Peak residential electricity demand and social practices: Deriving flexibility and greenhouse gas intensities from time use and locational data

Peak residential electricity demand takes place when people conduct simultaneous activities at specific times of the day. Social practices generate patterns of demand and can help understand why, where, with whom and when energy services are used at peak time. The aim of this work is to make use of recent UK time use and locational data to better understand: (i) how a set of component indices on synchronisation, variation, sharing and mobility indicate flexibility to shift demand; and (ii) the links between people’s activities and peaks in greenhouse gases’ intensities. The analysis is based on a recent UK time use dataset, providing 1 minute interval data from GPS devices and 10 minute data from diaries and questionnaires for 175 data days comprising 153 respondents. Findings show how greenhouse gases’ intensities and flexibility to shift activities vary throughout the day. Morning peaks are characterised by high levels of synchronisation, shared activities and occupancy, with low variation of activities. Evening peaks feature low synchronisation, and high spatial mobility variation of activities. From a network operator perspective, the results indicate that periods with lower flexibility may be prone to more significant local network loads due to the synchronization of electricity-demanding activities.

Evaluating interval forecasts of high-frequency financial data

A number of methods of evaluating the validity of interval forecasts of financial data are analysed, and illustrated using intraday FTSE100 index futures returns. Some existing interval forecast evaluation techniques, such as the Markov chain approach of Christoffersen (1998), are shown to be inappropriate in the presence of periodic heteroscedasticity. Instead, we consider a regression-based test, and a modified version of Christoffersen's Markov chain test for independence, and analyse their properties when the financial time series exhibit periodic volatility. These approaches lead to different conclusions when interval forecasts of FTSE100 index futures returns generated by various GARCH(1,1) and periodic GARCH(1,1) models are evaluated.

Variograms of ancillary data to aid sampling for soil surveys

To provide reliable estimates for mapping soil properties for precision agriculture requires intensive sampling and costly laboratory analyses. If the spatial structure of ancillary data, such as yield, digital information from aerial photographs, and soil electrical conductivity (EC) measurements, relates to that of soil properties they could be used to guide the sampling intensity for soil surveys. Variograins of permanent soil properties at two study sites on different parent materials were compared with each other and with those for ancillary data. The ranges of spatial dependence identified by the variograms of both sets of properties are of similar orders of magnitude for each study site, Maps of the ancillary data appear to show similar patterns of variation and these seem to relate to those of the permanent properties of the soil. Correlation analysis has confirmed these relations. Maps of kriged estimates from sub-sampled data and the original variograrns showed that the main patterns of variation were preserved when a sampling interval of less than half the average variogram range of ancillary data was used. Digital data from aerial photographs for different years and EC appear to show a more consistent relation with the soil properties than does yield. Aerial photographs, in particular those of bare soil, seem to be the most useful ancillary data and they are often cheaper to obtain than yield and EC data.

Determining nugget: sill ratios of standardized variograms from aerial photographs to krige sparse soil data

Maps of kriged soil properties for precision agriculture are often based on a variogram estimated from too few data because the costs of sampling and analysis are often prohibitive. If the variogram has been computed by the usual method of moments, it is likely to be unstable when there are fewer than 100 data. The scale of variation in soil properties should be investigated prior to sampling by computing a variogram from ancillary data, such as an aerial photograph of the bare soil. If the sampling interval suggested by this is large in relation to the size of the field there will be too few data to estimate a reliable variogram for kriging. Standardized variograms from aerial photographs can be used with standardized soil data that are sparse, provided the data are spatially structured and the nugget:sill ratio is similar to that of a reliable variogram of the property. The problem remains of how to set this ratio in the absence of an accurate variogram. Several methods of estimating the nugget:sill ratio for selected soil properties are proposed and evaluated. Standardized variograms with nugget:sill ratios set by these methods are more similar to those computed from intensive soil data than are variograms computed from sparse soil data. The results of cross-validation and mapping show that the standardized variograms provide more accurate estimates, and preserve the main patterns of variation better than those computed from sparse data.

