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.

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.

Global trends and factors associated with the illegal killing of elephants: a hierarchical bayesian analysis of carcass encounter data

Elephant poaching and the ivory trade remain high on the agenda at meetings of the Convention on International Trade in Endangered Species of Wild Fauna and Flora (CITES). Well-informed debates require robust estimates of trends, the spatial distribution of poaching, and drivers of poaching. We present an analysis of trends and drivers of an indicator of elephant poaching of all elephant species. The site-based monitoring system known as Monitoring the Illegal Killing of Elephants (MIKE), set up by the 10th Conference of the Parties of CITES in 1997, produces carcass encounter data reported mainly by anti-poaching patrols. Data analyzed were site by year totals of 6,337 carcasses from 66 sites in Africa and Asia from 2002–2009. Analysis of these observational data is a serious challenge to traditional statistical methods because of the opportunistic and non-random nature of patrols, and the heterogeneity across sites. Adopting a Bayesian hierarchical modeling approach, we used the proportion of carcasses that were illegally killed (PIKE) as a poaching index, to estimate the trend and the effects of site- and country-level factors associated with poaching. Important drivers of illegal killing that emerged at country level were poor governance and low levels of human development, and at site level, forest cover and area of the site in regions where human population density is low. After a drop from 2002, PIKE remained fairly constant from 2003 until 2006, after which it increased until 2008. The results for 2009 indicate a decline. Sites with PIKE ranging from the lowest to the highest were identified. The results of the analysis provide a sound information base for scientific evidence-based decision making in the CITES process.

Bayesian ranking and selection of fishing boat efficiencies

The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods—Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.

Bayesian ranking and slection of fishing boat efficiencies

The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods— Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.

Dissecting the illegal ivory trade: an analysis of ivory seizures data

Reliable evidence of trends in the illegal ivory trade is important for informing decision making for elephants but it is difficult to obtain due to the covert nature of the trade. The Elephant Trade Information System, a global database of reported seizures of illegal ivory, holds the only extensive information on illicit trade available. However inherent biases in seizure data make it difficult to infer trends; countries differ in their ability to make and report seizures and these differences cannot be directly measured. We developed a new modelling framework to provide quantitative evidence on trends in the illegal ivory trade from seizures data. The framework used Bayesian hierarchical latent variable models to reduce bias in seizures data by identifying proxy variables that describe the variability in seizure and reporting rates between countries and over time. Models produced bias-adjusted smoothed estimates of relative trends in illegal ivory activity for raw and worked ivory in three weight classes. Activity is represented by two indicators describing the number of illegal ivory transactions--Transactions Index--and the total weight of illegal ivory transactions--Weights Index--at global, regional or national levels. Globally, activity was found to be rapidly increasing and at its highest level for 16 years, more than doubling from 2007 to 2011 and tripling from 1998 to 2011. Over 70% of the Transactions Index is from shipments of worked ivory weighing less than 10 kg and the rapid increase since 2007 is mainly due to increased consumption in China. Over 70% of the Weights Index is from shipments of raw ivory weighing at least 100 kg mainly moving from Central and East Africa to Southeast and East Asia. The results tie together recent findings on trends in poaching rates, declining populations and consumption and provide detailed evidence to inform international decision making on elephants.

Trends in adult body-mass index in 200 countries from 1975 to 2014: a pooled analysis of 1698 population-based measurement studies with 19·2 million participants

Background Underweight and severe and morbid obesity are associated with highly elevated risks of adverse health outcomes. We estimated trends in mean body-mass index (BMI), which characterises its population distribution, and in the prevalences of a complete set of BMI categories for adults in all countries. Methods We analysed, with use of a consistent protocol, population-based studies that had measured height and weight in adults aged 18 years and older. We applied a Bayesian hierarchical model to these data to estimate trends from 1975 to 2014 in mean BMI and in the prevalences of BMI categories (<18·5 kg/m2 [underweight], 18·5 kg/m2 to <20 kg/m2, 20 kg/m2 to <25 kg/m2, 25 kg/m2 to <30 kg/m2, 30 kg/m2 to <35 kg/m2, 35 kg/m2 to <40 kg/m2, ≥40 kg/m2 [morbid obesity]), by sex in 200 countries and territories, organised in 21 regions. We calculated the posterior probability of meeting the target of halting by 2025 the rise in obesity at its 2010 levels, if post-2000 trends continue. Findings We used 1698 population-based data sources, with more than 19·2 million adult participants (9·9 million men and 9·3 million women) in 186 of 200 countries for which estimates were made. Global age-standardised mean BMI increased from 21·7 kg/m2 (95% credible interval 21·3–22·1) in 1975 to 24·2 kg/m2 (24·0–24·4) in 2014 in men, and from 22·1 kg/m2 (21·7–22·5) in 1975 to 24·4 kg/m2 (24·2–24·6) in 2014 in women. Regional mean BMIs in 2014 for men ranged from 21·4 kg/m2 in central Africa and south Asia to 29·2 kg/m2 (28·6–29·8) in Polynesia and Micronesia; for women the range was from 21·8 kg/m2 (21·4–22·3) in south Asia to 32·2 kg/m2 (31·5–32·8) in Polynesia and Micronesia. Over these four decades, age-standardised global prevalence of underweight decreased from 13·8% (10·5–17·4) to 8·8% (7·4–10·3) in men and from 14·6% (11·6–17·9) to 9·7% (8·3–11·1) in women. South Asia had the highest prevalence of underweight in 2014, 23·4% (17·8–29·2) in men and 24·0% (18·9–29·3) in women. Age-standardised prevalence of obesity increased from 3·2% (2·4–4·1) in 1975 to 10·8% (9·7–12·0) in 2014 in men, and from 6·4% (5·1–7·8) to 14·9% (13·6–16·1) in women. 2·3% (2·0–2·7) of the world's men and 5·0% (4·4–5·6) of women were severely obese (ie, have BMI ≥35 kg/m2). Globally, prevalence of morbid obesity was 0·64% (0·46–0·86) in men and 1·6% (1·3–1·9) in women. Interpretation If post-2000 trends continue, the probability of meeting the global obesity target is virtually zero. Rather, if these trends continue, by 2025, global obesity prevalence will reach 18% in men and surpass 21% in women; severe obesity will surpass 6% in men and 9% in women. Nonetheless, underweight remains prevalent in the world's poorest regions, especially in south Asia.

Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

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.

Detecting recombination in 4-taxa DNA sequence alignments with Bayesian hidden Markov models and Markov chain Monte Carlo

This article presents a statistical method for detecting recombination in DNA sequence alignments, which is based on combining two probabilistic graphical models: (1) a taxon graph (phylogenetic tree) representing the relationship between the taxa, and (2) a site graph (hidden Markov model) representing interactions between different sites in the DNA sequence alignments. We adopt a Bayesian approach and sample the parameters of the model from the posterior distribution with Markov chain Monte Carlo, using a Metropolis-Hastings and Gibbs-within-Gibbs scheme. The proposed method is tested on various synthetic and real-world DNA sequence alignments, and we compare its performance with the established detection methods RECPARS, PLATO, and TOPAL, as well as with two alternative parameter estimation schemes.

Hierarchical analysis of production efficiency in a coastal trawl fishery

We present, pedagogically, the Bayesian approach to composed error models under alternative, hierarchical characterizations; demonstrate, briefly, the Bayesian approach to model comparison using recent advances in Markov Chain Monte Carlo (MCMC) methods; and illustrate, empirically, the value of these techniques to natural resource economics and coastal fisheries management, in particular. The Bayesian approach to fisheries efficiency analysis is interesting for at least three reasons. First, it is a robust and highly flexible alternative to commonly applied, frequentist procedures, which dominate the literature. Second,the Bayesian approach is extremely simple to implement, requiring only a modest addition to most natural-resource economist tool-kits. Third, despite its attractions, applications of Bayesian methodology in coastal fisheries management are few.

Calibration and evaluation of individual-based models using Approximate Bayesian Computation

This paper investigates the feasibility of using approximate Bayesian computation (ABC) to calibrate and evaluate complex individual-based models (IBMs). As ABC evolves, various versions are emerging, but here we only explore the most accessible version, rejection-ABC. Rejection-ABC involves running models a large number of times, with parameters drawn randomly from their prior distributions, and then retaining the simulations closest to the observations. Although well-established in some fields, whether ABC will work with ecological IBMs is still uncertain. Rejection-ABC was applied to an existing 14-parameter earthworm energy budget IBM for which the available data consist of body mass growth and cocoon production in four experiments. ABC was able to narrow the posterior distributions of seven parameters, estimating credible intervals for each. ABC’s accepted values produced slightly better fits than literature values do. The accuracy of the analysis was assessed using cross-validation and coverage, currently the best available tests. Of the seven unnarrowed parameters, ABC revealed that three were correlated with other parameters, while the remaining four were found to be not estimable given the data available. It is often desirable to compare models to see whether all component modules are necessary. Here we used ABC model selection to compare the full model with a simplified version which removed the earthworm’s movement and much of the energy budget. We are able to show that inclusion of the energy budget is necessary for a good fit to the data. We show how our methodology can inform future modelling cycles, and briefly discuss how more advanced versions of ABC may be applicable to IBMs. We conclude that ABC has the potential to represent uncertainty in model structure, parameters and predictions, and to embed the often complex process of optimizing an IBM’s structure and parameters within an established statistical framework, thereby making the process more transparent and objective.

A Bayesian approach for multi-model downscaling: Seasonal forecasting of regional rainfall and river flows in South America

This study addresses three issues: spatial downscaling, calibration, and combination of seasonal predictions produced by different coupled ocean-atmosphere climate models. It examines the feasibility Of using a Bayesian procedure for producing combined, well-calibrated downscaled seasonal rainfall forecasts for two regions in South America and river flow forecasts for the Parana river in the south of Brazil and the Tocantins river in the north of Brazil. These forecasts are important for national electricity generation management and planning. A Bayesian procedure, referred to here as forecast assimilation, is used to combine and calibrate the rainfall predictions produced by three climate models. Forecast assimilation is able to improve the skill of 3-month lead November-December-January multi-model rainfall predictions over the two South American regions. Improvements are noted in forecast seasonal mean values and uncertainty estimates. River flow forecasts are less skilful than rainfall forecasts. This is partially because natural river flow is a derived quantity that is sensitive to hydrological as well as meteorological processes, and to human intervention in the form of reservoir management.