Assimilation of stratospheric ozone from MIPAS into a global general-circulation model: The September 2002 vortex split

Ozone and temperature profiles from the Michelson Interferometer for Passive Atmospheric Sounding (MIPAS) have been assimilated, using three-dimensional variational assimilation, into a stratosphere troposphere version of the Met Office numerical weather-prediction system. Analyses are made for the month of September 2002, when there was an unprecedented split in the southern hemisphere polar vortex. The analyses are validated against independent ozone observations from sondes, limb-occultation and total column ozone satellite instruments. Through most of the stratosphere, precision varies from 5 to 15%, and biases are 15% or less of the analysed field. Problems remain in the vortex and below the 60 hPa. level, especially at the tropopause where the analyses have too much ozone and poor agreement with independent data. Analysis problems are largely a result of the model rather than the data, giving confidence in the MIPAS ozone retrievals, though there may be a small high bias in MIPAS ozone in the lower stratosphere. Model issues include an excessive Brewer-Dobson circulation, which results both from known problems with the tracer transport scheme and from the data assimilation of dynamical variables. The extreme conditions of the vortex split reveal large differences between existing linear ozone photochemistry schemes. Despite these issues, the ozone analyses are able to successfully describe the ozone hole split and compare well to other studies of this event. Recommendations are made for the further development of the ozone assimilation system.

The seasonal forecast of electricity demand: A hierarchical Bayesian model with climatological weather generator

In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.

An event-based approach to validating solar wind speed predictions: high-speed enhancements in the Wang-Sheeley-Arge model

One of the primary goals of the Center for Integrated Space Weather Modeling (CISM) effort is to assess and improve prediction of the solar wind conditions in near‐Earth space, arising from both quasi‐steady and transient structures. We compare 8 years of L1 in situ observations to predictions of the solar wind speed made by the Wang‐Sheeley‐Arge (WSA) empirical model. The mean‐square error (MSE) between the observed and model predictions is used to reach a number of useful conclusions: there is no systematic lag in the WSA predictions, the MSE is found to be highest at solar minimum and lowest during the rise to solar maximum, and the optimal lead time for 1 AU solar wind speed predictions is found to be 3 days. However, MSE is shown to frequently be an inadequate “figure of merit” for assessing solar wind speed predictions. A complementary, event‐based analysis technique is developed in which high‐speed enhancements (HSEs) are systematically selected and associated from observed and model time series. WSA model is validated using comparisons of the number of hit, missed, and false HSEs, along with the timing and speed magnitude errors between the forecasted and observed events. Morphological differences between the different HSE populations are investigated to aid interpretation of the results and improvements to the model. Finally, by defining discrete events in the time series, model predictions from above and below the ecliptic plane can be used to estimate an uncertainty in the predicted HSE arrival times.

Evaluation of the model representation of the evolution of convective systems using satellite observations of outgoing longwave radiation

We introduce a technique for assessing the diurnal development of convective storm systems based on outgoing longwave radiation fields. Using the size distribution of the storms measured from a series of images, we generate an array in the lengthscale-time domain based on the standard score statistic. It demonstrates succinctly the size evolution of storms as well as the dissipation kinematics. It also provides evidence related to the temperature evolution of the cloud tops. We apply this approach to a test case comparing observations made by the Geostationary Earth Radiation Budget instrument to output from the Met Office Unified Model run at two resolutions. The 12km resolution model produces peak convective activity on all lengthscales significantly earlier in the day than shown by the observations and no evidence for storms growing in size. The 4km resolution model shows realistic timing and growth evolution although the dissipation mechanism still differs from the observed data.

An integrative model of amino acid metabolism in the liver of the lactating dairy cow

The objective of this work was to construct a dynamic model of hepatic amino acid metabolism in the lactating dairy cow that could be parameterized using net flow data from in vivo experiments. The model considers 22 amino acids, ammonia, urea, and 13 energetic metabolites, and was parameterized using a steady-state balance model and two in vivo, net flow experiments conducted with mid-lactation dairy cows. Extracellular flows were derived directly from the observed data. An optimization routine was used to derive nine intracellular flows. The resulting dynamic model was found to be stable across a range of inputs suggesting that it can be perturbed and applied to other physiological states. Although nitrogen was generally in balance, leucine was in slight deficit compared to predicted needs for export protein synthesis, suggesting that an alternative source of leucine (e.g. peptides) was utilized. Simulations of varying glucagon concentrations indicated that an additional 5 mol/d of glucose could be synthesized at the reference substrate concentrations and blood flows. The increased glucose production was supported by increased removal from blood of lactate, glutamate, aspartate, alanine, asparagine, and glutamine. As glucose Output increased, ketone body and acetate release increased while CO2 release declined. The pattern of amino acids appearing in hepatic vein blood was affected by changes in amino acid concentration in portal vein blood, portal blood flow rate and glucagon concentration, with methionine and phenylalanine being the most affected of essential amino acids. Experimental evidence is insufficient to determine whether essential amino acids are affected by varying gluconeogenic demands. (C) 2004 Published by Elsevier Ltd.

