5 resultados para Currency forecast errors

em AMS Tesi di Dottorato - Alm@DL - Università di Bologna


Relevância:

80.00% 80.00%

Publicador:

Resumo:

The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The quality of temperature and humidity retrievals from the infrared SEVIRI sensors on the geostationary Meteosat Second Generation (MSG) satellites is assessed by means of a one dimensional variational algorithm. The study is performed with the aim of improving the spatial and temporal resolution of available observations to feed analysis systems designed for high resolution regional scale numerical weather prediction (NWP) models. The non-hydrostatic forecast model COSMO (COnsortium for Small scale MOdelling) in the ARPA-SIM operational configuration is used to provide background fields. Only clear sky observations over sea are processed. An optimised 1D–VAR set-up comprising of the two water vapour and the three window channels is selected. It maximises the reduction of errors in the model backgrounds while ensuring ease of operational implementation through accurate bias correction procedures and correct radiative transfer simulations. The 1D–VAR retrieval quality is firstly quantified in relative terms employing statistics to estimate the reduction in the background model errors. Additionally the absolute retrieval accuracy is assessed comparing the analysis with independent radiosonde and satellite observations. The inclusion of satellite data brings a substantial reduction in the warm and dry biases present in the forecast model. Moreover it is shown that the retrieval profiles generated by the 1D–VAR are well correlated with the radiosonde measurements. Subsequently the 1D–VAR technique is applied to two three–dimensional case–studies: a false alarm case–study occurred in Friuli–Venezia–Giulia on the 8th of July 2004 and a heavy precipitation case occurred in Emilia–Romagna region between 9th and 12th of April 2005. The impact of satellite data for these two events is evaluated in terms of increments in the integrated water vapour and saturation water vapour over the column, in the 2 meters temperature and specific humidity and in the surface temperature. To improve the 1D–VAR technique a method to calculate flow–dependent model error covariance matrices is also assessed. The approach employs members from an ensemble forecast system generated by perturbing physical parameterisation schemes inside the model. The improved set–up applied to the case of 8th of July 2004 shows a substantial neutral impact.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A new methodology is being devised for ensemble ocean forecasting using distributions of the surface wind field derived from a Bayesian Hierarchical Model (BHM). The ocean members are forced with samples from the posterior distribution of the wind during the assimilation of satellite and in-situ ocean data. The initial condition perturbations are then consistent with the best available knowledge of the ocean state at the beginning of the forecast and amplify the ocean response to uncertainty only in the forcing. The ECMWF Ensemble Prediction System (EPS) surface winds are also used to generate a reference ocean ensemble to evaluate the performance of the BHM method that proves to be eective in concentrating the forecast uncertainty at the ocean meso-scale. An height month experiment of weekly BHM ensemble forecasts was performed in the framework of the operational Mediterranean Forecasting System. The statistical properties of the ensemble are compared with model errors throughout the seasonal cycle proving the existence of a strong relationship between forecast uncertainties due to atmospheric forcing and the seasonal cycle.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The first part of my thesis presents an overview of the different approaches used in the past two decades in the attempt to forecast epileptic seizure on the basis of intracranial and scalp EEG. Past research could reveal some value of linear and nonlinear algorithms to detect EEG features changing over different phases of the epileptic cycle. However, their exact value for seizure prediction, in terms of sensitivity and specificity, is still discussed and has to be evaluated. In particular, the monitored EEG features may fluctuate with the vigilance state and lead to false alarms. Recently, such a dependency on vigilance states has been reported for some seizure prediction methods, suggesting a reduced reliability. An additional factor limiting application and validation of most seizure-prediction techniques is their computational load. For the first time, the reliability of permutation entropy [PE] was verified in seizure prediction on scalp EEG data, contemporarily controlling for its dependency on different vigilance states. PE was recently introduced as an extremely fast and robust complexity measure for chaotic time series and thus suitable for online application even in portable systems. The capability of PE to distinguish between preictal and interictal state has been demonstrated using Receiver Operating Characteristics (ROC) analysis. Correlation analysis was used to assess dependency of PE on vigilance states. Scalp EEG-Data from two right temporal epileptic lobe (RTLE) patients and from one patient with right frontal lobe epilepsy were analysed. The last patient was included only in the correlation analysis, since no datasets including seizures have been available for him. The ROC analysis showed a good separability of interictal and preictal phases for both RTLE patients, suggesting that PE could be