Excess open solar magnetic flux from satellite data: 1. Analysis of the third perihelion Ulysses pass

We use the third perihelion pass by the Ulysses spacecraft to illustrate and investigate the “flux excess” effect, whereby open solar flux estimates from spacecraft increase with increasing heliocentric distance. We analyze the potential effects of small-scale structure in the heliospheric field (giving fluctuations in the radial component on timescales smaller than 1 h) and kinematic time-of-flight effects of longitudinal structure in the solar wind flow. We show that the flux excess is explained by neither very small-scale structure (timescales < 1 h) nor by the kinematic “bunching effect” on spacecraft sampling. The observed flux excesses is, however, well explained by the kinematic effect of larger-scale (>1 day) solar wind speed variations on the frozen-in heliospheric field. We show that averaging over an interval T (that is long enough to eliminate structure originating in the heliosphere yet small enough to avoid cancelling opposite polarity radial field that originates from genuine sector structure in the coronal source field) is only an approximately valid way of allowing for these effects and does not adequately explain or account for differences between the streamer belt and the polar coronal holes.

Donepezil for the symptomatic treatment of patients with mild to moderate Alzheimer's disease: a meta-analysis of individual patient data from randomised controlled trials

Background: The objective was to evaluate the efficacy and tolerability of donepezil (5 and 10 mg/day) compared with placebo in alleviating manifestations of mild to moderate Alzheimer's disease (AD). Method: A systematic review of individual patient data from Phase II and III double-blind, randomised, placebo-controlled studies of up to 24 weeks and completed by 20 December 1999. The main outcome measures were the ADAS-cog, the CIBIC-plus, and reports of adverse events. Results: A total of 2376 patients from ten trials were randomised to either donepezil 5 mg/day (n = 821), 10 mg/day (n = 662) or placebo (n = 893). Cognitive performance was better in patients receiving donepezil than in patients receiving placebo. At 12 weeks the differences in ADAS-cog scores were 5 mg/day-placebo: - 2.1 [95% confidence interval (CI), - 2.6 to - 1.6; p < 0.001], 10 mg/day-placebo: - 2.5 ( - 3.1 to - 2.0; p < 0.001). The corresponding results at 24 weeks were - 2.0 ( - 2.7 to - 1.3; p < 0.001) and - 3.1 ( - 3.9 to - 2.4; p < 0.001). The difference between the 5 and 10 mg/day doses was significant at 24 weeks (p = 0.005). The odds ratios (OR) of improvement on the CIBIC-plus at 12 weeks were: 5 mg/day-placebo 1.8 (1.5 to 2.1; p < 0.001), 10 mg/day-placebo 1.9 (1.5 to 2.4; p < 0.001). The corresponding values at 24 weeks were 1.9 (1.5 to 2.4; p = 0.001) and 2.1 (1.6 to 2.8; p < 0.001). Donepezil was well tolerated; adverse events were cholinergic in nature and generally of mild severity and brief in duration. Conclusion: Donepezil (5 and 10 mg/day) provides meaningful benefits in alleviating deficits in cognitive and clinician-rated global function in AD patients relative to placebo. Increased improvements in cognition were indicated for the higher dose. Copyright © 2004 John Wiley & Sons, Ltd.

A parametric model for the interval censored survival times of Acacia mangium plantation in a spacing trial

Survival times for the Acacia mangium plantation in the Segaliud Lokan Project, Sabah, East Malaysia were analysed based on 20 permanent sample plots (PSPs) established in 1988 as a spacing experiment. The PSPs were established following a complete randomized block design with five levels of spacing randomly assigned to units within four blocks at different sites. The survival times of trees in years are of interest. Since the inventories were only conducted annually, the actual survival time for each tree was not observed. Hence, the data set comprises censored survival times. Initial analysis of the survival of the Acacia mangium plantation suggested there is block by spacing interaction; a Weibull model gives a reasonable fit to the replicate survival times within each PSP; but a standard Weibull regression model is inappropriate because the shape parameter differs between PSPs. In this paper we investigate the form of the non-constant Weibull shape parameter. Parsimonious models for the Weibull survival times have been derived using maximum likelihood methods. The factor selection for the parameters is based on a backward elimination procedure. The models are compared using likelihood ratio statistics. The results suggest that both Weibull parameters depend on spacing and block.