Building synergies in development research: The application of the mosaic model to animal health research

Development research has responded to a number of charges over the past few decades. For example, when traditional research was accused of being 'top-down', the response was participatory research, linking the 'receptors' to the generators of research. As participatory processes were recognised as producing limited outcomes, the demand-led agenda was born. In response to the alleged failure of research to deliver its products, the 'joined-up' model, which links research with the private sector, has become popular. However, using examples from animal-health research, this article demonstrates that all the aforementioned approaches are seriously limited in their attempts to generate outputs to address the multi-faceted problems facing the poor. The article outlines a new approach to research: the Mosaic Model. By combining different knowledge forms, and focusing on existing gaps, the model aims to bridge basic and applied findings to enhance the efficiency and value of research, past, present, and future.

A hierarchical Bayesian model for predicting the functional consequences of amino-acid polymorphisms

Genetic polymorphisms in deoxyribonucleic acid coding regions may have a phenotypic effect on the carrier, e.g. by influencing susceptibility to disease. Detection of deleterious mutations via association studies is hampered by the large number of candidate sites; therefore methods are needed to narrow down the search to the most promising sites. For this, a possible approach is to use structural and sequence-based information of the encoded protein to predict whether a mutation at a particular site is likely to disrupt the functionality of the protein itself. We propose a hierarchical Bayesian multivariate adaptive regression spline (BMARS) model for supervised learning in this context and assess its predictive performance by using data from mutagenesis experiments on lac repressor and lysozyme proteins. In these experiments, about 12 amino-acid substitutions were performed at each native amino-acid position and the effect on protein functionality was assessed. The training data thus consist of repeated observations at each position, which the hierarchical framework is needed to account for. The model is trained on the lac repressor data and tested on the lysozyme mutations and vice versa. In particular, we show that the hierarchical BMARS model, by allowing for the clustered nature of the data, yields lower out-of-sample misclassification rates compared with both a BMARS and a frequen-tist MARS model, a support vector machine classifier and an optimally pruned classification tree.

The seasonal forecast of electricity demand: A hierarchical Bayesian model with climatological weather generator

In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.

A model for comparative analysis of inventory costs of JIT and EOQ purchasing in the ready mixed concrete industry

A model for comparing the inventory costs of purchasing under the economic order quantity (EOQ) system and the just-in-time (JIT) order purchasing system in existing literature concluded that JIT purchasing was virtually always the preferable inventory ordering system especially at high level of annual demand. By expanding the classical EOQ model, this paper shows that it is possible for the EOQ system to be more cost effective than the JIT system once the inventory demand approaches the EOQ-JIT cost indifference point. The case study conducted in the ready-mixed concrete industry in Singapore supported this proposition.

Successful manipulation of the quality and quantity of fat and carbohydrate consumed by free-living individuals using a food exchange model

Our objective in this study was to develop and implement an effective intervention strategy to manipulate the amount and composition of dietary fat and carbohydrate (CHO) in free-living individuals in the RISCK study. The study was a randomized, controlled dietary intervention study that was conducted in 720 participants identified as higher risk for or with metabolic syndrome. All followed a 4-wk run-in reference diet [high saturated fatty acids (SF)/high glycemic index (GI)]. Volunteers were randomized to continue this diet for a further 24 wk or to I of 4 isoenergetic prescriptions [high monounsaturated fatty acids (MUFA)/high GI; high MUFA/low GI; low fat (LF)/high GI; and LF/low GI]. We developed a food exchange model to implement each diet. Dietary records and plasma phospholipid fatty acids were used to assess the effectiveness of the intervention strategy. Reported fat intake from the LF diets was significantly reduced to 28% of energy (%E) compared with 38% E from the HM and LF diets. SF intake was successfully decreased in the HM and LF diets was similar to 10% E compared with 17% E in the reference diet (P = 0.001). Dietary MUFA in the HIM diets was similar to 17% E, significantly higher than in the reference (12% E) and LF diets (10% E) (P = 0.001). Changes in plasma phospholipid fatty acids provided further evidence for the successful manipulation of fat intake. The GI of the HGI and LGI arms differed by similar to 9 points (P = 0.001). The food exchange model provided an effective dietary strategy for the design and implementation across multiple sites of 5 experimental diets with specific targets for the proportion of fat and CHO. J. Nutr. 139: 1534-1540, 2009.

