Prediction of visibility and aerosol within the operational Met Office unified model. I: Model formulation and variational assimilation

The formulation and performance of the Met Office visibility analysis and prediction system are described. The visibility diagnostic within the limited-area Unified Model is a function of humidity and a prognostic aerosol content. The aerosol model includes advection, industrial and general urban sources, plus boundary-layer mixing and removal by rain. The assimilation is a 3-dimensional variational scheme in which the visibility observation operator is a very nonlinear function of humidity, aerosol and temperature. A quality control scheme for visibility data is included. Visibility observations can give rise to humidity increments of significant magnitude compared with the direct impact of humidity observations. We present the results of sensitivity studies which show the contribution of different components of the system to improved skill in visibility forecasts. Visibility assimilation is most important within the first 6-12 hours of the forecast and for visibilities below 1 km, while modelling of aerosol sources and advection is important for slightly higher visibilities (1-5 km) and is still significant at longer forecast times

A tunable radial basis function model for nonlinear system identification using particle swarm optimisation

A tunable radial basis function (RBF) network model is proposed for nonlinear system identification using particle swarm optimisation (PSO). At each stage of orthogonal forward regression (OFR) model construction, PSO optimises one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is computationally more efficient.

Nonlinear system identification using particle swarm optimisation tuned radial basis function models

A novel particle swarm optimisation (PSO) tuned radial basis function (RBF) network model is proposed for identification of non-linear systems. At each stage of orthogonal forward regression (OFR) model construction process, PSO is adopted to tune one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is often more efficient in model construction. The effectiveness of the proposed PSO aided OFR algorithm for constructing tunable node RBF models is demonstrated using three real data sets.

Dual-orthogonal radial basis function networks for nonlinear time series prediction

A new structure of Radial Basis Function (RBF) neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction. The hidden nodes of a conventional RBF network compare the Euclidean distance between the network input vector and the centres, and the node responses are radially symmetrical. But in time series prediction where the system input vectors are lagged system outputs, which are usually highly correlated, the Euclidean distance measure may not be appropriate. The DRBF network modifies the distance metric by introducing a classification function which is based on the estimation data set. Training the DRBF networks consists of two stages. Learning the classification related basis functions and the important input nodes, followed by selecting the regressors and learning the weights of the hidden nodes. In both cases, a forward Orthogonal Least Squares (OLS) selection procedure is applied, initially to select the important input nodes and then to select the important centres. Simulation results of single-step and multi-step ahead predictions over a test data set are included to demonstrate the effectiveness of the new approach.

Approximate Gauss-Newton methods for nonlinear least squares problems

The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an “inner” direct or iterative process. In comparison with Newton’s method and its variants, the algorithm is attractive because it does not require the evaluation of second-order derivatives in the Hessian of the objective function. In practice the exact Gauss–Newton method is too expensive to apply operationally in meteorological forecasting, and various approximations are made in order to reduce computational costs and to solve the problems in real time. Here we investigate the effects on the convergence of the Gauss–Newton method of two types of approximation used commonly in data assimilation. First, we examine “truncated” Gauss–Newton methods where the inner linear least squares problem is not solved exactly, and second, we examine “perturbed” Gauss–Newton methods where the true linearized inner problem is approximated by a simplified, or perturbed, linear least squares problem. We give conditions ensuring that the truncated and perturbed Gauss–Newton methods converge and also derive rates of convergence for the iterations. The results are illustrated by a simple numerical example. A practical application to the problem of data assimilation in a typical meteorological system is presented.

Stochastic resonance in a nonlinear model of a rotating, stratified shear flow, with a simple stochastic inertia-gravity wave parameterization

