Modelling of weather radar echoes from anomalous propagation using a hybrid parabolic equation method and NWP model data

Contamination of weather radar echoes by anomalous propagation (anaprop) mechanisms remains a serious issue in quality control of radar precipitation estimates. Although significant progress has been made identifying clutter due to anaprop there is no unique method that solves the question of data reliability without removing genuine data. The work described here relates to the development of a software application that uses a numerical weather prediction (NWP) model to obtain the temperature, humidity and pressure fields to calculate the three dimensional structure of the atmospheric refractive index structure, from which a physically based prediction of the incidence of clutter can be made. This technique can be used in conjunction with existing methods for clutter removal by modifying parameters of detectors or filters according to the physical evidence for anomalous propagation conditions. The parabolic equation method (PEM) is a well established technique for solving the equations for beam propagation in a non-uniformly stratified atmosphere, but although intrinsically very efficient, is not sufficiently fast to be practicable for near real-time modelling of clutter over the entire area observed by a typical weather radar. We demonstrate a fast hybrid PEM technique that is capable of providing acceptable results in conjunction with a high-resolution terrain elevation model, using a standard desktop personal computer. We discuss the performance of the method and approaches for the improvement of the model profiles in the lowest levels of the troposphere.

Closure of the Monte Carlo dynamical equation in the spherical Sherrington-Kirkpatrick model

We study the analytical solution of the Monte Carlo dynamics in the spherical Sherrington-Kirkpatrick model using the technique of the generating function. Explicit solutions for one-time observables (like the energy) and two-time observables (like the correlation and response function) are obtained. We show that the crucial quantity which governs the dynamics is the acceptance rate. At zero temperature, an adiabatic approximation reveals that the relaxational behavior of the model corresponds to that of a single harmonic oscillator with an effective renormalized mass.

What drives invasibility? A multi-model inference test and spatial modelling of alien plant species richness patterns in northern Portugal

Understanding and anticipating biological invasions can focus either on traits that favour species invasiveness or on features of the receiving communities, habitats or landscapes that promote their invasibility. Here, we address invasibility at the regional scale, testing whether some habitats and landscapes are more invasible than others by fitting models that relate alien plant species richness to various environmental predictors. We use a multi-model information-theoretic approach to assess invasibility by modelling spatial and ecological patterns of alien invasion in landscape mosaics and testing competing hypotheses of environmental factors that may control invasibility. Because invasibility may be mediated by particular characteristics of invasiveness, we classified alien species according to their C-S-R plant strategies. We illustrate this approach with a set of 86 alien species in Northern Portugal. We first focus on predictors influencing species richness and expressing invasibility and then evaluate whether distinct plant strategies respond to the same or different groups of environmental predictors. We confirmed climate as a primary determinant of alien invasions and as a primary environmental gradient determining landscape invasibility. The effects of secondary gradients were detected only when the area was sub-sampled according to predictions based on the primary gradient. Then, multiple predictor types influenced patterns of alien species richness, with some types (landscape composition, topography and fire regime) prevailing over others. Alien species richness responded most strongly to extreme land management regimes, suggesting that intermediate disturbance induces biotic resistance by favouring native species richness. Land-use intensification facilitated alien invasion, whereas conservation areas hosted few invaders, highlighting the importance of ecosystem stability in preventing invasions. Plants with different strategies exhibited different responses to environmental gradients, particularly when the variations of the primary gradient were narrowed by sub-sampling. Such differential responses of plant strategies suggest using distinct control and eradication approaches for different areas and alien plant groups.

Statistical assessment of dataset shift and model portability in multi-angle in-track image acquisitions

In this study we propose an evaluation of the angular effects altering the spectral response of the land-cover over multi-angle remote sensing image acquisitions. The shift in the statistical distribution of the pixels observed in an in-track sequence of WorldView-2 images is analyzed by means of a kernel-based measure of distance between probability distributions. Afterwards, the portability of supervised classifiers across the sequence is investigated by looking at the evolution of the classification accuracy with respect to the changing observation angle. In this context, the efficiency of various physically and statistically based preprocessing methods in obtaining angle-invariant data spaces is compared and possible synergies are discussed.

A multi-temporal approach to model endangered species distribution in Europe: the case of the Eurasian otter in Italy

We analysed the relationship between changes in land cover patterns and the Eurasian otter occurrence over the course of about 20 years (1985-2006) using multi-temporal Species Distribution Models (SDMs). The study area includes five river catchments covering most of the otter's Italian range. Land cover and topographic data were used as proxies of the ecological requirements of the otter within a 300-m buffer around river courses. We used species presence, pseudo-absence data, and environmental predictors to build past (1985) and current (2006) SDMs by applying an ensemble procedure through the BIOMOD modelling package. The performance of each model was evaluated by measuring the area under the curve (AUC) of the receiver-operating characteristic (ROC). Multi-temporal analyses of species distribution and land cover maps were performed by comparing the maps produced for 1985 and 2006. The ensemble procedure provided a good overall modelling accuracy, revealing that elevation and slope affected the otter's distribution in the past; in contrast, land cover predictors, such as cultivations and forests, were more important in the present period. During the transition period, 20.5% of the area became suitable, with 76% of the new otter presence data being located in these newly available areas. The multi-temporal analysis suggested that the quality of otter habitat improved in the last 20 years owing to the expansion of forests and to the reduction of cultivated fields in riparian belts. The evidence presented here stresses the great potential of riverine habitat restoration and environmental management for the future expansion of the otter in Italy

