growth strategy. The article describes how the model was created and used to stimulate debate and discussion about growth management. The paper highlights several novel features about the process used for capturing management team knowledge. A heavy emphasis was placed on mapping the operating structure of the factory and distribution channels. Qualitative modeling methods (structural diagrams, descriptive variable names, and friendly algebra) were used to capture the management team's descriptions of the business. Simulation scenarios were crafted to stimulate debate about strategic issues such as capacity allocation, capacity expansion, customer recruitment, customer retention, and market growth, and to engage the management team in using the computer to design strategic scenarios. The article concludes with comments on the impact of the project.

The first real-time worldwide ionospheric predictions network: an advance in support of spaceborne experimentation, on-line model validation, and space weather

We report on the first realtime ionospheric predictions network and its capabilities to ingest a global database and forecast F-layer characteristics and "in situ" electron densities along the track of an orbiting spacecraft. A global network of ionosonde stations reported around-the-clock observations of F-region heights and densities, and an on-line library of models provided forecasting capabilities. Each model was tested against the incoming data; relative accuracies were intercompared to determine the best overall fit to the prevailing conditions; and the best-fit model was used to predict ionospheric conditions on an orbit-to-orbit basis for the 12-hour period following a twice-daily model test and validation procedure. It was found that the best-fit model often provided averaged (i.e., climatologically-based) accuracies better than 5% in predicting the heights and critical frequencies of the F-region peaks in the latitudinal domain of the TSS-1R flight path. There was a sharp contrast however, in model-measurement comparisons involving predictions of actual, unaveraged, along-track densities at the 295 km orbital altitude of TSS-1R In this case, extrema in the first-principle models varied by as much as an order of magnitude in density predictions, and the best-fit models were found to disagree with the "in situ" observations of Ne by as much as 140%. The discrepancies are interpreted as a manifestation of difficulties in accurately and self-consistently modeling the external controls of solar and magnetospheric inputs and the spatial and temporal variabilities in electric fields, thermospheric winds, plasmaspheric fluxes, and chemistry.

In vitro colonic metabolism of coffee and chlorogenic acid results in selective changes in human faecal microbiota growth

Coffee is a relatively rich source of chlorogenic acids (CGA), which, like other polyphenols are postulated to exert preventative effects against cardiovascular disease and type-2 diabetes. As a considerable proportion of ingested CGA reaches the large intestine, CGA may be capable of exerting beneficial effects in the large gut. Here we utilise a stirred, anaerobic, pH controlled, batch culture fermentation model of the distal region of the colon in order to investigate the impact of coffee and CGA on the growth of the human faecal microbiota. Incubation of the coffee with the human faecal microbiota led to the rapid metabolism of CGA (4h) and the production of dihydrocaffeic acid and dihydroferulic acid, whilst caffeine remained un-metabolised. The coffee with the highest levels of CGA (p<0.05, relative to the other coffees) induced a significant increase in Bifidobacterium spp. relative to the control at 10 hours post exposure (p<0.05). Similarly, an equivalent quantity of CGA (80.8mg; matched with that in high CGA coffee) induced a significant increase in Bifidobacterium spp. (p<0.05). CGA alone also induced a significant increase in the Clostridium coccoides-Eubacterium rectale group (p<0.05). This selective metabolism and subsequent amplification of specific bacterial populations could be beneficial to host health.

A multi-model evaluation of aerosols over South Asia: common problems and possible causes

