A functional coefficient model view of the Feldstein–Horioka puzzle

What does the saving–investment (SI) relation really measure and how should the SI relation be measured? These are two of the most discussed issues triggered by the so-called Feldstein–Horioka puzzle. Based on panel data we introduce a new variant of functional coefficient models that allows to separate long and short to medium run parameter dependence. The new modeling framework is applied to uncover the determinants of the SI relation. Macroeconomic state variables such as openness, the age dependency ratio, government current and consumption expenditures are found to affect the SI relation significantly in the long run.

A comparison of diatom phosphorus transfer functions and export coefficient models as tools for reconstructing lake nutrient histories

1. We compared the baseline phosphorus (P) concentrations inferred by diatom-P transfer functions and export coefficient models at 62 lakes in Great Britain to assess whether the techniques produce similar estimates of historical nutrient status. 2. There was a strong linear relationship between the two sets of values over the whole total P (TP) gradient (2-200 mu g TP L-1). However, a systematic bias was observed with the diatom model producing the higher values in 46 lakes (of which values differed by more than 10 mu g TP L-1 in 21). The export coefficient model gave the higher values in 10 lakes (of which the values differed by more than 10 mu g TP L-1 in only 4). 3. The difference between baseline and present-day TP concentrations was calculated to compare the extent of eutrophication inferred by the two sets of model output. There was generally poor agreement between the amounts of change estimated by the two approaches. The discrepancy in both the baseline values and the degree of change inferred by the models was greatest in the shallow and more productive sites. 4. Both approaches were applied to two lakes in the English Lake District where long-term P data exist, to assess how well the models track measured P concentrations since approximately 1850. There was good agreement between the pre-enrichment TP concentrations generated by the models. The diatom model paralleled the steeper rise in maximum soluble reactive P (SRP) more closely than the gradual increase in annual mean TP in both lakes. The export coefficient model produced a closer fit to observed annual mean TP concentrations for both sites, tracking the changes in total external nutrient loading. 5. A combined approach is recommended, with the diatom model employed to reflect the nature and timing of the in-lake response to changes in nutrient loading, and the export coefficient model used to establish the origins and extent of changes in the external load and to assess potential reduction in loading under different management scenarios. 6. However, caution must be exercised when applying these models to shallow lakes where the export coefficient model TP estimate will not include internal P loading from lake sediments and where the diatom TP inferences may over-estimate TP concentrations because of the high abundance of benthic taxa, many of which are poor indicators of trophic state.

Computer modelling and estimation of recruitment patterns of non-branching coral colonies at three sites in Wakatobi Marine Park, S.E. Sulawesi, Indonesia; implications for coral reef conservation

We have studied growth and estimated recruitment of massive coral colonies at three sites, Kaledupa, Hoga and Sampela, separated by about 1.5 km in the Wakatobi Marine National Park, S.E. Sulawesi, Indonesia. There was significantly higher species richness (P<0.05), coral cover (P<0.05) and rugosity (P<0.01) at Kaledupa than at Sampela. A model for coral reef growth has been developed based on a rational polynomial function, where dx/dt is an index of coral growth with time; W is the variable (for example, coral weight, coral length or coral area), up to the power of n in the numerator and m in the denominator; a1……an and b1…bm are constants. The values for n and m represent the degree of the polynomial, and can relate to the morphology of the coral. The model was used to simulate typical coral growth curves, and tested using published data obtained by weighing coral colonies underwater in reefs on the south-west coast of Curaçao [‘Neth. J. Sea Res. 10 (1976) 285’]. The model proved an accurate fit to the data, and parameters were obtained for a number of coral species. Surface area data was obtained on over 1200 massive corals at three different sites in the Wakatobi Marine National Park, S.E. Sulawesi, Indonesia. The year of an individual's recruitment was calculated from knowledge of the growth rate modified by application of the rational polynomial model. The estimated pattern of recruitment was variable, with little numbers of massive corals settling and growing before 1950 at the heavily used site, Sampela, relative to the reef site with little or no human use, Kaledupa, and the intermediate site, Hoga. There was a significantly greater sedimentation rate at Sampela than at either Kaledupa (P<0.0001) or Hoga (P<0.0005). The relative mean abundance of fish families present at the reef crests at the three sites, determined using digital video photography, did not correlate with sedimentation rates, underwater visibility or lack of large non-branching coral colonies. Radial growth rates of three genera of non-branching corals were significantly lower at Sampela than at Kaledupa or at Hoga, and there was a high correlation (r=0.89) between radial growth rates and underwater visibility. Porites spp. was the most abundant coral over all the sites and at all depths followed by Favites (P<0.04) and Favia spp. (P<0.03). Colony ages of Porites corals were significantly lower at the 5 m reef flat on the Sampela reef than at the same depth on both other reefs (P<0.005). At Sampela, only 2.8% of corals on the 5 m reef crest are of a size to have survived from before 1950. The Scleractinian coral community of Sampela is severely impacted by depositing sediments which can lead to the suffocation of corals, whilst also decreasing light penetration resulting in decreased growth and calcification rates. The net loss of material from Sampela, if not checked, could result in the loss of this protective barrier which would be to the detriment of the sublittoral sand flats and hence the Sampela village.