Data Envelopment Analysis and non-discretionary inputs : How to select the most suitable model using multi-criteria decision analysis

Within Data Envelopment Analysis, several alternative models allow for an environmental adjustment. The majority of them deliver divergent results. Decision makers face the difficult task of selecting the most suitable model. This study is performed to overcome this difficulty. By doing so, it fills a research gap. First, a two-step web-based survey is conducted. It aims (1) to identify the selection criteria, (2) to prioritize and weight the selection criteria with respect to the goal of selecting the most suitable model and (3) to collect the preferences about which model is preferable to fulfil each selection criterion. Second, Analytic Hierarchy Process is used to quantify the preferences expressed in the survey. Results show that the understandability, the applicability and the acceptability of the alternative models are valid selection criteria. The selection of the most suitable model depends on the preferences of the decision makers with regards to these criteria.

Social Presence Approach Within the Question and Answering eLearning Model: An Experiment with a Multi-Agent System

The model of Questions Answering (Q&A) for eLearning is based on collaborative learning through questions that are posed by students and their answers to that questions which are given by peers, in contrast with the classical model in which students ask questions to the teacher only. In this proposal we extend the Q&A model including the social presence concept and a quantitative measure of it is proposed; besides it is considered the evolution of the resulting Q&A social network after the inclusion of the social presence and taking into account the feedback on questions posed by students and answered by peers. The social network behaviorwas simulated using a Multi-Agent System to compare the proposed social presence model with the classical and the Q&A models

PERFORMANCE ANALYSIS OF A TACTICAL ASSET ALLOCATION – Evidence from the Black–Litterman model based fixed income portfolio

Over time the demand for quantitative portfolio management has increased among financial institutions but there is still a lack of practical tools. In 2008 EDHEC Risk and Asset Management Research Centre conducted a survey of European investment practices. It revealed that the majority of asset or fund management companies, pension funds and institutional investors do not use more sophisticated models to compensate the flaws of the Markowitz mean-variance portfolio optimization. Furthermore, tactical asset allocation managers employ a variety of methods to estimate return and risk of assets, but also need sophisticated portfolio management models to outperform their benchmarks. Recent development in portfolio management suggests that new innovations are slowly gaining ground, but still need to be studied carefully. This thesis tries to provide a practical tactical asset allocation (TAA) application to the Black–Litterman (B–L) approach and unbiased evaluation of B–L models’ qualities. Mean-variance framework, issues related to asset allocation decisions and return forecasting are examined carefully to uncover issues effecting active portfolio management. European fixed income data is employed in an empirical study that tries to reveal whether a B–L model based TAA portfolio is able outperform its strategic benchmark. The tactical asset allocation utilizes Vector Autoregressive (VAR) model to create return forecasts from lagged values of asset classes as well as economic variables. Sample data (31.12.1999–31.12.2012) is divided into two. In-sample data is used for calibrating a strategic portfolio and the out-of-sample period is for testing the tactical portfolio against the strategic benchmark. Results show that B–L model based tactical asset allocation outperforms the benchmark portfolio in terms of risk-adjusted return and mean excess return. The VAR-model is able to pick up the change in investor sentiment and the B–L model adjusts portfolio weights in a controlled manner. TAA portfolio shows promise especially in moderately shifting allocation to more risky assets while market is turning bullish, but without overweighting investments with high beta. Based on findings in thesis, Black–Litterman model offers a good platform for active asset managers to quantify their views on investments and implement their strategies. B–L model shows potential and offers interesting research avenues. However, success of tactical asset allocation is still highly dependent on the quality of input estimates.

International Transmission of the Business Cycle in a Multi-Sector Model.

Multi-country models have not been very successful in replicating important features of the international transmission of business cycles. Standard models predict cross-country correlations of output and consumption which are respectively too low and too high. In this paper, we build a multi-country model of the business cycle with multiple sectors in order to analyze the role of sectoral shocks in the international transmission of the business cycle. We find that a model with multiple sectors generates a higher cross-country correlation of output than standard one-sector models, and a lower cross-country correlation of consumption. In addition, it predicts cross-country correlations of employment and investment that are closer to the data than the standard model. We also analyze the relative effects of multiple sectors, trade in intermediate goods, imperfect substitution between domestic and foreign goods, home preference, capital adjustment costs, and capital depreciation on the international transmission of the business cycle.