Radon in homes and risk of lung cancer: collaborative analysis of individual data from 13 European case-control studies

Objective: To determine the risk of lung cancer associated with exposure at home to the radioactive disintegration products of naturally Occurring radon gas. Design: Collaborative analysis of individual data from 13 case-control studies of residential radon and lung cancer. Setting Nine European countries. Subjects 7148 cases Of lung cancer and 14 208 controls. Main outcome measures: Relative risks of lung cancer and radon gas concentrations in homes inhabited during the previous 5-34 years measured in becquerels (radon disintegrations per second) per cubic incite (Bq/m(3)) Of household air. Results: The mean measured radon concentration in homes of people in tire control group was 97 Bq/m(3), with 11% measuring > 200 and 4% measuring > 400 Bq/m(3). For cases of lung cancer the mean concentration was 104 Bq/m(3). The risk of lung cancer increased by 8.4% (95% confidence interval 3.0% to 15.8%) per 100 Bq/m(3) increase in measured radon (P = 0.0007). This corresponds to an increase of 16% (5% to 31%) per 100 Bq/m(3) increase in usual radon-that is, after correction for the dilution caused by random uncertainties in measuring radon concentrations. The dose-response relation seemed to be linear with no threshold and remained significant (P=0.04) in analyses limited to individuals from homes with measured radon < 200 Bq/m(3). The proportionate excess risk did not differ significantly with study, age, sex, or smoking. In the absence of other causes of death, the absolute risks of lung cancer by age 75 years at usual radon concentrations of 0, 100, and 400 Bq/m(3) would be about 0.4%, 0.5%, and 0.7%, respectively, for lifelong non-smokers, and about 25 times greater (10%, 12%, and 16%) for cigarette smokers. Conclusions: Collectively, though not separately, these studies show appreciable hazards from residential radon, particularly for smokers and recent ex-smokers, and indicate that it is responsible for about 2% of all deaths from cancer in Europe.

Reconstruction of gusty wind speed time series from autonomous data logger records

The collection of wind speed time series by means of digital data loggers occurs in many domains, including civil engineering, environmental sciences and wind turbine technology. Since averaging intervals are often significantly larger than typical system time scales, the information lost has to be recovered in order to reconstruct the true dynamics of the system. In the present work we present a simple algorithm capable of generating a real-time wind speed time series from data logger records containing the average, maximum, and minimum values of the wind speed in a fixed interval, as well as the standard deviation. The signal is generated from a generalized random Fourier series. The spectrum can be matched to any desired theoretical or measured frequency distribution. Extreme values are specified through a postprocessing step based on the concept of constrained simulation. Applications of the algorithm to 10-min wind speed records logged at a test site at 60 m height above the ground show that the recorded 10-min values can be reproduced by the simulated time series to a high degree of accuracy.

Problems in four-dimensional data assimilation

With the introduction of new observing systems based on asynoptic observations, the analysis problem has changed in character. In the near future we may expect that a considerable part of meteorological observations will be unevenly distributed in four dimensions, i.e. three dimensions in space and one in time. The term analysis, or objective analysis in meteorology, means the process of interpolating observed meteorological observations from unevenly distributed locations to a network of regularly spaced grid points. Necessitated by the requirement of numerical weather prediction models to solve the governing finite difference equations on such a grid lattice, the objective analysis is a three-dimensional (or mostly two-dimensional) interpolation technique. As a consequence of the structure of the conventional synoptic network with separated data-sparse and data-dense areas, four-dimensional analysis has in fact been intensively used for many years. Weather services have thus based their analysis not only on synoptic data at the time of the analysis and climatology, but also on the fields predicted from the previous observation hour and valid at the time of the analysis. The inclusion of the time dimension in objective analysis will be called four-dimensional data assimilation. From one point of view it seems possible to apply the conventional technique on the new data sources by simply reducing the time interval in the analysis-forecasting cycle. This could in fact be justified also for the conventional observations. We have a fairly good coverage of surface observations 8 times a day and several upper air stations are making radiosonde and radiowind observations 4 times a day. If we have a 3-hour step in the analysis-forecasting cycle instead of 12 hours, which is applied most often, we may without any difficulties treat all observations as synoptic. No observation would thus be more than 90 minutes off time and the observations even during strong transient motion would fall within a horizontal mesh of 500 km * 500 km.

