20 resultados para Persistence Time
em CentAUR: Central Archive University of Reading - UK
Resumo:
The intraseasonal variability (ISV) of the Indian summer monsoon is dominated by a 30–50 day oscillation between “active” and “break” events of enhanced and reduced rainfall over the subcontinent, respectively. These organized convective events form in the equatorial Indian Ocean and propagate north to India. Atmosphere–ocean coupled processes are thought to play a key role the intensity and propagation of these events. A high-resolution, coupled atmosphere–mixed-layer-oceanmodel is assembled: HadKPP. HadKPP comprises the Hadley Centre Atmospheric Model (HadAM3) and the K Profile Parameterization (KPP) mixed-layer ocean model. Following studies that upper-ocean vertical resolution and sub-diurnal coupling frequencies improve the simulation of ISV in SSTs, KPP is run at 1 m vertical resolution near the surface; the atmosphere and ocean are coupled every three hours. HadKPP accurately simulates the 30–50 day ISV in rainfall and SSTs over India and the Bay of Bengal, respectively, but suffers from low ISV on the equator. This is due to the HadAM3 convection scheme producing limited ISV in surface fluxes. HadKPP demonstrates little of the observed northward propagation of intraseasonal events, producing instead a standing oscillation. The lack of equatorial ISV in convection in HadAM3 constrains the ability of KPP to produce equatorial SST anomalies, which further weakens the ISV of convection. It is concluded that while atmosphere–ocean interactions are undoubtedly essential to an accurate simulation of ISV, they are not a panacea for model deficiencies. In regions where the atmospheric forcing is adequate, such as the Bay of Bengal, KPP produces SST anomalies that are comparable to the Tropical Rainfall Measuring Mission Microwave Imager (TMI) SST analyses in both their magnitude and their timing with respect to rainfall anomalies over India. HadKPP also displays a much-improved phase relationship between rainfall and SSTs over a HadAM3 ensemble forced by observed SSTs, when both are compared to observations. Coupling to mixed-layer models such as KPP has the potential to improve operational predictions of ISV, particularly when the persistence time of SST anomalies is shorter than the forecast lead time.
Resumo:
The consistency of ensemble forecasts from three global medium-range prediction systems with the observed transition behaviour of a three-cluster model of the North Atlantic eddy-driven jet is examined. The three clusters consist of a mid jet cluster taken to represent an undisturbed jet and south and north jet clusters representing southward and northward shifts of the jet. The ensemble forecasts span a period of three extended winters (October–February) from October 2007–February 2010. The mean probabilities of transitions between the clusters calculated from the ensemble forecasts are compared with those calculated from a 23-extended-winter climatology taken from the European Centre for Medium-Range Weather Forecasts 40-Year Re-analysis (ERA40) dataset. No evidence of a drift with increasing lead time of the ensemble forecast transition probabilities towards values inconsistent with the 23-extended-winter climatology is found. The ensemble forecasts of transition probabilities are found to have positive Brier Skill at 15 day lead times. It is found that for the three-extended-winter forecast set, probabilistic forecasts initialized in the north jet cluster are generally less skilful than those initialized in the other clusters. This is consistent with the shorter persistence time-scale of the north jet cluster observed in the ERA40 23-extended-winter climatology. Copyright © 2011 Royal Meteorological Society
Resumo:
This paper investigates the degree of return volatility persistence and the time-varying behaviour of systematic risk (beta) for 31 market segments in the UK real estate market. The findings suggest that different property types exhibit differences in volatility persistence and time variability. There is also evidence that the volatility persistence of each market segment and its systematic risk are significantly positively related. Thus, the systematic risks of different property types tend to move in different directions during periods of increased market volatility. Finally, the market segments with systematic risks less than one tend to show negative time variability, while market segments with systematic risk greater than one generally show positive time variability, indicating a positive relationship between the volatility of the market and the systematic risk of individual market segments. Consequently safer and riskier market segments are affected differently by increases in market volatility.
Resumo:
Geomagnetic activity has long been known to exhibit approximately 27 day periodicity, resulting from solar wind structures repeating each solar rotation. Thus a very simple near-Earth solar wind forecast is 27 day persistence, wherein the near-Earth solar wind conditions today are assumed to be identical to those 27 days previously. Effective use of such a persistence model as a forecast tool, however, requires the performance and uncertainty to be fully characterized. The first half of this study determines which solar wind parameters can be reliably forecast by persistence and how the forecast skill varies with the solar cycle. The second half of the study shows how persistence can provide a useful benchmark for more sophisticated forecast schemes, namely physics-based numerical models. Point-by-point assessment methods, such as correlation and mean-square error, find persistence skill comparable to numerical models during solar minimum, despite the 27 day lead time of persistence forecasts, versus 2–5 days for numerical schemes. At solar maximum, however, the dynamic nature of the corona means 27 day persistence is no longer a good approximation and skill scores suggest persistence is out-performed by numerical models for almost all solar wind parameters. But point-by-point assessment techniques are not always a reliable indicator of usefulness as a forecast tool. An event-based assessment method, which focusses key solar wind structures, finds persistence to be the most valuable forecast throughout the solar cycle. This reiterates the fact that the means of assessing the “best” forecast model must be specifically tailored to its intended use.