A model study of factors influencing projected changes in regional sea level over the 21st century

In addition to projected increases in global mean sea level over the 21st century, model simulations suggest there will also be changes in the regional distribution of sea level relative to the global mean. There is a considerable spread in the projected patterns of these changes by current models, as shown by the recent Intergovernmental Panel on Climate Change (IPCC) Fourth Assessment (AR4). This spread has not reduced from that given by the Third Assessment models. Comparison with projections by ensembles of models based on a single structure supports an earlier suggestion that models of similar formulation give more similar patterns of sea level change. Analysing an AR4 ensemble of model projections under a business-as-usual scenario shows that steric changes (associated with subsurface ocean density changes) largely dominate the sea level pattern changes. The relative importance of subsurface temperature or salinity changes in contributing to this differs from region to region and, to an extent, from model-to-model. In general, thermosteric changes give the spatial variations in the Southern Ocean, halosteric changes dominate in the Arctic and strong compensation between thermosteric and halosteric changes characterises the Atlantic. The magnitude of sea level and component changes in the Atlantic appear to be linked to the amount of Atlantic meridional overturning circulation (MOC) weakening. When the MOC weakening is substantial, the Atlantic thermosteric patterns of change arise from a dominant role of ocean advective heat flux changes.

An analysis of the impact of R&D on productivity using Bayesian model averaging with a reversible jump algorithm.

A Bayesian Model Averaging approach to the estimation of lag structures is introduced, and applied to assess the impact of R&D on agricultural productivity in the US from 1889 to 1990. Lag and structural break coefficients are estimated using a reversible jump algorithm that traverses the model space. In addition to producing estimates and standard deviations for the coe¢ cients, the probability that a given lag (or break) enters the model is estimated. The approach is extended to select models populated with Gamma distributed lags of di¤erent frequencies. Results are consistent with the hypothesis that R&D positively drives productivity. Gamma lags are found to retain their usefulness in imposing a plausible structure on lag coe¢ cients, and their role is enhanced through the use of model averaging.

Model inter-comparison between statistical and dynamic model assessments of the long-term stability of blanket peat in Great Britain (1940-2099)

We compared output from 3 dynamic process-based models (DMs: ECOSSE, MILLENNIA and the Durham Carbon Model) and 9 bioclimatic envelope models (BCEMs; including BBOG ensemble and PEATSTASH) ranging from simple threshold to semi-process-based models. Model simulations were run at 4 British peatland sites using historical climate data and climate projections under a medium (A1B) emissions scenario from the 11-RCM (regional climate model) ensemble underpinning UKCP09. The models showed that blanket peatlands are vulnerable to projected climate change; however, predictions varied between models as well as between sites. All BCEMs predicted a shift from presence to absence of a climate associated with blanket peat, where the sites with the lowest total annual precipitation were closest to the presence/absence threshold. DMs showed a more variable response. ECOSSE predicted a decline in net C sink and shift to net C source by the end of this century. The Durham Carbon Model predicted a smaller decline in the net C sink strength, but no shift to net C source. MILLENNIA predicted a slight overall increase in the net C sink. In contrast to the BCEM projections, the DMs predicted that the sites with coolest temperatures and greatest total annual precipitation showed the largest change in carbon sinks. In this model inter-comparison, the greatest variation in model output in response to climate change projections was not between the BCEMs and DMs but between the DMs themselves, because of different approaches to modelling soil organic matter pools and decomposition amongst other processes. The difference in the sign of the response has major implications for future climate feedbacks, climate policy and peatland management. Enhanced data collection, in particular monitoring peatland response to current change, would significantly improve model development and projections of future change.

Quantifying the response of the ORAC aerosol optical depth retrieval for MSG SEVIRI to aerosol model assumptions

We test the response of the Oxford-RAL Aerosol and Cloud (ORAC) retrieval algorithm for MSG SEVIRI to changes in the aerosol properties used in the dust aerosol model, using data from the Dust Outflow and Deposition to the Ocean (DODO) flight campaign in August 2006. We find that using the observed DODO free tropospheric aerosol size distribution and refractive index increases simulated top of the atmosphere radiance at 0.55 µm assuming a fixed erosol optical depth of 0.5 by 10–15 %, reaching a maximum difference at low solar zenith angles. We test the sensitivity of the retrieval to the vertical distribution f the aerosol and find that this is unimportant in determining simulated radiance at 0.55 µm. We also test the ability of the ORAC retrieval when used to produce the GlobAerosol dataset to correctly identify continental aerosol outflow from the African continent and we find that it poorly constrains aerosol speciation. We develop spatially and temporally resolved prior distributions of aerosols to inform the retrieval which incorporates five aerosol models: desert dust, maritime, biomass burning, urban and continental. We use a Saharan Dust Index and the GEOS-Chem chemistry transport model to describe dust and biomass burning aerosol outflow, and compare AOD using our speciation against the GlobAerosol retrieval during January and July 2006. We find AOD discrepancies of 0.2–1 over regions of intense biomass burning outflow, where AOD from our aerosol speciation and GlobAerosol speciation can differ by as much as 50 - 70 %.

A three-regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index

We examine whether a three-regime model that allows for dormant, explosive and collapsing speculative behaviour can explain the dynamics of the S&P 500. We extend existing models of speculative behaviour by including a third regime that allows a bubble to grow at a steady rate, and propose abnormal volume as an indicator of the probable time of bubble collapse. We also examine the financial usefulness of the three-regime model by studying a trading rule formed using inferences from it, whose use leads to higher Sharpe ratios and end of period wealth than from employing existing models or a buy-and-hold strategy.