Detection of frailty in Weibull lifetime data using Outlier tests

Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox-Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k , provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.

Unimodality of wave amplitude in the northern Hemisphere

A novel statistic for local wave amplitude of the 500-hPa geopotential height field is introduced. The statistic uses a Hilbert transform to define a longitudinal wave envelope and dynamical latitude weighting to define the latitudes of interest. Here it is used to detect the existence, or otherwise, of multimodality in its distribution function. The empirical distribution function for the 1960-2000 period is close to a Weibull distribution with shape parameters between 2 and 3. There is substantial interdecadal variability but no apparent local multimodality or bimodality. The zonally averaged wave amplitude, akin to the more usual wave amplitude index, is close to being normally distributed. This is consistent with the central limit theorem, which applies to the construction of the wave amplitude index. For the period 1960-70 it is found that there is apparent bimodality in this index. However, the different amplitudes are realized at different longitudes, so there is no bimodality at any single longitude. As a corollary, it is found that many commonly used statistics to detect multimodality in atmospheric fields potentially satisfy the assumptions underlying the central limit theorem and therefore can only show approximately normal distributions. The author concludes that these techniques may therefore be suboptimal to detect any multimodality.

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.

Validation of three new measure-correlate-predict models for the long-term prospection of the wind resource

The estimation of the long-term wind resource at a prospective site based on a relatively short on-site measurement campaign is an indispensable task in the development of a commercial wind farm. The typical industry approach is based on the measure-correlate-predict �MCP� method where a relational model between the site wind velocity data and the data obtained from a suitable reference site is built from concurrent records. In a subsequent step, a long-term prediction for the prospective site is obtained from a combination of the relational model and the historic reference data. In the present paper, a systematic study is presented where three new MCP models, together with two published reference models �a simple linear regression and the variance ratio method�, have been evaluated based on concurrent synthetic wind speed time series for two sites, simulating the prospective and the reference site. The synthetic method has the advantage of generating time series with the desired statistical properties, including Weibull scale and shape factors, required to evaluate the five methods under all plausible conditions. In this work, first a systematic discussion of the statistical fundamentals behind MCP methods is provided and three new models, one based on a nonlinear regression and two �termed kernel methods� derived from the use of conditional probability density functions, are proposed. All models are evaluated by using five metrics under a wide range of values of the correlation coefficient, the Weibull scale, and the Weibull shape factor. Only one of all models, a kernel method based on bivariate Weibull probability functions, is capable of accurately predicting all performance metrics studied.

Estimating the volume of tephra deposits: a new simple strategy

Volume determination of tephra deposits is necessary for the assessment of the dynamics and hazards of explosive volcanoes. Several methods have been proposed during the past 40 years that include the analysis of crystal concentration of large pumices, integrations of various thinning relationships, and the inversion of field observations using analytical and computational models. Regardless of their strong dependence on tephra-deposit exposure and distribution of isomass/isopach contours, empirical integrations of deposit thinning trends still represent the most widely adopted strategy due to their practical and fast application. The most recent methods involve the best fitting of thinning data using various exponential seg- ments or a power-law curve on semilog plots of thickness (or mass/area) versus square root of isopach area. The exponential method is mainly sensitive to the number and the choice of straight segments, whereas the power-law method can better reproduce the natural thinning of tephra deposits but is strongly sensitive to the proximal or distal extreme of integration. We analyze a large data set of tephra deposits and propose a new empirical method for the deter- mination of tephra-deposit volumes that is based on the integration of the Weibull function. The new method shows a better agreement with observed data, reconciling the debate on the use of the exponential versus power-law method. In fact, the Weibull best fitting only depends on three free parameters, can well reproduce the gradual thinning of tephra deposits, and does not depend on the choice of arbitrary segments or of arbitrary extremes of integration.

Evaluation of ERA-Interim reanalysis precipitation products using England and Wales observations

Precipitation forecast data from the ERA-Interim reanalysis (33 years) are evaluated using the daily England and Wales Precipitation (EWP) observations obtained from a rain gauge network. Observed and reanalysis daily precipitation data are both described well by Weibull distributions with indistinguishable shapes but different scale parameters, such that the reanalysis underestimates the observations by an average factor of 22%. The correlation between the observed and ERA-Interim time series of regional, daily precipitation is 0.91. ERA-Interim also captures the statistics of extreme precipitation including a slightly lower likelihood of the heaviest precipitation events (>15 mm day− 1 for the regional average) than indicated by the Weibull fit. ERA-Interim is also closer to EWP for the high precipitation events. Since these carry weight in longer accumulations, a smaller underestimation of 19% is found for monthly mean precipitation. The partition between convective and stratiform precipitation in the ERA-Interim forecast is also examined. In summer both components contribute equally to the total precipitation amount, while in winter the stratiform precipitation is approximately double convective. These results are expected to be relevant to other regions with low orography on the coast of a continent at the downstream end of mid-latitude stormtracks.