Resumo:
Previous studies have argued that the autocorrelation of the winter North Atlantic Oscillation (NAO) index provides evidence of unusually persistent intraseasonal dynamics. We demonstrate that the autocorrelation on intraseasonal time-scales of 10–30 days is sensitive to the presence of interannual variability, part of which arises from the sampling of intraseasonal variability and the remainder of which we consider to be “externally forced”. Modelling the intraseasonal variability of the NAO as a red noise process we estimate, for winter, ~70% of the interannual variability is externally forced, whereas for summer sampling accounts for almost all of the interannual variability. Correcting for the externally forced interannual variability has a major impact on the autocorrelation function for winter. When externally forced interannual variability is taken into account the intrinsic persistence of the NAO is very similar in summer and winter (~5 days). This finding has implications for understanding the dynamics of the NAO.
Resumo:
1. Reductions in resource availability, associated with land-use change and agricultural intensification in the UK and Europe, have been linked with the widespread decline of many farmland bird species over recent decades. However, the underlying ecological processes which link resource availability and population trends are poorly understood. 2. We construct a spatial depletion model to investigate the relationship between the population persistence of granivorous birds within the agricultural landscape and the temporal dynamics of stubble field availability, an important source of winter food for many of those species. 3. The model is capable of accurately predicting the distribution of a given number of finches and buntings amongst patches of different stubble types in an agricultural landscape over the course of a winter and assessing the relative value of different landscapes in terms of resource availability. 4. Sensitivity analyses showed that the model is relatively robust to estimates of energetic requirements, search efficiency and handling time but that daily seed survival estimates have a strong influence on model fit. Understanding resource dynamics in agricultural landscapes is highlighted as a key area for further research. 5. There was a positive relationship between the predicted number of bird days supported by a landscape over-winter and the breeding population trend for yellowhammer Emberiza citrinella, a species for which survival has been identified as the primary driver of population dynamics, but not for linnet Carduelis cannabina, a species for which productivity has been identified as the primary driver of population dynamics. 6. Synthesis and applications. We believe this model can be used to guide the effective delivery of over-winter food resources under agri-environment schemes and to assess the impacts on granivorous birds of changing resource availability associated with novel changes in land use. This could be very important in the future as farming adapts to an increasingly dynamic trading environment, in which demands for increased agricultural production must be reconciled with objectives for environmental protection, including biodiversity conservation.
Resumo:
BACKGROUND: Herpes zoster is caused by the reactivation of varicella-zoster virus from sensory neurons. The commonest complication following zoster is chronic pain termed post herpetic neuralgia. OBJECTIVES: To investigate the dynamics of VZV viraemia and viral load following the resolution of zoster and its relationship to PHN development. STUDY DESIGN: Blood samples were collected at baseline, 1 month, 3 months and 6 month from a prospective study of 63 patients with active zoster. Quantification of VZV DNA in whole blood was performed using a real-time PCR assay. RESULTS: During acute zoster, all patients had detectable VZV DNA in their blood. VZV DNA remained detectable in the blood of 91% of patients at 6 months although levels declined significantly (p<0.0001). A history of prodromal symptoms (p=0.005) and severity of pain at baseline (p=0.038) as well as taking antivirals (p=0.046) and being immunocompromised (p=0.043) were associated, with longer time to recovery from PHN. Viral DNA loads were consistently higher in patients with risk factors for PHN and higher viral DNA loads over time were associated with longer time to recovery (p=0.058 overall and 0.038 in immunocompetent). CONCLUSIONS: Based on these observations we hypothesise that VZV replication persists following acute shingles and that higher viral DNA loads contribute to the risk factors for PHN.
Resumo:
This paper examines the short and long-term persistence of tax-exempt real estate funds in the UK through the use of winner-loser contingency table methodology. The persistence tests are applied to a database of varying numbers of funds from a low of 16 to a high of 27 using quarterly returns over the 12 years from 1990 Q1 to 2001 Q4. The overall conclusion is that the real estate funds in the UK show little evidence of persistence in the short-term (quarterly and semi-annual data) or for data over a considerable length of time (bi-annual to six yearly intervals). In contrast, the results are better for annual data with evidence of significant performance persistence. Thus at this stage, it seems that an annual evaluation period, provides the best discrimination of the winner and loser phenomenon in the real estate market. This result is different from equity and bond studies, where it seems that the repeat winner phenomenon is stronger over shorter periods of evaluation. These results require careful interpretation, however, as the results show that when only small samples are used significant adjustments must be made to correct for small sample bias and second the conclusions are sensitive to the length of the evaluation period and specific test used. Nonetheless, it seems that persistence in performance of real estate funds in the UK does exist, at least for the annual data, and it appears to be a guide to beating the pack in the long run. Furthermore, although the evidence of persistence in performance for the overall sample of funds is limited, we have found evidence that two funds were consistent winners over this period, whereas no one fund could be said to be a consistent loser.