Atmospheric pollution over South Asia attracts special attention due to its effects on regional climate, water cycle and human health. These effects are potentially growing owing to rising trends of anthropogenic aerosol emissions. In this study, the spatio-temporal aerosol distributions over South Asia from seven global aerosol models are evaluated against aerosol retrievals from NASA satellite sensors and ground-based measurements for the period of 2000–2007. Overall, substantial underestimations of aerosol loading over South Asia are found systematically in most model simulations. Averaged over the entire South Asia, the annual mean aerosol optical depth (AOD) is underestimated by a range 15 to 44% across models compared to MISR (Multi-angle Imaging SpectroRadiometer), which is the lowest bound among various satellite AOD retrievals (from MISR, SeaWiFS (Sea-Viewing Wide Field-of-View Sensor), MODIS (Moderate Resolution Imaging Spectroradiometer) Aqua and Terra). In particular during the post-monsoon and wintertime periods (i.e., October–January), when agricultural waste burning and anthropogenic emissions dominate, models fail to capture AOD and aerosol absorption optical depth (AAOD) over the Indo–Gangetic Plain (IGP) compared to ground-based Aerosol Robotic Network (AERONET) sunphotometer measurements. The underestimations of aerosol loading in models generally occur in the lower troposphere (below 2 km) based on the comparisons of aerosol extinction profiles calculated by the models with those from Cloud–Aerosol Lidar with Orthogonal Polarization (CALIOP) data. Furthermore, surface concentrations of all aerosol components (sulfate, nitrate, organic aerosol (OA) and black carbon (BC)) from the models are found much lower than in situ measurements in winter. Several possible causes for these common problems of underestimating aerosols in models during the post-monsoon and wintertime periods are identified: the aerosol hygroscopic growth and formation of secondary inorganic aerosol are suppressed in the models because relative humidity (RH) is biased far too low in the boundary layer and thus foggy conditions are poorly represented in current models, the nitrate aerosol is either missing or inadequately accounted for, and emissions from agricultural waste burning and biofuel usage are too low in the emission inventories. These common problems and possible causes found in multiple models point out directions for future model improvements in this important region.

Interactions between wind-blown snow redistribution and melt ponds in a coupled ocean–sea ice model

Introducing a parameterization of the interactions between wind-driven snow depth changes and melt pond evolution allows us to improve large scale models. In this paper we have implemented an explicit melt pond scheme and, for the first time, a wind dependant snow redistribution model and new snow thermophysics into a coupled ocean–sea ice model. The comparison of long-term mean statistics of melt pond fractions against observations demonstrates realistic melt pond cover on average over Arctic sea ice, but a clear underestimation of the pond coverage on the multi-year ice (MYI) of the western Arctic Ocean. The latter shortcoming originates from the concealing effect of persistent snow on forming ponds, impeding their growth. Analyzing a second simulation with intensified snow drift enables the identification of two distinct modes of sensitivity in the melt pond formation process. First, the larger proportion of wind-transported snow that is lost in leads directly curtails the late spring snow volume on sea ice and facilitates the early development of melt ponds on MYI. In contrast, a combination of higher air temperatures and thinner snow prior to the onset of melting sometimes make the snow cover switch to a regime where it melts entirely and rapidly. In the latter situation, seemingly more frequent on first-year ice (FYI), a smaller snow volume directly relates to a reduced melt pond cover. Notwithstanding, changes in snow and water accumulation on seasonal sea ice is naturally limited, which lessens the impacts of wind-blown snow redistribution on FYI, as compared to those on MYI. At the basin scale, the overall increased melt pond cover results in decreased ice volume via the ice-albedo feedback in summer, which is experienced almost exclusively by MYI.

SHIMMER (1.0): a novel mathematical model for microbial and biogeochemical dynamics in glacier forefield ecosystems

SHIMMER (Soil biogeocHemIcal Model for Microbial Ecosystem Response) is a new numerical modelling framework designed to simulate microbial dynamics and biogeochemical cycling during initial ecosystem development in glacier forefield soils. However, it is also transferable to other extreme ecosystem types (such as desert soils or the surface of glaciers). The rationale for model development arises from decades of empirical observations in glacier forefields, and enables a quantitative and process focussed approach. Here, we provide a detailed description of SHIMMER, test its performance in two case study forefields: the Damma Glacier (Switzerland) and the Athabasca Glacier (Canada) and analyse sensitivity to identify the most sensitive and unconstrained model parameters. Results show that the accumulation of microbial biomass is highly dependent on variation in microbial growth and death rate constants, Q10 values, the active fraction of microbial biomass and the reactivity of organic matter. The model correctly predicts the rapid accumulation of microbial biomass observed during the initial stages of succession in the forefields of both the case study systems. Primary production is responsible for the initial build-up of labile substrate that subsequently supports heterotrophic growth. However, allochthonous contributions of organic matter, and nitrogen fixation, are important in sustaining this productivity. The development and application of SHIMMER also highlights aspects of these systems that require further empirical research: quantifying nutrient budgets and biogeochemical rates, exploring seasonality and microbial growth and cell death. This will lead to increased understanding of how glacier forefields contribute to global biogeochemical cycling and climate under future ice retreat.