Catchment phosphorous losses: an export coefficient modelling approach with scenario analysis for water management

This paper presents the development of an export coefficient model to characterise the rates and sources of P export from land to water in four reservoir systems located in a semi-arid rural region in southern of Portugal. The model was developed to enable effective management of these important water resource systems under the EU Water Framework Directive. This is the first time such an approach has been fully adapted for the semi-arid systems typical of Mediterranean Europe. The sources of P loading delivered to each reservoir from its catchment were determined and scenario analysis was undertaken to predict the likely impact of catchment management strategies on the scale of rate of P loading delivered to each water body from its catchment. The results indicate the importance of farming and sewage treatment works/collective septic tanks discharges as the main contributors to the total diffuse and point source P loading delivered to the reservoirs, respectively. A reduction in the total P loading for all study areas would require control of farming practices and more efficient removal of P from human wastes prior to discharge to surface waters. The scenario analysis indicates a strategy based solely on reducing the agricultural P surplus may result in only a slow improvement in water quality, which would be unlikely to support the generation of good ecological status in reservoirs. The model application indicates that a reduction of P-inputs to the reservoirs should first focus on reducing P loading from sewage effluent discharges through the introduction of tertiary treatment (P-stripping) in all major residential areas. The fully calibrated export coefficient modelling approach transferred well to semi-arid regions, with the only significant limitation being the availability of suitable input data to drive the model. Further studies using this approach in semi-arid catchments are now needed to increase the knowledge of nutrient export behaviours in semi-arid regions.

The determination of total nitrogen and total phosphorus concentrations in freshwaters from land use, stock headage and population data: testing of a model for use in conservation and water quality management

1. Nutrient concentrations (particularly N and P) determine the extent to which water bodies are or may become eutrophic. Direct determination of nutrient content on a wide scale is labour intensive but the main sources of N and P are well known. This paper describes and tests an export coefficient model for prediction of total N and total P from: (i) land use, stock headage and human population; (ii) the export rates of N and P from these sources; and (iii) the river discharge. Such a model might be used to forecast the effects of changes in land use in the future and to hindcast past water quality to establish comparative or baseline states for the monitoring of change. 2. The model has been calibrated against observed data for 1988 and validated against sets of observed data for a sequence of earlier years in ten British catchments varying from uplands through rolling, fertile lowlands to the flat topography of East Anglia. 3. The model predicted total N and total P concentrations with high precision (95% of the variance in observed data explained). It has been used in two forms: the first on a specific catchment basis; the second for a larger natural region which contains the catchment with the assumption that all catchments within that region will be similar. Both models gave similar results with little loss of precision in the latter case. This implies that it will be possible to describe the overall pattern of nutrient export in the UK with only a fraction of the effort needed to carry out the calculations for each individual water body. 4. Comparison between land use, stock headage, population numbers and nutrient export for the ten catchments in the pre-war year of 1931, and for 1970 and 1988 show that there has been a substantial loss of rough grazing to fertilized temporary and permanent grasslands, an increase in the hectarage devoted to arable, consistent increases in the stocking of cattle and sheep and a marked movement of humans to these rural catchments. 5. All of these trends have increased the flows of nutrients with more than a doubling of both total N and total P loads during the period. On average in these rural catchments, stock wastes have been the greatest contributors to both N and P exports, with cultivation the next most important source of N and people of P. Ratios of N to P were high in 1931 and remain little changed so that, in these catchments, phosphorus continues to be the nutrient most likely to control algal crops in standing waters supplied by the rivers studied.

Monthly average temperature modelling

This research is associated with the goal of the horticultural sector of the Colombian southwest, which is to obtain climatic information, specifically, to predict the monthly average temperature in sites where it has not been measured. The data correspond to monthly average temperature, and were recorded in meteorological stations at Valle del Cauca, Colombia, South America. Two components are identified in the data of this research: (1) a component due to the temporal aspects, determined by characteristics of the time series, distribution of the monthly average temperature through the months and the temporal phenomena, which increased (El Nino) and decreased (La Nina) the temperature values, and (2) a component due to the sites, which is determined for the clear differentiation of two populations, the valley and the mountains, which are associated with the pattern of monthly average temperature and with the altitude. Finally, due to the closeness between meteorological stations it is possible to find spatial correlation between data from nearby sites. In the first instance a random coefficient model without spatial covariance structure in the errors is obtained by month and geographical location (mountains and valley, respectively). Models for wet periods in mountains show a normal distribution in the errors; models for the valley and dry periods in mountains do not exhibit a normal pattern in the errors. In models of mountains and wet periods, omni-directional weighted variograms for residuals show spatial continuity. The random coefficient model without spatial covariance structure in the errors and the random coefficient model with spatial covariance structure in the errors are capturing the influence of the El Nino and La Nina phenomena, which indicates that the inclusion of the random part in the model is appropriate. The altitude variable contributes significantly in the models for mountains. In general, the cross-validation process indicates that the random coefficient model with spatial spherical and the random coefficient model with spatial Gaussian are the best models for the wet periods in mountains, and the worst model is the model used by the Colombian Institute for Meteorology, Hydrology and Environmental Studies (IDEAM) to predict temperature.

