Data assimilation for precipitation nowcasting using Bayesian inference

This work introduces a new variational Bayes data assimilation method for the stochastic estimation of precipitation dynamics using radar observations for short term probabilistic forecasting (nowcasting). A previously developed spatial rainfall model based on the decomposition of the observed precipitation field using a basis function expansion captures the precipitation intensity from radar images as a set of ‘rain cells’. The prior distributions for the basis function parameters are carefully chosen to have a conjugate structure for the precipitation field model to allow a novel variational Bayes method to be applied to estimate the posterior distributions in closed form, based on solving an optimisation problem, in a spirit similar to 3D VAR analysis, but seeking approximations to the posterior distribution rather than simply the most probable state. A hierarchical Kalman filter is used to estimate the advection field based on the assimilated precipitation fields at two times. The model is applied to tracking precipitation dynamics in a realistic setting, using UK Met Office radar data from both a summer convective event and a winter frontal event. The performance of the model is assessed both traditionally and using probabilistic measures of fit based on ROC curves. The model is shown to provide very good assimilation characteristics, and promising forecast skill. Improvements to the forecasting scheme are discussed

Bayesian data assimilation

This thesis addresses data assimilation, which typically refers to the estimation of the state of a physical system given a model and observations, and its application to short-term precipitation forecasting. A general introduction to data assimilation is given, both from a deterministic and' stochastic point of view. Data assimilation algorithms are reviewed, in the static case (when no dynamics are involved), then in the dynamic case. A double experiment on two non-linear models, the Lorenz 63 and the Lorenz 96 models, is run and the comparative performance of the methods is discussed in terms of quality of the assimilation, robustness "in the non-linear regime and computational time. Following the general review and analysis, data assimilation is discussed in the particular context of very short-term rainfall forecasting (nowcasting) using radar images. An extended Bayesian precipitation nowcasting model is introduced. The model is stochastic in nature and relies on the spatial decomposition of the rainfall field into rain "cells". Radar observations are assimilated using a Variational Bayesian method in which the true posterior distribution of the parameters is approximated by a more tractable distribution. The motion of the cells is captured by a 20 Gaussian process. The model is tested on two precipitation events, the first dominated by convective showers, the second by precipitation fronts. Several deterministic and probabilistic validation methods are applied and the model is shown to retain reasonable prediction skill at up to 3 hours lead time. Extensions to the model are discussed.

Leading edge forecasting techniques for exchange rate prediction

This paper describes how modern machine learning techniques can be used in conjunction with statistical methods to forecast short term movements in exchange rates, producing models suitable for use in trading. It compares the results achieved by two different techniques, and shows how they can be used in a complementary fashion. The paper draws on experience of both inter- and intra-day forecasting taken from earlier studies conducted by Logica and Chemical Bank Quantitative Research and Trading (QRT) group's experience in developing trading models.

Dynamic causal modeling of load-dependent modulation of effective connectivity within the verbal working memory network

Neuroimaging studies have consistently shown that working memory (WM) tasks engage a distributed neural network that primarily includes the dorsolateral prefrontal cortex, the parietal cortex, and the anterior cingulate cortex. The current challenge is to provide a mechanistic account of the changes observed in regional activity. To achieve this, we characterized neuroplastic responses in effective connectivity between these regions at increasing WM loads using dynamic causal modeling of functional magnetic resonance imaging data obtained from healthy individuals during a verbal n-back task. Our data demonstrate that increasing memory load was associated with (a) right-hemisphere dominance, (b) increasing forward (i.e., posterior to anterior) effective connectivity within the WM network, and (c) reduction in individual variability in WM network architecture resulting in the right-hemisphere forward model reaching an exceedance probability of 99% in the most demanding condition. Our results provide direct empirical support that task difficulty, in our case WM load, is a significant moderator of short-term plasticity, complementing existing theories of task-related reduction in variability in neural networks. Hum Brain Mapp, 2013. © 2013 Wiley Periodicals, Inc.

Short- and long-term changes in corneal aberrations and axial length induced by orthokeratology in children are not correlated

PURPOSE: To assess the correlation between changes in corneal aberrations and the 2-year change in axial length in children fitted with orthokeratology (OK) contact lenses. METHODS: Thirty-one subjects 6 to 12 years of age and with myopia −0.75 to −4.00DS and astigmatism ≤1.00DC were fitted with OK. Measurements of axial length and corneal topography were taken at regular intervals over a 2-year period. Corneal topography at baseline and after 3 and 24 months of OK lens wear was used to derive higher-order corneal aberrations (HOA) that were correlated with OK-induced axial length changes at 2 years. RESULTS: Significant changes in C3, C4, C4, root mean square (RMS) secondary astigmatism and fourth and total HOA were found with both 3 and 24 months of OK lens wear in comparison with baseline (all P0.05). Coma angle of orientation changed significantly pre-OK in comparison with 3 and 24 months post-OK as well as secondary astigmatism angle of orientation pre-OK in comparison with 24 months post-OK (all P0.05). DISCUSSION: Short-term and long-term OK lens wear induces significant changes in corneal aberrations that are not significantly correlated with changes in axial elongation after 2-years.