Modeling data with structural and temporal correlation using lower level and higher level multilevel models

Novel imaging techniques are playing an increasingly important role in drug development, providing insight into the mechanism of action of new chemical entities. The data sets obtained by these methods can be large with complex inter-relationships, but the most appropriate statistical analysis for handling this data is often uncertain - precisely because of the exploratory nature of the way the data are collected. We present an example from a clinical trial using magnetic resonance imaging to assess changes in atherosclerotic plaques following treatment with a tool compound with established clinical benefit. We compared two specific approaches to handle the correlations due to physical location and repeated measurements: two-level and four-level multilevel models. The two methods identified similar structural variables, but higher level multilevel models had the advantage of explaining a greater proportion of variation, and the modeling assumptions appeared to be better satisfied.

Theoretical insight into diagnosing observation error correlations using observation-minus-background and observation-minus-analysis statistics

To improve the quantity and impact of observations used in data assimilation it is necessary to take into account the full, potentially correlated, observation error statistics. A number of methods for estimating correlated observation errors exist, but a popular method is a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. The accuracy of the results it yields is unknown as the diagnostic is sensitive to the difference between the exact background and exact observation error covariances and those that are chosen for use within the assimilation. It has often been stated in the literature that the results using this diagnostic are only valid when the background and observation error correlation length scales are well separated. Here we develop new theory relating to the diagnostic. For observations on a 1D periodic domain we are able to the show the effect of changes in the assumed error statistics used in the assimilation on the estimated observation error covariance matrix. We also provide bounds for the estimated observation error variance and eigenvalues of the estimated observation error correlation matrix. We demonstrate that it is still possible to obtain useful results from the diagnostic when the background and observation error length scales are similar. In general, our results suggest that when correlated observation errors are treated as uncorrelated in the assimilation, the diagnostic will underestimate the correlation length scale. We support our theoretical results with simple illustrative examples. These results have potential use for interpreting the derived covariances estimated using an operational system.

Diagnosing observation error correlations for Doppler radar radial winds in the Met Office UKV model using observation-minus-background and observation-minus-analysis statistics

With the development of convection-permitting numerical weather prediction the efficient use of high resolution observations in data assimilation is becoming increasingly important. The operational assimilation of these observations, such as Dopplerradar radial winds, is now common, though to avoid violating the assumption of un- correlated observation errors the observation density is severely reduced. To improve the quantity of observations used and the impact that they have on the forecast will require the introduction of the full, potentially correlated, error statistics. In this work, observation error statistics are calculated for the Doppler radar radial winds that are assimilated into the Met Office high resolution UK model using a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. This is the first in-depth study using the diagnostic to estimate both horizontal and along-beam correlated observation errors. By considering the new results obtained it is found that the Doppler radar radial wind error standard deviations are similar to those used operationally and increase as the observation height increases. Surprisingly the estimated observation error correlation length scales are longer than the operational thinning distance. They are dependent on both the height of the observation and on the distance of the observation away from the radar. Further tests show that the long correlations cannot be attributed to the use of superobservations or the background error covariance matrix used in the assimilation. The large horizontal correlation length scales are, however, in part, a result of using a simplified observation operator.

High-precision measurements of the co-polar correlation coefficient: non-Gaussian errors and retrieval of the dispersion parameter µ in rainfall

The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.

Distribution and statistics of African mesoscale convective weather systems based on the ISCCP Meteosat imagery

This paper provides for the first time an objective short-term (8 yr) climatology of African convective weather systems based on satellite imagery. Eight years of infrared International Satellite Cloud Climatology Project-European Space Agency's Meteorological Satellite (ISCCP-Meteosat) satellite imagery has been analyzed using objective feature identification, tracking, and statistical techniques for the July, August, and September periods and the region of Africa and the adjacent Atlantic ocean. This allows various diagnostics to be computed and used to study the distribution of mesoscale and synoptic-scale convective weather systems from mesoscale cloud clusters and squall lines to tropical cyclones. An 8-yr seasonal climatology (1983-90) and the seasonal cycle of this convective activity are presented and discussed. Also discussed is the dependence of organized convection for this region, on the orography, convective, and potential instability and vertical wind shear using European Centre for Medium-Range Weather Forecasts reanalysis data.