Resumo:
Persistence of property returns is a topic of perennial interest to fund managers as it suggests that choosing those properties that will perform well in the future is as simple as looking at those that performed well in the past. Consequently, much effort has been expended to determine if such a rule exists in the real estate market. This paper extends earlier studies in US, Australian, and UK markets in two ways. First, this study applies the same methodology originally used in Young and Graff (1996) making the results directly comparable with those in the US and Australian property markets. Second, this study uses a much longer and larger database covering all commercial property data available from the Investment Property Databank (IPD), for the years 1981 to 2002 for as many as 216,758 individual property returns. While the performance results of this study mimic the US and Australian results of greater persistence in the extreme first and fourth quartiles, they also evidence persistence in the moderate second and third quartiles, a notable departure from previous studies. Likewise patterns across property type, location, time, and holding period are remarkably similar leading to the conjecture that behaviors in the practice of commercial real estate investment management are themselves deeply rooted and persistent and perhaps influenced for good or ill by agency effects
Resumo:
Background: The effects of landscape modifications on the long-term persistence of wild animal populations is of crucial importance to wildlife managers and conservation biologists, but obtaining experimental evidence using real landscapes is usually impossible. To circumvent this problem we used individual-based models (IBMs) of interacting animals in experimental modifications of a real Danish landscape. The models incorporate as much as possible of the behaviour and ecology of four species with contrasting life-history characteristics: skylark (Alauda arvensis), vole (Microtus agrestis), a ground beetle (Bembidion lampros) and a linyphiid spider (Erigone atra). This allows us to quantify the population implications of experimental modifications of landscape configuration and composition. Methodology/Principal Findings: Starting with a real agricultural landscape, we progressively reduced landscape complexity by (i) homogenizing habitat patch shapes, (ii) randomizing the locations of the patches, and (iii) randomizing the size of the patches. The first two steps increased landscape fragmentation. We assessed the effects of these manipulations on the long-term persistence of animal populations by measuring equilibrium population sizes and time to recovery after disturbance. Patch rearrangement and the presence of corridors had a large effect on the population dynamics of species whose local success depends on the surrounding terrain. Landscape modifications that reduced population sizes increased recovery times in the short-dispersing species, making small populations vulnerable to increasing disturbance. The species that were most strongly affected by large disturbances fluctuated little in population sizes in years when no perturbations took place. Significance: Traditional approaches to the management and conservation of populations use either classical methods of population analysis, which fail to adequately account for the spatial configurations of landscapes, or landscape ecology, which accounts for landscape structure but has difficulty predicting the dynamics of populations living in them. Here we show how realistic and replicable individual-based models can bridge the gap between non-spatial population theory and non-dynamic landscape ecology. A major strength of the approach is its ability to identify population vulnerabilities not detected by standard population viability analyses.
Resumo:
This paper is motivated to investigate the often neglected payoff to investments in the health of girls and women in terms of next generation outcomes. This paper investigates the intergenerational persistence of health across time and region as well as across the distribution of maternal health. It uses comparable microdata on as many as 2.24 million children born of about 0.6 million mothers in 38 developing countries in the 31 year period, 1970–2000. Mother's health is indicated by her height, BMI and anemia status. Child health is indicated by mortality risk and anthropometric failure. We find a positive relationship between maternal and child health across indicators and highlight non-linearities in these relationships. The results suggest that both contemporary and childhood health of the mother matter and that the benefits to the next generation are likely to be persistent. Averaging across the sample, persistence shows a considerable decline over time. Disaggregation shows that the decline is only significant in Latin America. Persistence has remained largely constant in Asia and has risen in Africa. The paper provides the first cross-country estimates of the intergenerational persistence in health and the first estimates of trends.
