5 resultados para implied volatility function models

em Publishing Network for Geoscientific


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We introduce two probabilistic, data-driven models that predict a ship's speed and the situations where a ship is probable to get stuck in ice based on the joint effect of ice features such as the thickness and concentration of level ice, ice ridges, rafted ice, moreover ice compression is considered. To develop the models to datasets were utilized. First, the data from the Automatic Identification System about the performance of a selected ship was used. Second, a numerical ice model HELMI, developed in the Finnish Meteorological Institute, provided information about the ice field. The relations between the ice conditions and ship movements were established using Bayesian learning algorithms. The case study presented in this paper considers a single and unassisted trip of an ice-strengthened bulk carrier between two Finnish ports in the presence of challenging ice conditions, which varied in time and space. The obtained results show good prediction power of the models. This means, on average 80% for predicting the ship's speed within specified bins, and above 90% for predicting cases where a ship may get stuck in ice. We expect this new approach to facilitate the safe and effective route selection problem for ice-covered waters where the ship performance is reflected in the objective function.

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Sea surface temperatures and sea-ice extent are the most critical variables to evaluate the Southern Ocean paleoceanographic evolution in relation to the development of the global carbon cycle, atmospheric CO2 variability and ocean-atmosphere circulation. In contrast to the Atlantic and the Indian sectors, the Pacific sector of the Southern Ocean has been insufficiently investigated so far. To cover this gap of information we present diatom-based estimates of summer sea surface temperature (SSST) and winter sea-ice concentration (WSI) from 17 sites in the polar South Pacific to study the Last Glacial Maximum (LGM) at the EPILOG time slice (19,000-23,000 cal. years BP). Applied statistical methods are the Imbrie and Kipp Method (IKM) and the Modern Analog Technique (MAT) to estimate temperature and sea-ice concentration, respectively. Our data display a distinct LGM east-west differentiation in SSST and WSI with steeper latitudinal temperature gradients and a winter sea-ice edge located consistently north of the Pacific-Antarctic Ridge in the Ross sea sector. In the eastern sector of our study area, which is governed by the Amundsen Abyssal Plain, the estimates yield weaker latitudinal SSST gradients together with a variable extended winter sea-ice field. In this sector, sea-ice extent may have reached sporadically the area of the present Subantarctic Front at its maximum LGM expansion. This pattern points to topographic forcing as major controller of the frontal system location and sea-ice extent in the western Pacific sector whereas atmospheric conditions like the Southern Annular Mode and the ENSO affected the oceanographic conditions in the eastern Pacific sector. Although it is difficult to depict the location and the physical nature of frontal systems separating the glacial Southern Ocean water masses into different zones, we found a distinct temperature gradient in latitudes straddled by the modern Southern Subtropical Front. Considering that the glacial temperatures north of this zone are similar to the modern, we suggest that this represents the Glacial Southern Subtropical Front (GSSTF), which delimits the zone of strongest glacial SSST cooling (>4K) to its North. The southern boundary of the zone of maximum cooling is close to the glacial 4°C isotherm. This isotherm, which is in the range of SSST at the modern Antarctic Polar Front (APF), represents a circum-Antarctic feature and marks the northern edge of the glacial Antarctic Circumpolar Current (ACC). We also assume that a glacial front was established at the northern average winter sea ice edge, comparable with the modern Southern Antarctic Circumpolar Current Front (SACCF). During the glacial, this front would be located in the area of the modern APF. The northward deflection of colder than modern surface waters along the South American continent leads to a significant cooling of the glacial Humboldt Current surface waters (4-8K), which affects the temperature regimes as far north as into tropical latitudes. The glacial reduction of ACC temperatures may also result in the significant cooling in the Atlantic and Indian Southern Ocean, thus may enhance thermal differentiation of the Southern Ocean and Antarctic continental cooling. Comparison with temperature and sea ice simulations for the last glacial based on numerical simulations show that the majority of modern models overestimate summer and winter sea ice cover and that there exists few models that reproduce our temperature data rather well.

