Probabilistic evaluation of time series models : a comparison of several approaches

Several methods are examined which allow to produce forecasts for time series in the form of probability assignments. The necessary concepts are presented, addressing questions such as how to assess the performance of a probabilistic forecast. A particular class of models, cluster weighted models (CWMs), is given particular attention. CWMs, originally proposed for deterministic forecasts, can be employed for probabilistic forecasting with little modification. Two examples are presented. The first involves estimating the state of (numerically simulated) dynamical systems from noise corrupted measurements, a problem also known as filtering. There is an optimal solution to this problem, called the optimal filter, to which the considered time series models are compared. (The optimal filter requires the dynamical equations to be known.) In the second example, we aim at forecasting the chaotic oscillations of an experimental bronze spring system. Both examples demonstrate that the considered time series models, and especially the CWMs, provide useful probabilistic information about the underlying dynamical relations. In particular, they provide more than just an approximation to the conditional mean.

Evaluation of Earth system models using modern and palaeo-observations: the state-of-the-art

Earth system models are increasing in complexity and incorporating more processes than their predecessors, making them important tools for studying the global carbon cycle. However, their coupled behaviour has only recently been examined in any detail, and has yielded a very wide range of outcomes, with coupled climate-carbon cycle models that represent land-use change simulating total land carbon stores by 2100 that vary by as much as 600 Pg C given the same emissions scenario. This large uncertainty is associated with differences in how key processes are simulated in different models, and illustrates the necessity of determining which models are most realistic using rigorous model evaluation methodologies. Here we assess the state-of-the-art with respect to evaluation of Earth system models, with a particular emphasis on the simulation of the carbon cycle and associated biospheric processes. We examine some of the new advances and remaining uncertainties relating to (i) modern and palaeo data and (ii) metrics for evaluation, and discuss a range of strategies, such as the inclusion of pre-calibration, combined process- and system-level evaluation, and the use of emergent constraints, that can contribute towards the development of more robust evaluation schemes. An increasingly data-rich environment offers more opportunities for model evaluation, but it is also a challenge, as more knowledge about data uncertainties is required in order to determine robust evaluation methodologies that move the field of ESM evaluation from "beauty contest" toward the development of useful constraints on model behaviour.

On the difficulties of present theoretical models to predict the oxidation state of atomic Au adsorbed on regular sites of CeO2(111)

The electronic structure and oxidation state of atomic Au adsorbed on a perfect CeO2(111) surface have been investigated in detail by means of periodic density functional theory-based calculations, using the LDA+U and GGA+U potentials for a broad range of U values, complemented with calculations employing the HSE06 hybrid functional. In addition, the effects of the lattice parameter a0 and of the starting point for the geometry optimization have also been analyzed. From the present results we suggest that the oxidation state of single Au atoms on CeO2(111) predicted by LDA+U, GGA+U, and HSE06 density functional calculations is not conclusive and that the final picture strongly depends on the method chosen and on the construction of the surface model. In some cases we have been able to locate two well-defined states which are close in energy but with very different electronic structure and local geometries, one with Au fully oxidized and one with neutral Au. The energy difference between the two states is typically within the limits of the accuracy of the present exchange-correlation potentials, and therefore, a clear lowest-energy state cannot be identified. These results suggest the possibility of a dynamic distribution of Au0 and Au+ atomic species at the regular sites of the CeO2(111) surface.