Resumo:
Purpose – The purpose of this paper is to examine individual level property returns to see whether there is evidence of persistence in performance, i.e. a greater than expected probability of well (badly) performing properties continuing to perform well (badly) in subsequent periods. Design/methodology/approach – The same methodology originally used in Young and Graff is applied, making the results directly comparable with those for the US and Australian markets. However, it uses a much larger database covering all UK commercial property data available in the Investment Property Databank (IPD) for the years 1981 to 2002 – as many as 216,758 individual property returns. Findings – While the results of this study mimic the US and Australian results of greater persistence in the extreme first and fourth quartiles, they also evidence persistence in the moderate second and third quartiles, a notable departure from previous studies. Likewise patterns across property type, location, time, and holding period are remarkably similar. Research limitations/implications – The findings suggest that performance persistence is not a feature unique to particular markets, but instead may characterize most advanced real estate investment markets. Originality/value – As well as extending previous research geographically, the paper explores possible reasons for such persistence, consideration of which leads to the conjecture that behaviors in the practice of institutional-grade commercial real estate investment management may themselves be deeply rooted and persistent, and perhaps influenced for good or ill by agency effects. - See more at: http://www.emeraldinsight.com/journals.htm?articleid=1602884&show=abstract#sthash.hc2pCmC6.dpuf
Resumo:
Ruminants are regarded as a primary reservoir for Escherichia coli O157:H7, an important human pathogen. Intimin, encoded by the Locus of Enterocyte Effacement by E. coli O157:H7 organisms, has been cited as one bacterial mechanism of colonisation of the gastrointestinal tract. To confirm this and to test whether a non-toxigenic E. coli O157:H7 strain would colonise and persist in a sheep model, E. coli O157:H7 strain NCTC12900, that lacks Shiga toxin (stx) genes, was evaluated for use in a sheep model of persistence. Following oral inoculation of six-week-old sheep, persistent excretion of NCTC12900 was observed for up to 48 days. E. coli O157-associated attaching-effacing (AE) lesions were detected in the caecum and rectum of one six-week-old lamb, one day after inoculation. This is the first recorded observation of AE lesions in orally inoculated weaned sheep. Also, mean faecal excretion scores of NCTC12900 and an isogenic intimin (eae)-deficient mutant were determined from twenty-four six-week-old orally inoculated sheep. The eae mutant was cleared within 20 days and had lower mean excretion scores at all time points after day one post inoculation compared with the parental strain that was still being excreted at 48 days. Tissues were collected post mortem from animals selected at random from the study groups over the time course of the experiment. The eae mutant was detected in only 1/43 samples but the parental strain was recovered from 64/140 samples primarily from the large bowel although rumen, duodenum, jejunum, and ileum were culture positive especially from animals that were still excreting at and beyond 27 days after inoculation.
Resumo:
Escherichia coli O26 is recognized as an emerging pathogen associated with disease in both ruminants and humans. Compared to those of E. coli O157:117, the shedding pattern and location of E. coli O26 in the gastrointestinal tract (GIT) of ruminants are poorly understood. In the studies reported here, an stx-negative E. coli O26 strain of ovine origin was inoculated orally into 6-week-old lambs and the shedding pattern of the O26 strain was monitored by serial bacteriological examination of feces. The location of colonization in the GIT was examined at necropsy at two time points. The numbers of O26 organisms excreted in feces declined from approximately 10(7) to 10(4) CFU per gram of feces by day 7 and continued at this level for a further 3 weeks. Beyond day 30, excretion was from few animals, intermittent, and just above the detection limit. By day 38, all fecal samples were negative, but at necropsy, O26 organisms were recovered from the upper GIT, specifically the ileum. However, no attaching-effacing (AE) lesions were observed. To identify the location of E. coli O26 within the GIT early after inoculation, two lambs were examined postmortem, 4 days postinoculation. High numbers of O26 organisms were recovered from all GIT sites examined, and similar to 10(9) CFU were recovered from 1 gram of ileal tissue from one animal. Despite high numbers of O26 organisms, AE lesions were identified on the mucosa of the ascending colon of only one animal. These data indicate that E. coli O26 readily colonizes 6-week-old lambs, but the sparseness of AE lesions suggests that O26 is well adapted to this host, and mechanisms other than those dependent upon intimin may play a role in persistence.
Resumo:
Geophysical time series sometimes exhibit serial correlations that are stronger than can be captured by the commonly used first‐order autoregressive model. In this study we demonstrate that a power law statistical model serves as a useful upper bound for the persistence of total ozone anomalies on monthly to interannual timescales. Such a model is usually characterized by the Hurst exponent. We show that the estimation of the Hurst exponent in time series of total ozone is sensitive to various choices made in the statistical analysis, especially whether and how the deterministic (including periodic) signals are filtered from the time series, and the frequency range over which the estimation is made. In particular, care must be taken to ensure that the estimate of the Hurst exponent accurately represents the low‐frequency limit of the spectrum, which is the part that is relevant to long‐term correlations and the uncertainty of estimated trends. Otherwise, spurious results can be obtained. Based on this analysis, and using an updated equivalent effective stratospheric chlorine (EESC) function, we predict that an increase in total ozone attributable to EESC should be detectable at the 95% confidence level by 2015 at the latest in southern midlatitudes, and by 2020–2025 at the latest over 30°–45°N, with the time to detection increasing rapidly with latitude north of this range.