Les dérivées de l’hémoglobine dans la structure rétinienne par la technique de réflectométrie multi-spectrale

L’examen de la rétine par des moyens non invasifs et in vivo a été un objectif de recherche pendant plusieurs années. Pour l’œil comme pour tous les organes du corps humain, un apport soutenu en oxygène est nécessaire pour le maintien de l’homéostasie. La concentration en oxygène du sang des vaisseaux rétiniens peut être déterminée principalement à partir des mesures du spectre de réflexion du fond de l’œil. En envoyant une lumière, à différentes longueurs d’onde, sur la rétine et en analysant la nature de la lumière réfléchie par la rétine, il est possible d’obtenir des informations quantitatives sur le niveau d'oxygène dans les vaisseaux sanguins de la rétine ou sur le flux sanguin. Cependant, la modélisation est compliquée due aux différentes interactions et aux chemins que la lumière prend à travers les tissus oculaires avant de quitter l’œil. L’objectif de cette thèse a été de développer et de valider un modèle mathématique afin de calculer les dérivées d’hémoglobine à partir de mesures spectrales de réflectométrie sur les vaisseaux sanguins de la rétine. L’instrument utilisé pour mesurer la fonction spectrale de réflectométrie a été un spectroréflectomètre multi-canal, une technologie capable de mesurer in vivo et en continu 800 spectres simultanément. L'équation mathématique qui décrit la fonction spectrale de réflectométrie dans la zone spectrale de 480 nm à 650 nm a été exprimée comme la combinaison linéaire de plusieurs termes représentant les signatures spectrales de l'hémoglobine SHb, de l'oxyhémoglobine SOHB, l’absorption et la diffusion des milieux oculaires et une famille de fonctions multigaussiennes utilisées pour compenser l’incompatibilité du modèle et les données expérimentales dans la zone rouge du spectre. Les résultats du modèle révèlent que le signal spectral obtenu à partir de mesures de réflectométrie dans l’œil est complexe, contenant la lumière absorbée, réfléchie et diffusée, mais chacun avec une certaine prédominance spécifique en fonction de la zone spectrale. La fonction spectrale d’absorption du sang est dominante dans la zone spectrale 520 à 580 nm, tandis que dans la zone spectrale de longueurs d’ondes plus grandes que 590 nm, la diffusion sur les cellules rouges du sang est dominante. Le modèle a été utilisé afin de mesurer la concentration d’oxygène dans les capillaires de la tête du nerf optique suite à un effort physique dynamique. L’effort physique a entraîné une réduction de la concentration d’oxygène dans les capillaires, ainsi qu’une réduction de la pression intraoculaire, tandis que la saturation sanguine en oxygène, mesurée au niveau du doigt, restait constante. Le modèle mathématique développé dans ce projet a ainsi permis, avec la technique novatrice de spectroréflectométrie multicanal, de déterminer in vivo et d’une manière non invasive l’oxygénation sanguine des vaisseaux rétiniens.

Closure of the Monte Carlo dynamical equation in the spherical Sherrington-Kirkpatrick model

We study the analytical solution of the Monte Carlo dynamics in the spherical Sherrington-Kirkpatrick model using the technique of the generating function. Explicit solutions for one-time observables (like the energy) and two-time observables (like the correlation and response function) are obtained. We show that the crucial quantity which governs the dynamics is the acceptance rate. At zero temperature, an adiabatic approximation reveals that the relaxational behavior of the model corresponds to that of a single harmonic oscillator with an effective renormalized mass.

Asymptotic model for shape resonance control of diatomics by intense non-resonant light: universality in the single-channel approximation

Non-resonant light interacting with diatomics via the polarizability anisotropy couples different rotational states and may lead to strong hybridization of the motion. The modification of shape resonances and low-energy scattering states due to this interaction can be fully captured by an asymptotic model, based on the long-range properties of the scattering (Crubellier et al 2015 New J. Phys. 17 045020). Remarkably, the properties of the field-dressed shape resonances in this asymptotic multi-channel description are found to be approximately linear in the field intensity up to fairly large intensity. This suggests a perturbative single-channel approach to be sufficient to study the control of such resonances by the non-resonant field. The multi-channel results furthermore indicate the dependence on field intensity to present, at least approximately, universal characteristics. Here we combine the nodal line technique to solve the asymptotic Schrödinger equation with perturbation theory. Comparing our single channel results to those obtained with the full interaction potential, we find nodal lines depending only on the field-free scattering length of the diatom to yield an approximate but universal description of the field-dressed molecule, confirming universal behavior.

Pi: A Parallel Architecture Interface for Multi-Model Execution

This thesis defines Pi, a parallel architecture interface that separates model and machine issues, allowing them to be addressed independently. This provides greater flexibility for both the model and machine builder. Pi addresses a set of common parallel model requirements including low latency communication, fast task switching, low cost synchronization, efficient storage management, the ability to exploit locality, and efficient support for sequential code. Since Pi provides generic parallel operations, it can efficiently support many parallel programming models including hybrids of existing models. Pi also forms a basis of comparison for architectural components.