Intercomparison of general circulation models for hot extrasolar planets

We compare five general circulation models (GCMs) which have been recently used to study hot extrasolar planet atmospheres (BOB, CAM, IGCM, MITgcm, and PEQMOD), under three test cases useful for assessing model convergence and accuracy. Such a broad, detailed intercomparison has not been performed thus far for extrasolar planets study. The models considered all solve the traditional primitive equations, but employ di↵erent numerical algorithms or grids (e.g., pseudospectral and finite volume, with the latter separately in longitude-latitude and ‘cubed-sphere’ grids). The test cases are chosen to cleanly address specific aspects of the behaviors typically reported in hot extrasolar planet simulations: 1) steady-state, 2) nonlinearly evolving baroclinic wave, and 3) response to fast timescale thermal relaxation. When initialized with a steady jet, all models maintain the steadiness, as they should—except MITgcm in cubed-sphere grid. A very good agreement is obtained for a baroclinic wave evolving from an initial instability in pseudospectral models (only). However, exact numerical convergence is still not achieved across the pseudospectral models: amplitudes and phases are observably di↵erent. When subject to a typical ‘hot-Jupiter’-like forcing, all five models show quantitatively di↵erent behavior—although qualitatively similar, time-variable, quadrupole-dominated flows are produced. Hence, as have been advocated in several past studies, specific quantitative predictions (such as the location of large vortices and hot regions) by GCMs should be viewed with caution. Overall, in the tests considered here, pseudospectral models in pressure coordinate (PEBOB and PEQMOD) perform the best and MITgcm in cubed-sphere grid performs the worst.

Available potential energy density for a multicomponent Boussinesq fluid with arbitrary nonlinear equation of state

In this paper, the concept of available potential energy (APE) density is extended to a multicomponent Boussinesq fluid with a nonlinear equation of state. As shown by previous studies, the APE density is naturally interpreted as the work against buoyancy forces that a parcel needs to perform to move from a notional reference position at which its buoyancy vanishes to its actual position; because buoyancy can be defined relative to an arbitrary reference state, so can APE density. The concept of APE density is therefore best viewed as defining a class of locally defined energy quantities, each tied to a different reference state, rather than as a single energy variable. An important result, for which a new proof is given, is that the volume integrated APE density always exceeds Lorenz’s globally defined APE, except when the reference state coincides with Lorenz’s adiabatically re-arranged reference state of minimum potential energy. A parcel reference position is systematically defined as a level of neutral buoyancy (LNB): depending on the nature of the fluid and on how the reference state is defined, a parcel may have one, none, or multiple LNB within the fluid. Multiple LNB are only possible for a multicomponent fluid whose density depends on pressure. When no LNB exists within the fluid, a parcel reference position is assigned at the minimum or maximum geopotential height. The class of APE densities thus defined admits local and global balance equations, which all exhibit a conversion with kinetic energy, a production term by boundary buoyancy fluxes, and a dissipation term by internal diffusive effects. Different reference states alter the partition between APE production and dissipation, but neither affect the net conversion between kinetic energy and APE, nor the difference between APE production and dissipation. We argue that the possibility of constructing APE-like budgets based on reference states other than Lorenz’s reference state is more important than has been previously assumed, and we illustrate the feasibility of doing so in the context of an idealised and realistic oceanic example, using as reference states one with constant density and another one defined as the horizontal mean density field; in the latter case, the resulting APE density is found to be a reasonable approximation of the APE density constructed from Lorenz’s reference state, while being computationally cheaper.

Estimating Lorenz's reference state in an ocean with a nonlinear equation of state for seawater

The study of the mechanical energy budget of the oceans using Lorenz available potential energy (APE) theory is based on knowledge of the adiabatically re-arranged Lorenz reference state of minimum potential energy. The compressible and nonlinear character of the equation of state for seawater has been thought to cause the reference state to be ill-defined, casting doubt on the usefulness of APE theory for investigating ocean energetics under realistic conditions. Using a method based on the volume frequency distribution of parcels as a function of temperature and salinity in the context of the seawater Boussinesq approximation, which we illustrate using climatological data, we show that compressibility effects are in fact minor. The reference state can be regarded as a well defined one-dimensional function of depth, which forms a surface in temperature, salinity and density space between the surface and the bottom of the ocean. For a very small proportion of water masses, this surface can be multivalued and water parcels can have up to two statically stable levels in the reference density profile, of which the shallowest is energetically more accessible. Classifying parcels from the surface to the bottom gives a different reference density profile than classifying in the opposite direction. However, this difference is negligible. We show that the reference state obtained by standard sorting methods is equivalent, though computationally more expensive, to the volume frequency distribution approach. The approach we present can be applied systematically and in a computationally efficient manner to investigate the APE budget of the ocean circulation using models or climatological data.