African easterly wave variability and its relationship to Atlantic tropical cyclone activity

Automatic tracking of vorticity centers in European Centre for Medium-Range Weather Forecasts analyses has been used to develop a 20-yr climatology of African easterly wave activity. The tracking statistics at 600 and 850 mb confirm the complicated easterly wave structures present over the African continent. The rainy zone equatorward of 15 degreesN is dominated by 600-mb activity, and the much drier Saharan region poleward of 15 degreesN is more dominated by 850-mb activity. Over the Atlantic Ocean there is just one storm track with the 600- and 850-mb wave activity collocated. Based on growth/decay and genesis statistics, it appears that the 850-mb waves poleward of 15 degreesN over land generally do not get involved with the equatorward storm track over the ocean. Instead, there appears to be significant development of 850-mb activity at the West African coast in the rainy zone around (10 degreesN, 10 degreesW), which, it is proposed, is associated with latent heat release. Based on the tracking statistics, it has been shown that there is marked interannual variability in African easterly wave (AEW) activity. It is especially marked at the 850-mb level at the West African coast between about 10 degrees and 15 degreesN, where the coefficient of variation is 0.29. For the period between 1985 and 1998, a notable positive correlation is seen between this AEW activity and Atlantic tropical cyclone activity. This correlation is particularly strong for the postreanalysis period between 1994 and 1998. This result suggests that Atlantic tropical cyclone activity may be influenced by the number of AEWs leaving the West African coast, which have significant low-level amplitudes, and not simply by the total number of AEWs.

Can wavelets improve the representation of forecast error covariances in variational data assimilation?

Two wavelet-based control variable transform schemes are described and are used to model some important features of forecast error statistics for use in variational data assimilation. The first is a conventional wavelet scheme and the other is an approximation of it. Their ability to capture the position and scale-dependent aspects of covariance structures is tested in a two-dimensional latitude-height context. This is done by comparing the covariance structures implied by the wavelet schemes with those found from the explicit forecast error covariance matrix, and with a non-wavelet- based covariance scheme used currently in an operational assimilation scheme. Qualitatively, the wavelet-based schemes show potential at modeling forecast error statistics well without giving preference to either position or scale-dependent aspects. The degree of spectral representation can be controlled by changing the number of spectral bands in the schemes, and the least number of bands that achieves adequate results is found for the model domain used. Evidence is found of a trade-off between the localization of features in positional and spectral spaces when the number of bands is changed. By examining implied covariance diagnostics, the wavelet-based schemes are found, on the whole, to give results that are closer to diagnostics found from the explicit matrix than from the nonwavelet scheme. Even though the nature of the covariances has the right qualities in spectral space, variances are found to be too low at some wavenumbers and vertical correlation length scales are found to be too long at most scales. The wavelet schemes are found to be good at resolving variations in position and scale-dependent horizontal length scales, although the length scales reproduced are usually too short. The second of the wavelet-based schemes is often found to be better than the first in some important respects, but, unlike the first, it has no exact inverse transform.