Modelling the impact of land use change on water quality in agricultural catchments

Export coefficient modelling was used to model the impact of agriculture on nitrogen and phosphorus loading on the surface waters of two contrasting agricultural catchments. The model was originally developed for the Windrush catchment where the highly reactive Jurassic limestone aquifer underlying the catchment is well connected to the surface drainage network, allowing the system to be modelled using uniform export coefficients for each nutrient source in the catchment, regardless of proximity to the surface drainage network. In the Slapton catchment, the hydrological path-ways are dominated by surface and lateral shallow subsurface flow, requiring modification of the export coefficient model to incorporate a distance-decay component in the export coefficients. The modified model was calibrated against observed total nitrogen and total phosphorus loads delivered to Slapton Ley from inflowing streams in its catchment. Sensitivity analysis was conducted to isolate the key controls on nutrient export in the modified model. The model was validated against long-term records of water quality, and was found to be accurate in its predictions and sensitive to both temporal and spatial changes in agricultural practice in the catchment. The model was then used to forecast the potential reduction in nutrient loading on Slapton Ley associated with a range of catchment management strategies. The best practicable environmental option (BPEO) was found to be spatial redistribution of high nutrient export risk sources to areas of the catchment with the greatest intrinsic nutrient retention capacity.

Managing Water Quality in Agricultural Catchments

Until recently, pollution control in rural drainage basins of the UK consisted solely of water treatment at the point of abstraction. However, prevention of agricultural pollution at source is now a realistic option given the possibility of financing the necessary changes in land use through modification of the Common Agricultural Policy. This paper uses a nutrient export coefficient model to examine the cost of land-use change in relation to improvement of water quality. Catchment-wide schemes and local protection measures are considered. Modelling results underline the need for integrated management of entire drainage basins. A wide range of benefits may accrue from land-use change, including enhanced habitats for wildlife as well as better drinking water.

Landscape, regional and global estimates of nitrogen flux from land to sea: errors and uncertainties

Regional to global scale modelling of N flux from land to ocean has progressed to date through the development of simple empirical models representing bulk N flux rates from large watersheds, regions, or continents on the basis of a limited selection of model parameters. Watershed scale N flux modelling has developed a range of physically-based approaches ranging from models where N flux rates are predicted through a physical representation of the processes involved, through to catchment scale models which provide a simplified representation of true systems behaviour. Generally, these watershed scale models describe within their structure the dominant process controls on N flux at the catchment or watershed scale, and take into account variations in the extent to which these processes control N flux rates as a function of landscape sensitivity to N cycling and export. This paper addresses the nature of the errors and uncertainties inherent in existing regional to global scale models, and the nature of error propagation associated with upscaling from small catchment to regional scale through a suite of spatial aggregation and conceptual lumping experiments conducted on a validated watershed scale model, the export coefficient model. Results from the analysis support the findings of other researchers developing macroscale models in allied research fields. Conclusions from the study confirm that reliable and accurate regional scale N flux modelling needs to take account of the heterogeneity of landscapes and the impact that this has on N cycling processes within homogenous landscape units.

Neurofuzzy network model construction using Bézier-Bernstein polynomial functions

Neurofuzzy modelling systems combine fuzzy logic with quantitative artificial neural networks via a concept of fuzzification by using a fuzzy membership function usually based on B-splines and algebraic operators for inference, etc. The paper introduces a neurofuzzy model construction algorithm using Bezier-Bernstein polynomial functions as basis functions. The new network maintains most of the properties of the B-spline expansion based neurofuzzy system, such as the non-negativity of the basis functions, and unity of support but with the additional advantages of structural parsimony and Delaunay input space partitioning, avoiding the inherent computational problems of lattice networks. This new modelling network is based on the idea that an input vector can be mapped into barycentric co-ordinates with respect to a set of predetermined knots as vertices of a polygon (a set of tiled Delaunay triangles) over the input space. The network is expressed as the Bezier-Bernstein polynomial function of barycentric co-ordinates of the input vector. An inverse de Casteljau procedure using backpropagation is developed to obtain the input vector's barycentric co-ordinates that form the basis functions. Extension of the Bezier-Bernstein neurofuzzy algorithm to n-dimensional inputs is discussed followed by numerical examples to demonstrate the effectiveness of this new data based modelling approach.