Automated determination of auroral breakup during the substorm expansion phase using all sky imager data

This technique paper describes a novel method for quantitatively and routinely identifying auroral breakup following substorm onset using the Time History of Events and Macroscale Interactions During Substorms (THEMIS) all-sky imagers (ASIs). Substorm onset is characterised by a brightening of the aurora that is followed by auroral poleward expansion and auroral breakup. This breakup can be identified by a sharp increase in the auroral intensity i(t) and the time derivative of auroral intensity i'(t). Utilising both i(t) and i'(t) we have developed an algorithm for identifying the time interval and spatial location of auroral breakup during the substorm expansion phase within the field of view of ASI data based solely on quantifiable characteristics of the optical auroral emissions. We compare the time interval determined by the algorithm to independently identified auroral onset times from three previously published studies. In each case the time interval determined by the algorithm is within error of the onset independently identified by the prior studies. We further show the utility of the algorithm by comparing the breakup intervals determined using the automated algorithm to an independent list of substorm onset times. We demonstrate that up to 50% of the breakup intervals characterised by the algorithm are within the uncertainty of the times identified in the independent list. The quantitative description and routine identification of an interval of auroral brightening during the substorm expansion phase provides a foundation for unbiased statistical analysis of the aurora to probe the physics of the auroral substorm as a new scientific tool for aiding the identification of the processes leading to auroral substorm onset.

Coordinated Cluster and ground-based instrument observations of transient changes in the magnetopause boundary layer during an interval of predominantly northward IMF: relation to reconnection pulses and FTE signatures

We study a series of transient entries into the low-latitude boundary layer (LLBL) of all four Cluster spacecraft during an outbound pass through the mid-afternoon magnetopause ([X(GSM), Y(GSM), Z(GSM)] approximate to [2, 7, 9] R(E)). The events take place during an interval of northward IMF, as seen in the data from the ACE satellite and lagged by a propagation delay of 75 min that is well-defined by two separate studies: (1) the magnetospheric variations prior to the northward turning (Lockwood et al., 2001, this issue) and (2) the field clock angle seen by Cluster after it had emerged into the magnetosheath (Opgenoorth et al., 2001, this issue). With an additional lag of 16.5 min, the transient LLBL events cor-relate well with swings of the IMF clock angle (in GSM) to near 90degrees. Most of this additional lag is explained by ground-based observations, which reveal signatures of transient reconnection in the pre-noon sector that then take 10-15 min to propagate eastward to 15 MLT, where they are observed by Cluster. The eastward phase speed of these signatures agrees very well with the motion deduced by the cross-correlation of the signatures seen on the four Cluster spacecraft. The evidence that these events are reconnection pulses includes: transient erosion of the noon 630 nm (cusp/cleft) aurora to lower latitudes; transient and travelling enhancements of the flow into the polar cap, imaged by the AMIE technique; and poleward-moving events moving into the polar cap, seen by the EISCAT Svalbard Radar (ESR). A pass of the DMSP-F15 satellite reveals that the open field lines near noon have been opened for some time: the more recently opened field lines were found closer to dusk where the flow transient and the poleward-moving event intersected the satellite pass. The events at Cluster have ion and electron characteristics predicted and observed by Lockwood and Hapgood (1998) for a Flux Transfer Event (FTE), with allowance for magnetospheric ion reflection at Alfvenic disturbances in the magnetopause reconnection layer. Like FTEs, the events are about 1 R(E) in their direction of motion and show a rise in the magnetic field strength, but unlike FTEs, in general, they show no pressure excess in their core and hence, no characteristic bipolar signature in the boundary-normal component. However, most of the events were observed when the magnetic field was southward, i.e. on the edge of the interior magnetic cusp, or when the field was parallel to the magnetic equatorial plane. Only when the satellite begins to emerge from the exterior boundary (when the field was northward), do the events start to show a pressure excess in their core and the consequent bipolar signature. We identify the events as the first observations of FTEs at middle altitudes.

The dependence of high-latitude dayside ionospheric flows on the North-South component of the IMF: A high time resolution correlation analysis using EISCAT “Polar” and AMPTE UKS and IRM data