Spatial variability of flow statistics within regular building arrays

Turbulence statistics obtained by direct numerical simulations are analysed to investigate spatial heterogeneity within regular arrays of building-like cubical obstacles. Two different array layouts are studied, staggered and square, both at a packing density of λp=0.25 . The flow statistics analysed are mean streamwise velocity ( u− ), shear stress ( u′w′−−−− ), turbulent kinetic energy (k) and dispersive stress fraction ( u˜w˜ ). The spatial flow patterns and spatial distribution of these statistics in the two arrays are found to be very different. Local regions of high spatial variability are identified. The overall spatial variances of the statistics are shown to be generally very significant in comparison with their spatial averages within the arrays. Above the arrays the spatial variances as well as dispersive stresses decay rapidly to zero. The heterogeneity is explored further by separately considering six different flow regimes identified within the arrays, described here as: channelling region, constricted region, intersection region, building wake region, canyon region and front-recirculation region. It is found that the flow in the first three regions is relatively homogeneous, but that spatial variances in the latter three regions are large, especially in the building wake and canyon regions. The implication is that, in general, the flow immediately behind (and, to a lesser extent, in front of) a building is much more heterogeneous than elsewhere, even in the relatively dense arrays considered here. Most of the dispersive stress is concentrated in these regions. Considering the experimental difficulties of obtaining enough point measurements to form a representative spatial average, the error incurred by degrading the sampling resolution is investigated. It is found that a good estimate for both area and line averages can be obtained using a relatively small number of strategically located sampling points.

A stochastic parameterization for deep convection based on equilibrium statistics

A stochastic parameterization scheme for deep convection is described, suitable for use in both climate and NWP models. Theoretical arguments and the results of cloud-resolving models, are discussed in order to motivate the form of the scheme. In the deterministic limit, it tends to a spectrum of entraining/detraining plumes and is similar to other current parameterizations. The stochastic variability describes the local fluctuations about a large-scale equilibrium state. Plumes are drawn at random from a probability distribution function (pdf) that defines the chance of finding a plume of given cloud-base mass flux within each model grid box. The normalization of the pdf is given by the ensemble-mean mass flux, and this is computed with a CAPE closure method. The characteristics of each plume produced are determined using an adaptation of the plume model from the Kain-Fritsch parameterization. Initial tests in the single column version of the Unified Model verify that the scheme is effective in producing the desired distributions of convective variability without adversely affecting the mean state.

A review of forecast error covariance statistics in atmospheric variational data assimilation. I: Characteristics and measurements of forecast error covariances

Spatial analysis of the error in a model of soil nitrogen

Models of the dynamics of nitrogen in soil (soil-N) can be used to aid the fertilizer management of a crop. The predictions of soil-N models can be validated by comparison with observed data. Validation generally involves calculating non-spatial statistics of the observations and predictions, such as their means, their mean squared-difference, and their correlation. However, when the model predictions are spatially distributed across a landscape the model requires validation with spatial statistics. There are three reasons for this: (i) the model may be more or less successful at reproducing the variance of the observations at different spatial scales; (ii) the correlation of the predictions with the observations may be different at different spatial scales; (iii) the spatial pattern of model error may be informative. In this study we used a model, parameterized with spatially variable input information about the soil, to predict the mineral-N content of soil in an arable field, and compared the results with observed data. We validated the performance of the N model spatially with a linear mixed model of the observations and model predictions, estimated by residual maximum likelihood. This novel approach allowed us to describe the joint variation of the observations and predictions as: (i) independent random variation that occurred at a fine spatial scale; (ii) correlated random variation that occurred at a coarse spatial scale; (iii) systematic variation associated with a spatial trend. The linear mixed model revealed that, in general, the performance of the N model changed depending on the spatial scale of interest. At the scales associated with random variation, the N model underestimated the variance of the observations, and the predictions were correlated poorly with the observations. At the scale of the trend, the predictions and observations shared a common surface. The spatial pattern of the error of the N model suggested that the observations were affected by the local soil condition, but this was not accounted for by the N model. In summary, the N model would be well-suited to field-scale management of soil nitrogen, but suited poorly to management at finer spatial scales. This information was not apparent with a non-spatial validation. (c),2007 Elsevier B.V. All rights reserved.

The impact of climate change on daily precipitation statistics for Jordan and Israel

A regional climate model is used to investigate changes in Israel and Jordan precipitation at the end of the 21st century on daily to monthly timescales. The model predicts that this region will get significantly drier at the peak of the rainy season, reflecting a reduction in both the frequency and duration of rainy events. These changes may be associated with a reduction in the strength of the Mediterranean storm track