Evaluation of two "integrated" polarimetric Quantitative Precipitation Estimation (QPE) algorithms at C-band

Two so-called “integrated” polarimetric rate estimation techniques, ZPHI (Testud et al., 2000) and ZZDR (Illingworth and Thompson, 2005), are evaluated using 12 episodes of the year 2005 observed by the French C-band operational Trappes radar, located near Paris. The term “integrated” means that the concentration parameter of the drop size distribution is assumed to be constant over some area and the algorithms retrieve it using the polarimetric variables in that area. The evaluation is carried out in ideal conditions (no partial beam blocking, no ground-clutter contamination, no bright band contamination, a posteriori calibration of the radar variables ZH and ZDR) using hourly rain gauges located at distances less than 60 km from the radar. Also included in the comparison, for the sake of benchmarking, is a conventional Z = 282R1.66 estimator, with and without attenuation correction and with and without adjustment by rain gauges as currently done operationally at Météo France. Under those ideal conditions, the two polarimetric algorithms, which rely solely on radar data, appear to perform as well if not better, pending on the measurements conditions (attenuation, rain rates, …), than the conventional algorithms, even when the latter take into account rain gauges through the adjustment scheme. ZZDR with attenuation correction is the best estimator for hourly rain gauge accumulations lower than 5 mm h−1 and ZPHI is the best one above that threshold. A perturbation analysis has been conducted to assess the sensitivity of the various estimators with respect to biases on ZH and ZDR, taking into account the typical accuracy and stability that can be reasonably achieved with modern operational radars these days (1 dB on ZH and 0.2 dB on ZDR). A +1 dB positive bias on ZH (radar too hot) results in a +14% overestimation of the rain rate with the conventional estimator used in this study (Z = 282R^1.66), a -19% underestimation with ZPHI and a +23% overestimation with ZZDR. Additionally, a +0.2 dB positive bias on ZDR results in a typical rain rate under- estimation of 15% by ZZDR.

Stochastic volatility jump-diffusions for European equity index dynamics

Major research on equity index dynamics has investigated only US indices (usually the S&P 500) and has provided contradictory results. In this paper a clarification and extension of that previous research is given. We find that European equity indices have quite different dynamics from the S&P 500. Each of the European indices considered may be satisfactorily modelled using either an affine model with price and volatility jumps or a GARCH volatility process without jumps. The S&P 500 dynamics are much more difficult to capture in a jump-diffusion framework.

Modelling niches of arbitrary shape in genetic algorithms using Niche Linkage in the Dynamic Niche Clustering framework

We present some additions to a fuzzy variable radius niche technique called Dynamic Niche Clustering (DNC) (Gan and Warwick, 1999; 2000; 2001) that enable the identification and creation of niches of arbitrary shape through a mechanism called Niche Linkage. We show that by using this mechanism it is possible to attain better feature extraction from the underlying population.

Trajectory planning of a robot using learning algorithms

The authors consider the problem of a robot manipulator operating in a noisy workspace. The manipulator is required to move from an initial position P(i) to a final position P(f). P(i) is assumed to be completely defined. However, P(f) is obtained by a sensing operation and is assumed to be fixed but unknown. The authors approach to this problem involves the use of three learning algorithms, the discretized linear reward-penalty (DLR-P) automaton, the linear reward-penalty (LR-P) automaton and a nonlinear reinforcement scheme. An automaton is placed at each joint of the robot and by acting as a decision maker, plans the trajectory based on noisy measurements of P(f).

A variable radius niching technique for speciation in genetic algorithms

In this paper, a continuation of a variable radius niche technique called Dynamic Niche Clustering developed by (Gan & Warwick, 1999) is presented. The technique employs a separate dynamic population of overlapping niches that coexists alongside the normal population. An empirical analysis of the updated methodology on a large group of standard optimisation test-bed functions is also given. The technique is shown to perform almost as well as standard fitness sharing with regards to stability and the accuracy of peak identification, but it outperforms standard fitness sharing with regards to time complexity. It is also shown that the technique is capable of forming niches of varying size depending on the characteristics of the underlying peak that the niche is populating.

Learning in neural networks and stochastic approximation methods with averaging

The problem of adjusting the weights (learning) in multilayer feedforward neural networks (NN) is known to be of a high importance when utilizing NN techniques in various practical applications. The learning procedure is to be performed as fast as possible and in a simple computational fashion, the two requirements which are usually not satisfied practically by the methods developed so far. Moreover, the presence of random inaccuracies are usually not taken into account. In view of these three issues, an alternative stochastic approximation approach discussed in the paper, seems to be very promising.