Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Four-dimensional data assimilation and balanced dynamics

The problem of spurious excitation of gravity waves in the context of four-dimensional data assimilation is investigated using a simple model of balanced dynamics. The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode, and can be initialized such that the model evolves on a so-called slow manifold, where the fast motion is suppressed. Identical twin assimilation experiments are performed, comparing the extended and ensemble Kalman filters (EKF and EnKF, respectively). The EKF uses a tangent linear model (TLM) to estimate the evolution of forecast error statistics in time, whereas the EnKF uses the statistics of an ensemble of nonlinear model integrations. Specifically, the case is examined where the true state is balanced, but observation errors project onto all degrees of freedom, including the fast modes. It is shown that the EKF and EnKF will assimilate observations in a balanced way only if certain assumptions hold, and that, outside of ideal cases (i.e., with very frequent observations), dynamical balance can easily be lost in the assimilation. For the EKF, the repeated adjustment of the covariances by the assimilation of observations can easily unbalance the TLM, and destroy the assumptions on which balanced assimilation rests. It is shown that an important factor is the choice of initial forecast error covariance matrix. A balance-constrained EKF is described and compared to the standard EKF, and shown to offer significant improvement for observation frequencies where balance in the standard EKF is lost. The EnKF is advantageous in that balance in the error covariances relies only on a balanced forecast ensemble, and that the analysis step is an ensemble-mean operation. Numerical experiments show that the EnKF may be preferable to the EKF in terms of balance, though its validity is limited by ensemble size. It is also found that overobserving can lead to a more unbalanced forecast ensemble and thus to an unbalanced analysis.

Making the most of PAS data: Macro- and micro-level studies of Romano-British settlement

The Portable Antiquities Scheme (PAS) database includes records of over 225,000 artefacts of Roman date, with a wide geographical coverage and the potential to contribute to our understanding of Romano-British landscapes and settlement at several scales of analysis. This paper draws upon the author’s doctoral research to describe regional case studies from six counties (Wiltshire, Worcestershire, Warwickshire, Northamptonshire, North Lincolnshire and Cumbria) on the use of PAS data. The data have value nationally and regionally as general guides to ancient settlement patterns, but it is arguably at the micro-scale that they have the most potential. With reference to detailed landscape studies from parts of Warwickshire and Wiltshire, the paper argues that sites represented by PAS data are often rural settlements that show evidence for continued activity throughout the Roman period. The paper demonstrates that with an appropriate methodology PAS data can be an immensely valuable archaeological resource, particularly when interpreted at multiple scales, and can be considerably more than a guide to broad distributions of Roman finds.

Evidence for changes in stratospheric transport and mixing over the past three decades based on multiple data sets and tropical leaky pipe analysis

Variability in the strength of the stratospheric Lagrangian mean meridional or Brewer-Dobson circulation and horizontal mixing into the tropics over the past three decades are examined using observations of stratospheric mean age of air and ozone. We use a simple representation of the stratosphere, the tropical leaky pipe (TLP) model, guided by mean meridional circulation and horizontal mixing changes in several reanalyses data sets and chemistry climate model (CCM) simulations, to help elucidate reasons for the observed changes in stratospheric mean age and ozone. We find that the TLP model is able to accurately simulate multiyear variability in ozone following recent major volcanic eruptions and the early 2000s sea surface temperature changes, as well as the lasting impact on mean age of relatively short-term circulation perturbations. We also find that the best quantitative agreement with the observed mean age and ozone trends over the past three decades is found assuming a small strengthening of the mean circulation in the lower stratosphere, a moderate weakening of the mean circulation in the middle and upper stratosphere, and a moderate increase in the horizontal mixing into the tropics. The mean age trends are strongly sensitive to trends in the horizontal mixing into the tropics, and the uncertainty in the mixing trends causes uncertainty in the mean circulation trends. Comparisons of the mean circulation and mixing changes suggested by the measurements with those from a recent suite of CCM runs reveal significant differences that may have important implications on the accurate simulation of future stratospheric climate.

Data Assimilation and Inverse Methods in Terms of a Probabilistic Formulation

The weak-constraint inverse for nonlinear dynamical models is discussed and derived in terms of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak-constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. they also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. the feasibility of the new methods is illustrated in a two-layer quasigeostrophic model.