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Late Pleistocene signals of calcium carbonate, organic carbon, and opaline silica concentration and accumulation are documented in a series of cores from a zonal/meridional/depth transect in the equatorial Atlantic Ocean to reconstruct the regional sedimentary history. Spectral analysis reveals that maxima and minima in biogenous sedimentation occur with glacial-interglacial cyclicity as a function of both (1) primary production at the sea surface modulated by orbitally forced variation in trade wind zonality and (2) destruction at the seafloor by variation in the chemical character of advected intermediate and deep water from high latitudes modulated by high-latitude ice volume. From these results a pattern emerges in which the relative proportion of signal variance from the productivity signal centered on the precessional (23 kyr) band decreases while that of the destruction signal centered on the obliquity (41 kyr) and eccentricity (100 kyr) periods increases below ~3600-m ocean depth.

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The northern Antarctic Peninsula is one of the fastest changing regions on Earth. The disintegration of the Larsen-A Ice Shelf in 1995 caused tributary glaciers to adjust by speeding up, surface lowering, and overall increased ice-mass discharge. In this study, we investigate the temporal variation of these changes at the Dinsmoor-Bombardier-Edgeworth glacier system by analyzing dense time series from various spaceborne and airborne Earth observation missions. Precollapse ice shelf conditions and subsequent adjustments through 2014 were covered. Our results show a response of the glacier system some months after the breakup, reaching maximum surface velocities at the glacier front of up to 8.8 m/d in 1999 and a subsequent decrease to ~1.5 m/d in 2014. Using a dense time series of interferometrically derived TanDEM-X digital elevation models and photogrammetric data, an exponential function was fitted for the decrease in surface elevation. Elevation changes in areas below 1000 m a.s.l. amounted to at least 130±15 m130±15 m between 1995 and 2014, with change rates of ~3.15 m/a between 2003 and 2008. Current change rates (2010-2014) are in the range of 1.7 m/a. Mass imbalances were computed with different scenarios of boundary conditions. The most plausible results amount to -40.7±3.9 Gt-40.7±3.9 Gt. The contribution to sea level rise was estimated to be 18.8±1.8 Gt18.8±1.8 Gt, corresponding to a 0.052±0.005 mm0.052±0.005 mm sea level equivalent, for the period 1995-2014. Our analysis and scenario considerations revealed that major uncertainties still exist due to insufficiently accurate ice-thickness information. The second largest uncertainty in the computations was the glacier surface mass balance, which is still poorly known. Our time series analysis facilitates an improved comparison with GRACE data and as input to modeling of glacio-isostatic uplift in this region. The study contributed to a better understanding of how glacier systems adjust to ice shelf disintegration.

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Improving the representation of the hydrological cycle in Atmospheric General Circulation Models (AGCMs) is one of the main challenges in modeling the Earth's climate system. One way to evaluate model performance is to simulate the transport of water isotopes. Among those available, tritium (HTO) is an extremely valuable tracer, because its content in the different reservoirs involved in the water cycle (stratosphere, troposphere, ocean) varies by order of magnitude. Previous work incorporated natural tritium into LMDZ-iso, a version of the LMDZ general circulation model enhanced by water isotope diagnostics. Here for the first time, the anthropogenic tritium injected by each of the atmospheric nuclear-bomb tests between 1945 and 1980 has been first estimated and further implemented in the model; it creates an opportunity to evaluate certain aspects of LDMZ over several decades by following the bomb-tritium transient signal through the hydrological cycle. Simulations of tritium in water vapor and precipitation for the period 1950-2008, with both natural and anthropogenic components, are presented in this study. LMDZ-iso satisfactorily reproduces the general shape of the temporal evolution of tritium. However, LMDZ-iso simulates too high a bomb-tritium peak followed by too strong a decrease of tritium in precipitation. The too diffusive vertical advection in AGCMs crucially affects the residence time of tritium in the stratosphere. This insight into model performance demonstrates that the implementation of tritium in an AGCM provides a new and valuable test of the modeled atmospheric transport, complementing water stable isotope modeling.