Understanding mixing efficiency in the oceans. Do the nonlinearities of the equation of state matter?

There exist two central measures of turbulent mixing in turbulent stratified fluids that are both caused by molecular diffusion: 1) the dissipation rate D(APE) of available potential energy APE; 2) the turbulent rate of change Wr, turbulent of background gravitational potential energy GPEr. So far, these two quantities have often been regarded as the same energy conversion, namely the irreversible conversion of APE into GPEr, owing to the well known exact equality D(APE)=Wr, turbulent for a Boussinesq fluid with a linear equation of state. Recently, however, Tailleux (2009) pointed out that the above equality no longer holds for a thermally-stratified compressible, with the ratio ξ=Wr, turbulent/D(APE) being generally lower than unity and sometimes even negative for water or seawater, and argued that D(APE) and Wr, turbulent actually represent two distinct types of energy conversion, respectively the dissipation of APE into one particular subcomponent of internal energy called the "dead" internal energy IE0, and the conversion between GPEr and a different subcomponent of internal energy called "exergy" IEexergy. In this paper, the behaviour of the ratio ξ is examined for different stratifications having all the same buoyancy frequency N vertical profile, but different vertical profiles of the parameter Υ=α P/(ρCp), where α is the thermal expansion coefficient, P the hydrostatic pressure, ρ the density, and Cp the specific heat capacity at constant pressure, the equation of state being that for seawater for different particular constant values of salinity. It is found that ξ and Wr, turbulent depend critically on the sign and magnitude of dΥ/dz, in contrast with D(APE), which appears largely unaffected by the latter. These results have important consequences for how the mixing efficiency should be defined and measured in practice, which are discussed.

A review and classification of the existing models of cyanobacteria

Bloom-forming and toxin-producing cyanobacteria remain a persistent nuisance across the world. Modelling of cyanobacteria in freshwaters is an important tool for understanding their population dynamics and predicting bloom occurrence in lakes and rivers. In this paper existing key models of cyanobacteria are reviewed, evaluated and classified. Two major groups emerge: deterministic mathematical and artificial neural network models. Mathematical models can be further subcategorized into those models concerned with impounded water bodies and those concerned with rivers. Most existing models focus on a single aspect such as the growth of transport mechanisms, but there are a few models which couple both.

The accuracy of digital elevation models derived from digitised contour data

Although accuracy of digital elevation models (DEMs) can be quantified and measured in different ways, each is influenced by three main factors: terrain character, sampling strategy and interpolation method. These parameters, and their interaction, are discussed. The generation of DEMs from digitised contours is emphasised because this is the major source of DEMs, particularly within member countries of OEEPE. Such DEMs often exhibit unwelcome artifacts, depending on the interpolation method employed. The origin and magnitude of these effects and how they can be reduced to improve the accuracy of the DEMs are also discussed.

The potential for the use of agent-based models in ecotoxicology

This chapter introduces ABMs, their construction, and the pros and cons of their use. Although relatively new, agent-basedmodels (ABMs) have great potential for use in ecotoxicological research – their primary advantage being the realistic simulations that can be constructed and particularly their explicit handling of space and time in simulations. Examples are provided of their use in ecotoxicology primarily exemplified by different implementations of the ALMaSS system. These examples presented demonstrate how multiple stressors, landscape structure, details regarding toxicology, animal behavior, and socioeconomic effects can and should be taken into account when constructing simulations for risk assessment. Like ecological systems, in ABMs the behavior at the system level is not simply the mean of the component responses, but the sum of the often nonlinear interactions between components in the system; hence this modeling approach opens the door to implementing and testing much more realistic and holistic ecotoxicological models than are currently used.