We report on a numerical study of the impact of short, fast inertia-gravity waves on the large-scale, slowly-evolving flow with which they co-exist. A nonlinear quasi-geostrophic numerical model of a stratified shear flow is used to simulate, at reasonably high resolution, the evolution of a large-scale mode which grows due to baroclinic instability and equilibrates at finite amplitude. Ageostrophic inertia-gravity modes are filtered out of the model by construction, but their effects on the balanced flow are incorporated using a simple stochastic parameterization of the potential vorticity anomalies which they induce. The model simulates a rotating, two-layer annulus laboratory experiment, in which we recently observed systematic inertia-gravity wave generation by an evolving, large-scale flow. We find that the impact of the small-amplitude stochastic contribution to the potential vorticity tendency, on the model balanced flow, is generally small, as expected. In certain circumstances, however, the parameterized fast waves can exert a dominant influence. In a flow which is baroclinically-unstable to a range of zonal wavenumbers, and in which there is a close match between the growth rates of the multiple modes, the stochastic waves can strongly affect wavenumber selection. This is illustrated by a flow in which the parameterized fast modes dramatically re-partition the probability-density function for equilibrated large-scale zonal wavenumber. In a second case study, the stochastic perturbations are shown to force spontaneous wavenumber transitions in the large-scale flow, which do not occur in their absence. These phenomena are due to a stochastic resonance effect. They add to the evidence that deterministic parameterizations in general circulation models, of subgrid-scale processes such as gravity wave drag, cannot always adequately capture the full details of the nonlinear interaction.

Scale-invariant moving finite elements for nonlinear partial differential equations in two dimensions

A scale-invariant moving finite element method is proposed for the adaptive solution of nonlinear partial differential equations. The mesh movement is based on a finite element discretisation of a scale-invariant conservation principle incorporating a monitor function, while the time discretisation of the resulting system of ordinary differential equations is carried out using a scale-invariant time-stepping which yields uniform local accuracy in time. The accuracy and reliability of the algorithm are successfully tested against exact self-similar solutions where available, and otherwise against a state-of-the-art h-refinement scheme for solutions of a two-dimensional porous medium equation problem with a moving boundary. The monitor functions used are the dependent variable and a monitor related to the surface area of the solution manifold. (c) 2005 IMACS. Published by Elsevier B.V. All rights reserved.

Fully complex-valued radial basis function networks for orthogonal least squares regression

We consider a fully complex-valued radial basis function (RBF) network for regression application. The locally regularised orthogonal least squares (LROLS) algorithm with the D-optimality experimental design, originally derived for constructing parsimonious real-valued RBF network models, is extended to the fully complex-valued RBF network. Like its real-valued counterpart, the proposed algorithm aims to achieve maximised model robustness and sparsity by combining two effective and complementary approaches. The LROLS algorithm alone is capable of producing a very parsimonious model with excellent generalisation performance while the D-optimality design criterion further enhances the model efficiency and robustness. By specifying an appropriate weighting for the D-optimality cost in the combined model selecting criterion, the entire model construction procedure becomes automatic. An example of identifying a complex-valued nonlinear channel is used to illustrate the regression application of the proposed fully complex-valued RBF network.

Fully complex-valued radial basis function networks: orthogonal least squares regression and classification

We consider a fully complex-valued radial basis function (RBF) network for regression and classification applications. For regression problems, the locally regularised orthogonal least squares (LROLS) algorithm aided with the D-optimality experimental design, originally derived for constructing parsimonious real-valued RBF models, is extended to the fully complex-valued RBF (CVRBF) network. Like its real-valued counterpart, the proposed algorithm aims to achieve maximised model robustness and sparsity by combining two effective and complementary approaches. The LROLS algorithm alone is capable of producing a very parsimonious model with excellent generalisation performance while the D-optimality design criterion further enhances the model efficiency and robustness. By specifying an appropriate weighting for the D-optimality cost in the combined model selecting criterion, the entire model construction procedure becomes automatic. An example of identifying a complex-valued nonlinear channel is used to illustrate the regression application of the proposed fully CVRBF network. The proposed fully CVRBF network is also applied to four-class classification problems that are typically encountered in communication systems. A complex-valued orthogonal forward selection algorithm based on the multi-class Fisher ratio of class separability measure is derived for constructing sparse CVRBF classifiers that generalise well. The effectiveness of the proposed algorithm is demonstrated using the example of nonlinear beamforming for multiple-antenna aided communication systems that employ complex-valued quadrature phase shift keying modulation scheme. (C) 2007 Elsevier B.V. All rights reserved.