sensitive to EEG modifications, not visible on visual inspection, that might occur well in advance respect to the EEG and clinical onset of seizures. However, the simultaneous assessment of the changes in vigilance showed that: a) all seizures occurred in association with the transition of vigilance states; b) PE was sensitive in detecting different vigilance states, independently of seizure occurrences. Due to the limitations of the datasets, these results cannot rule out the capability of PE to detect preictal states. However, the good separability between pre- and interictal phases might depend exclusively on the coincidence of epileptic seizure onset with a transition from a state of low vigilance to a state of increased vigilance. The finding of a dependency of PE on vigilance state is an original finding, not reported in literature, and suggesting the possibility to classify vigilance states by means of PE in an authomatic and objectic way. The second part of my thesis provides the description of a novel behavioral task based on motor imagery skills, firstly introduced (Bruzzo et al. 2007), in order to study mental simulation of biological and non-biological movement in paranoid schizophrenics (PS). Immediately after the presentation of a real movement, participants had to imagine or re-enact the very same movement. By key release and key press respectively, participants had to indicate when they started and ended the mental simulation or the re-enactment, making it feasible to measure the duration of the simulated or re-enacted movements. The proportional error between duration of the re-enacted/simulated movement and the template movement were compared between different conditions, as well as between PS and healthy subjects. Results revealed a double dissociation between the mechanisms of mental simulation involved in biological and non-biologial movement simulation. While for PS were found large errors for simulation of biological movements, while being more acurate than healthy subjects during simulation of non-biological movements. Healthy subjects showed the opposite relationship, making errors during simulation of non-biological movements, but being most accurate during simulation of non-biological movements. However, the good timing precision during re-enactment of the movements in all conditions and in both groups of participants suggests that perception, memory and attention, as well as motor control processes were not affected. Based upon a long history of literature reporting the existence of psychotic episodes in epileptic patients, a longitudinal study, using a slightly modified behavioral paradigm, was carried out with two RTLE patients, one patient with idiopathic generalized epilepsy and one patient with extratemporal lobe epilepsy. Results provide strong evidence for a possibility to predict upcoming seizures in RTLE patients behaviorally. In the last part of the thesis it has been validated a behavioural strategy based on neurobiofeedback training, to voluntarily control seizures and to reduce there frequency. Three epileptic patients were included in this study. The biofeedback was based on monitoring of slow cortical potentials (SCPs) extracted online from scalp EEG. Patients were trained to produce positive shifts of SCPs. After a training phase patients were monitored for 6 months in order to validate the ability of the learned strategy to reduce seizure frequency. Two of the three refractory epileptic patients recruited for this study showed improvements in self-management and reduction of ictal episodes, even six months after the last training session.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In the last few years the resolution of numerical weather prediction (nwp) became higher and higher with the progresses of technology and knowledge. As a consequence, a great number of initial data became fundamental for a correct initialization of the models. The potential of radar observations has long been recognized for improving the initial conditions of high-resolution nwp models, while operational application becomes more frequent. The fact that many nwp centres have recently taken into operations convection-permitting forecast models, many of which assimilate radar data, emphasizes the need for an approach to providing quality information which is needed in order to avoid that radar errors degrade the model's initial conditions and, therefore, its forecasts. Environmental risks can can be related with various causes: meteorological, seismical, hydrological/hydraulic. Flash floods have horizontal dimension of 1-20 Km and can be inserted in mesoscale gamma subscale, this scale can be modeled only with nwp model with the highest resolution as the COSMO-2 model. One of the problems of modeling extreme convective events is related with the atmospheric initial conditions, in fact the scale dimension for the assimilation of atmospheric condition in an high resolution model is about 10 Km, a value too high for a correct representation of convection initial conditions. Assimilation of radar data with his resolution of about of Km every 5 or 10 minutes can be a solution for this problem. In this contribution a pragmatic and empirical approach to deriving a radar data quality description is proposed to be used in radar data assimilation and more specifically for the latent heat nudging (lhn) scheme. Later the the nvective capabilities of the cosmo-2 model are investigated through some case studies. Finally, this work shows some preliminary experiments of coupling of a high resolution meteorological model with an Hydrological one.