Simulation of crop yields using ERA-40: Limits to skill and nonstationarity in weather-yield relationships

Reanalysis data provide an excellent test bed for impacts prediction systems. because they represent an upper limit on the skill of climate models. Indian groundnut (Arachis hypogaea L.) yields have been simulated using the General Large-Area Model (GLAM) for annual crops and the European Centre for Medium-Range Weather Forecasts (ECMWF) 40-yr reanalysis (ERA-40). The ability of ERA-40 to represent the Indian summer monsoon has been examined. The ability of GLAM. when driven with daily ERA-40 data, to model both observed yields and observed relationships between subseasonal weather and yield has been assessed. Mean yields "were simulated well across much of India. Correlations between observed and modeled yields, where these are significant. are comparable to correlations between observed yields and ERA-40 rainfall. Uncertainties due to the input planting window, crop duration, and weather data have been examined. A reduction in the root-mean-square error of simulated yields was achieved by applying bias correction techniques to the precipitation. The stability of the relationship between weather and yield over time has been examined. Weather-yield correlations vary on decadal time scales. and this has direct implications for the accuracy of yield simulations. Analysis of the skewness of both detrended yields and precipitation suggest that nonclimatic factors are partly responsible for this nonstationarity. Evidence from other studies, including data on cereal and pulse yields, indicates that this result is not particular to groundnut yield. The detection and modeling of nonstationary weather-yield relationships emerges from this study as an important part of the process of understanding and predicting the impacts of climate variability and change on crop yields.

Episodic nonstationarity in exchange rates

We examine a method recently proposed by Hinich and Patterson (mimeo, University of Texas at Austin, 1995) for testing the validity of specifying a GARCH error structure for financial time series data in the context of a set of ten daily Sterling exchange rates. The results demonstrate that there are statistical structures present in the data that cannot be captured by a GARCH model, or any of its variants. This result has important implications for the interpretation of the recent voluminous literature which attempts to model financial asset returns using this family of models.

Empirical mode decomposition: a novel technique for the study of tremor time series

Tremor is a clinical feature characterized by oscillations of a part of the body. The detection and study of tremor is an important step in investigations seeking to explain underlying control strategies of the central nervous system under natural (or physiological) and pathological conditions. It is well established that tremorous activity is composed of deterministic and stochastic components. For this reason, the use of digital signal processing techniques (DSP) which take into account the nonlinearity and nonstationarity of such signals may bring new information into the signal analysis which is often obscured by traditional linear techniques (e.g. Fourier analysis). In this context, this paper introduces the application of the empirical mode decomposition (EMD) and Hilbert spectrum (HS), which are relatively new DSP techniques for the analysis of nonlinear and nonstationary time-series, for the study of tremor. Our results, obtained from the analysis of experimental signals collected from 31 patients with different neurological conditions, showed that the EMD could automatically decompose acquired signals into basic components, called intrinsic mode functions (IMFs), representing tremorous and voluntary activity. The identification of a physical meaning for IMFs in the context of tremor analysis suggests an alternative and new way of detecting tremorous activity. These results may be relevant for those applications requiring automatic detection of tremor. Furthermore, the energy of IMFs was visualized as a function of time and frequency by means of the HS. This analysis showed that the variation of energy of tremorous and voluntary activity could be distinguished and characterized on the HS. Such results may be relevant for those applications aiming to identify neurological disorders. In general, both the HS and EMD demonstrated to be very useful to perform objective analysis of any kind of tremor and can therefore be potentially used to perform functional assessment.