A high-order arbitrarily unstructured finite-volume model of the global atmosphere: tests solving the shallow-water equations

Simulations of the global atmosphere for weather and climate forecasting require fast and accurate solutions and so operational models use high-order finite differences on regular structured grids. This precludes the use of local refinement; techniques allowing local refinement are either expensive (eg. high-order finite element techniques) or have reduced accuracy at changes in resolution (eg. unstructured finite-volume with linear differencing). We present solutions of the shallow-water equations for westerly flow over a mid-latitude mountain from a finite-volume model written using OpenFOAM. A second/third-order accurate differencing scheme is applied on arbitrarily unstructured meshes made up of various shapes and refinement patterns. The results are as accurate as equivalent resolution spectral methods. Using lower order differencing reduces accuracy at a refinement pattern which allows errors from refinement of the mountain to accumulate and reduces the global accuracy over a 15 day simulation. We have therefore introduced a scheme which fits a 2D cubic polynomial approximately on a stencil around each cell. Using this scheme means that refinement of the mountain improves the accuracy after a 15 day simulation. This is a more severe test of local mesh refinement for global simulations than has been presented but a realistic test if these techniques are to be used operationally. These efficient, high-order schemes may make it possible for local mesh refinement to be used by weather and climate forecast models.

The retrieval of ice water content from radar reflectivity factor and temperature and its use in evaluating a mesoscale model

Ice clouds are an important yet largely unvalidated component of weather forecasting and climate models, but radar offers the potential to provide the necessary data to evaluate them. First in this paper, coordinated aircraft in situ measurements and scans by a 3-GHz radar are presented, demonstrating that, for stratiform midlatitude ice clouds, radar reflectivity in the Rayleigh-scattering regime may be reliably calculated from aircraft size spectra if the "Brown and Francis" mass-size relationship is used. The comparisons spanned radar reflectivity values from -15 to +20 dBZ, ice water contents (IWCs) from 0.01 to 0.4 g m(-3), and median volumetric diameters between 0.2 and 3 mm. In mixed-phase conditions the agreement is much poorer because of the higher-density ice particles present. A large midlatitude aircraft dataset is then used to derive expressions that relate radar reflectivity and temperature to ice water content and visible extinction coefficient. The analysis is an advance over previous work in several ways: the retrievals vary smoothly with both input parameters, different relationships are derived for the common radar frequencies of 3, 35, and 94 GHz, and the problem of retrieving the long-term mean and the horizontal variance of ice cloud parameters is considered separately. It is shown that the dependence on temperature arises because of the temperature dependence of the number concentration "intercept parameter" rather than mean particle size. A comparison is presented of ice water content derived from scanning 3-GHz radar with the values held in the Met Office mesoscale forecast model, for eight precipitating cases spanning 39 h over Southern England. It is found that the model predicted mean I WC to within 10% of the observations at temperatures between -30 degrees and - 10 degrees C but tended to underestimate it by around a factor of 2 at colder temperatures.

Simulating current global river runoff with a global hydrological model: model revisions, validation, and sensitivity analysis

Global hydrological models (GHMs) model the land surface hydrologic dynamics of continental-scale river basins. Here we describe one such GHM, the Macro-scale - Probability-Distributed Moisture model.09 (Mac-PDM.09). The model has undergone a number of revisions since it was last applied in the hydrological literature. This paper serves to provide a detailed description of the latest version of the model. The main revisions include the following: (1) the ability for the model to be run for n repetitions, which provides more robust estimates of extreme hydrological behaviour, (2) the ability of the model to use a gridded field of coefficient of variation (CV) of daily rainfall for the stochastic disaggregation of monthly precipitation to daily precipitation, and (3) the model can now be forced with daily input climate data as well as monthly input climate data. We demonstrate the effects that each of these three revisions has on simulated runoff relative to before the revisions were applied. Importantly, we show that when Mac-PDM.09 is forced with monthly input data, it results in a negative runoff bias relative to when daily forcings are applied, for regions of the globe where the day-to-day variability in relative humidity is high. The runoff bias can be up to - 80% for a small selection of catchments but the absolute magnitude of the bias may be small. As such, we recommend future applications of Mac-PDM.09 that use monthly climate forcings acknowledge the bias as a limitation of the model. The performance of Mac-PDM.09 is evaluated by validating simulated runoff against observed runoff for 50 catchments. We also present a sensitivity analysis that demonstrates that simulated runoff is considerably more sensitive to method of PE calculation than to perturbations in soil moisture and field capacity parameters.