Upgrading a TCABR data analysis and acquisition system for remote participation using Java, XML, RCP and modern client/server communication/authentication

The TCABR data analysis and acquisition system has been upgraded to support a joint research programme using remote participation technologies. The architecture of the new system uses Java language as programming environment. Since application parameters and hardware in a joint experiment are complex with a large variability of components, requirements and specification solutions need to be flexible and modular, independent from operating system and computer architecture. To describe and organize the information on all the components and the connections among them, systems are developed using the extensible Markup Language (XML) technology. The communication between clients and servers uses remote procedure call (RPC) based on the XML (RPC-XML technology). The integration among Java language, XML and RPC-XML technologies allows to develop easily a standard data and communication access layer between users and laboratories using common software libraries and Web application. The libraries allow data retrieval using the same methods for all user laboratories in the joint collaboration, and the Web application allows a simple graphical user interface (GUI) access. The TCABR tokamak team in collaboration with the IPFN (Instituto de Plasmas e Fusao Nuclear, Instituto Superior Tecnico, Universidade Tecnica de Lisboa) is implementing this remote participation technologies. The first version was tested at the Joint Experiment on TCABR (TCABRJE), a Host Laboratory Experiment, organized in cooperation with the IAEA (International Atomic Energy Agency) in the framework of the IAEA Coordinated Research Project (CRP) on ""Joint Research Using Small Tokamaks"". (C) 2010 Elsevier B.V. All rights reserved.

The Schenberg data acquisition and analysis: results from its first commissioning run

The Mario Schenberg gravitational wave detector has started its commissioning phase at the Physics Institute of the University of Sao Paulo. We have collected almost 200 h of data from the instrument in order to check out its behavior and performance. We have also been developing a data acquisition system for it under a VXI System. Such a system is composed of an analog-to-digital converter and a GPS receiver for time synchronization. We have been building the software that controls and sets up the data acquisition. Here we present an overview of the Mario Schenberg detector and its data acquisition system, some results from the first commissioning run and solutions for some problems we have identified.

Missing data mechanisms and their implications on the analysis of categorical data

We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.

Road network and GPS tracking with data processing and quality assessment

GPS technology has been embedded into portable, low-cost electronic devices nowadays to track the movements of mobile objects. This implication has greatly impacted the transportation field by creating a novel and rich source of traffic data on the road network. Although the promise offered by GPS devices to overcome problems like underreporting, respondent fatigue, inaccuracies and other human errors in data collection is significant; the technology is still relatively new that it raises many issues for potential users. These issues tend to revolve around the following areas: reliability, data processing and the related application. This thesis aims to study the GPS tracking form the methodological, technical and practical aspects. It first evaluates the reliability of GPS based traffic data based on data from an experiment containing three different traffic modes (car, bike and bus) traveling along the road network. It then outline the general procedure for processing GPS tracking data and discuss related issues that are uncovered by using real-world GPS tracking data of 316 cars. Thirdly, it investigates the influence of road network density in finding optimal location for enhancing travel efficiency and decreasing travel cost. The results show that the geographical positioning is reliable. Velocity is slightly underestimated, whereas altitude measurements are unreliable.Post processing techniques with auxiliary information is found necessary and important when solving the inaccuracy of GPS data. The densities of the road network influence the finding of optimal locations. The influence will stabilize at a certain level and do not deteriorate when the node density is higher.

Improvement on the sales forecast accuracy for a fast growing company by the best combination of historical data usage and clients segmentation

Industrial companies in developing countries are facing rapid growths, and this requires having in place the best organizational processes to cope with the market demand. Sales forecasting, as a tool aligned with the general strategy of the company, needs to be as much accurate as possible, in order to achieve the sales targets by making available the right information for purchasing, planning and control of production areas, and finally attending in time and form the demand generated. The present dissertation uses a single case study from the subsidiary of an international explosives company based in Brazil, Maxam, experiencing high growth in sales, and therefore facing the challenge to adequate its structure and processes properly for the rapid growth expected. Diverse sales forecast techniques have been analyzed to compare the actual monthly sales forecast, based on the sales force representatives’ market knowledge, with forecasts based on the analysis of historical sales data. The dissertation findings show how the combination of both qualitative and quantitative forecasts, by the creation of a combined forecast that considers both client´s demand knowledge from the sales workforce with time series analysis, leads to the improvement on the accuracy of the company´s sales forecast.