Automatic nonlinear predictive model-construction algorithm using forward regression and the PRESS statistic

An automatic nonlinear predictive model-construction algorithm is introduced based on forward regression and the predicted-residual-sums-of-squares (PRESS) statistic. The proposed algorithm is based on the fundamental concept of evaluating a model's generalisation capability through crossvalidation. This is achieved by using the PRESS statistic as a cost function to optimise model structure. In particular, the proposed algorithm is developed with the aim of achieving computational efficiency, such that the computational effort, which would usually be extensive in the computation of the PRESS statistic, is reduced or minimised. The computation of PRESS is simplified by avoiding a matrix inversion through the use of the orthogonalisation procedure inherent in forward regression, and is further reduced significantly by the introduction of a forward-recursive formula. Based on the properties of the PRESS statistic, the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation. Numerical examples are used to demonstrate the efficacy of the algorithm.

Nonlinear channel equalizer design using directional evolutionary multi-objective optimization

In this paper, a new equalizer learning scheme is introduced based on the algorithm of the directional evolutionary multi-objective optimization (EMOO). Whilst nonlinear channel equalizers such as the radial basis function (RBF) equalizers have been widely studied to combat the linear and nonlinear distortions in the modern communication systems, most of them do not take into account the equalizers' generalization capabilities. In this paper, equalizers are designed aiming at improving their generalization capabilities. It is proposed that this objective can be achieved by treating the equalizer design problem as a multi-objective optimization (MOO) problem, with each objective based on one of several training sets, followed by deriving equalizers with good capabilities of recovering the signals for all the training sets. Conventional EMOO which is widely applied in the MOO problems suffers from disadvantages such as slow convergence speed. Directional EMOO improves the computational efficiency of the conventional EMOO by explicitly making use of the directional information. The new equalizer learning scheme based on the directional EMOO is applied to the RBF equalizer design. Computer simulation demonstrates that the new scheme can be used to derive RBF equalizers with good generalization capabilities, i.e., good performance on predicting the unseen samples.

Nonlinear model structure design and construction using orthogonal least squares and D-optimality design

A very efficient learning algorithm for model subset selection is introduced based on a new composite cost function that simultaneously optimizes the model approximation ability and model robustness and adequacy. The derived model parameters are estimated via forward orthogonal least squares, but the model subset selection cost function includes a D-optimality design criterion that maximizes the determinant of the design matrix of the subset to ensure the model robustness, adequacy, and parsimony of the final model. The proposed approach is based on the forward orthogonal least square (OLS) algorithm, such that new D-optimality-based cost function is constructed based on the orthogonalization process to gain computational advantages and hence to maintain the inherent advantage of computational efficiency associated with the conventional forward OLS approach. Illustrative examples are included to demonstrate the effectiveness of the new approach.

Neurofuzzy design and model construction of nonlinear dynamical processes from data

A common problem in many data based modelling algorithms such as associative memory networks is the problem of the curse of dimensionality. In this paper, a new two-stage neurofuzzy system design and construction algorithm (NeuDeC) for nonlinear dynamical processes is introduced to effectively tackle this problem. A new simple preprocessing method is initially derived and applied to reduce the rule base, followed by a fine model detection process based on the reduced rule set by using forward orthogonal least squares model structure detection. In both stages, new A-optimality experimental design-based criteria we used. In the preprocessing stage, a lower bound of the A-optimality design criterion is derived and applied as a subset selection metric, but in the later stage, the A-optimality design criterion is incorporated into a new composite cost function that minimises model prediction error as well as penalises the model parameter variance. The utilisation of NeuDeC leads to unbiased model parameters with low parameter variance and the additional benefit of a parsimonious model structure. Numerical examples are included to demonstrate the effectiveness of this new modelling approach for high dimensional inputs.

Nonlinear model structure detection using optimum experimental design and orthogonal least squares

A very efficient learning algorithm for model subset selection is introduced based on a new composite cost function that simultaneously optimizes the model approximation ability and model adequacy. The derived model parameters are estimated via forward orthogonal least squares, but the subset selection cost function includes an A-optimality design criterion to minimize the variance of the parameter estimates that ensures the adequacy and parsimony of the final model. An illustrative example is included to demonstrate the effectiveness of the new approach.