In 1984 and 1985 a series of experiments was undertaken in which dayside ionospheric flows were measured by the EISCAT “Polar” experiment, while observations of the solar wind and interplanetary magnetic field (IMF) were made by the AMPTE UKS and IRM spacecraft upstream from the Earth's bow shock. As a result, 40 h of simultaneous data were acquired, which are analysed in this paper to investigate the relationship between the ionospheric flow and the North-South (Bz) component of the IMF. The ionospheric flow data have 2.5 min resolution, and cover the dayside local time sector from ∼ 09:30 to ∼ 18:30 M.L.T. and the latitude range from 70.8° to 74.3°. Using cross-correlation analysis it is shown that clear relationships do exist between the ionospheric flow and IMF Bz, but that the form of the relations depends strongly on latitude and local time. These dependencies are readily interpreted in terms of a twinvortex flow pattern in which the magnitude and latitudinal extent of the flows become successively larger as Bz becomes successively more negative. Detailed maps of the flow are derived for a range of Bz values (between ± 4 nT) which clearly demonstrate the presence of these effects in the data. The data also suggest that the morning reversal in the East-West component of flow moves to earlier local times as Bz, declines in value and becomes negative. The correlation analysis also provides information on the ionospheric response time to changes in IMF Bz, it being found that the response is very rapid indeed. The most rapid response occurs in the noon to mid-afternoon sector, where the westward flows of the dusk cell respond with a delay of 3.9 ± 2.2 min to changes in the North-South field at the subsolar magnetopause. The flows appear to evolve in form over the subsequent ~ 5 min interval, however, as indicated by the longer response times found for the northward component of flow in this sector (6.7 ±2.2 min), and in data from earlier and later local times. No evidence is found for a latitudinal gradient in response time; changes in flow take place coherently in time across the entire radar field-of-view.

Comparing hybrid data assimilation methods on the Lorenz 1963 model with increasing nonlinearity

We systematically compare the performance of ETKF-4DVAR, 4DVAR-BEN and 4DENVAR with respect to two traditional methods (4DVAR and ETKF) and an ensemble transform Kalman smoother (ETKS) on the Lorenz 1963 model. We specifically investigated this performance with increasing nonlinearity and using a quasi-static variational assimilation algorithm as a comparison. Using the analysis root mean square error (RMSE) as a metric, these methods have been compared considering (1) assimilation window length and observation interval size and (2) ensemble size to investigate the influence of hybrid background error covariance matrices and nonlinearity on the performance of the methods. For short assimilation windows with close to linear dynamics, it has been shown that all hybrid methods show an improvement in RMSE compared to the traditional methods. For long assimilation window lengths in which nonlinear dynamics are substantial, the variational framework can have diffculties fnding the global minimum of the cost function, so we explore a quasi-static variational assimilation (QSVA) framework. Of the hybrid methods, it is seen that under certain parameters, hybrid methods which do not use a climatological background error covariance do not need QSVA to perform accurately. Generally, results show that the ETKS and hybrid methods that do not use a climatological background error covariance matrix with QSVA outperform all other methods due to the full flow dependency of the background error covariance matrix which also allows for the most nonlinearity.

Tests of sunspot number sequences: 1. Using ionosonde data

More than 70 years ago it was recognised that ionospheric F2-layer critical frequencies [foF2] had a strong relationship to sunspot number. Using historic datasets from the Slough and Washington ionosondes, we evaluate the best statistical fits of foF2 to sunspot numbers (at each Universal Time [UT] separately) in order to search for drifts and abrupt changes in the fit residuals over Solar Cycles 17-21. This test is carried out for the original composite of the Wolf/Zürich/International sunspot number [R], the new “backbone” group sunspot number [RBB] and the proposed “corrected sunspot number” [RC]. Polynomial fits are made both with and without allowance for the white-light facular area, which has been reported as being associated with cycle-to-cycle changes in the sunspot number - foF2 relationship. Over the interval studied here, R, RBB, and RC largely differ in their allowance for the “Waldmeier discontinuity” around 1945 (the correction factor for which for R, RBB and RC is, respectively, zero, effectively over 20 %, and explicitly 11.6 %). It is shown that for Solar Cycles 18-21, all three sunspot data sequences perform well, but that the fit residuals are lowest and most uniform for RBB. We here use foF2 for those UTs for which R, RBB, and RC all give correlations exceeding 0.99 for intervals both before and after the Waldmeier discontinuity. The error introduced by the Waldmeier discontinuity causes R to underestimate the fitted values based on the foF2 data for 1932-1945 but RBB overestimates them by almost the same factor, implying that the correction for the Waldmeier discontinuity inherent in RBB is too large by a factor of two. Fit residuals are smallest and most uniform for RC and the ionospheric data support the optimum discontinuity multiplicative correction factor derived from the independent Royal Greenwich Observatory (RGO) sunspot group data for the same interval.