Can dynamically downscaled windstorm footprints be improved by observations through a probabilistic approach?

Windstorms are a main feature of the European climate and exert strong socioeconomic impacts. Large effort has been made in developing and enhancing models to simulate the intensification of windstorms, resulting footprints, and associated impacts. Simulated wind or gust speeds usually differ from observations, as regional climate models have biases and cannot capture all local effects. An approach to adjust regional climate model (RCM) simulations of wind and wind gust toward observations is introduced. For this purpose, 100 windstorms are selected and observations of 173 (111) test sites of the German Weather Service are considered for wind (gust) speed. Theoretical Weibull distributions are fitted to observed and simulated wind and gust speeds, and the distribution parameters of the observations are interpolated onto the RCM computational grid. A probability mapping approach is applied to relate the distributions and to correct the modeled footprints. The results are not only achieved for single test sites but for an area-wide regular grid. The approach is validated using root-mean-square errors on event and site basis, documenting that the method is generally able to adjust the RCM output toward observations. For gust speeds, an improvement on 88 of 100 events and at about 64% of the test sites is reached. For wind, 99 of 100 improved events and ~84% improved sites can be obtained. This gives confidence on the potential of the introduced approach for many applications, in particular those considering wind data.

Wave height analysis from 10 years of observations in the Norwegian Sea

Large waves pose risks to ships, offshore structures, coastal infrastructure and ecosystems. This paper analyses 10 years of in-situ measurements of significant wave height (Hs) and maximum wave height (Hmax) from the ocean weather ship Polarfront in the Norwegian Sea. During the period 2000 to 2009, surface elevation was recorded every 0.59 s during sampling periods of 30 min. The Hmax observations scale linearly with Hs on average. A widely-used empirical Weibull distribution is found to estimate average values of Hmax/Hs and Hmax better than a Rayleigh distribution, but tends to underestimate both for all but the smallest waves. In this paper we propose a modified Rayleigh distribution which compensates for the heterogeneity of the observed dataset: the distribution is fitted to the whole dataset and improves the estimate of the largest waves. Over the 10-year period, the Weibull distribution approximates the observed Hs and Hmax well, and an exponential function can be used to predict the probability distribution function of the ratio Hmax/Hs. However, the Weibull distribution tends to underestimate the occurrence of extremely large values of Hs and Hmax. The persistence of Hs and Hmax in winter is also examined. Wave fields with Hs>12 m and Hmax>16 m do not last longer than 3 h. Low-to-moderate wave heights that persist for more than 12 h dominate the relationship of the wave field with the winter NAO index over 2000–2009. In contrast, the inter-annual variability of wave fields with Hs>5.5 m or Hmax>8.5 m and wave fields persisting over ~2.5 days is not associated with the winter NAO index.

Variability and trends in England and Wales precipitation

The England and Wales precipitation (EWP) dataset is a homogeneous time series of daily accumulations from 1931 to 2014, composed from rain gauge observations spanning the region. The daily regional-average precipitation statistics are shown to be well described by a Weibull distribution, which is used to define extremes in terms of percentiles. Computed trends in annual and seasonal precipitation are sensitive to the period chosen, due to large variability on interannual and decadal timescales. Atmospheric circulation patterns associated with seasonal precipitation variability are identified. These patterns project onto known leading modes of variability, all of which involve displacements of the jet stream and storm-track over the eastern Atlantic. The intensity of daily precipitation for each calendar season is investigated by partitioning all observations into eight intensity categories contributing equally to the total precipitation in the dataset. Contrary to previous results based on shorter periods, no significant trends of the most intense categories are found between 1931 and 2014. The regional-average precipitation is found to share statistical properties common to the majority of individual stations across England and Wales used in previous studies. Statistics of the EWP data are examined for multi-day accumulations up to 10 days, which are more relevant for river flooding. Four recent years (2000, 2007, 2008 and 2012) have a greater number of extreme events in the 3-and 5-day accumulations than any previous year in the record. It is the duration of precipitation events in these years that is remarkable, rather than the magnitude of the daily accumulations.