Towards improving the framework for probabilistic forecast evaluation

The evaluation of forecast performance plays a central role both in the interpretation and use of forecast systems and in their development. Different evaluation measures (scores) are available, often quantifying different characteristics of forecast performance. The properties of several proper scores for probabilistic forecast evaluation are contrasted and then used to interpret decadal probability hindcasts of global mean temperature. The Continuous Ranked Probability Score (CRPS), Proper Linear (PL) score, and IJ Good’s logarithmic score (also referred to as Ignorance) are compared; although information from all three may be useful, the logarithmic score has an immediate interpretation and is not insensitive to forecast busts. Neither CRPS nor PL is local; this is shown to produce counter intuitive evaluations by CRPS. Benchmark forecasts from empirical models like Dynamic Climatology place the scores in context. Comparing scores for forecast systems based on physical models (in this case HadCM3, from the CMIP5 decadal archive) against such benchmarks is more informative than internal comparison systems based on similar physical simulation models with each other. It is shown that a forecast system based on HadCM3 out performs Dynamic Climatology in decadal global mean temperature hindcasts; Dynamic Climatology previously outperformed a forecast system based upon HadGEM2 and reasons for these results are suggested. Forecasts of aggregate data (5-year means of global mean temperature) are, of course, narrower than forecasts of annual averages due to the suppression of variance; while the average “distance” between the forecasts and a target may be expected to decrease, little if any discernible improvement in probabilistic skill is achieved.

Carbon trading for phosphorus gain: the balance between rhizosphere carboxylates and arbuscular mycorrhizal symbiosis in plant phosphorus acquisition

Two key plant adaptations for phosphorus (P) acquisition are carboxylate exudation into the rhizosphere and mycorrhizal symbioses. These target different soil P resources, presumably with different plant carbon costs. We examined the effect of inoculation with arbuscular mycorrhizal fungi (AMF) on amount of rhizosphere carboxylates and plant P uptake for 10 species of low-P adapted Kennedia grown for 23 weeks in low-P sand. Inoculation decreased carboxylates in some species (up to 50%), decreased plant dry weight (21%) and increased plant P content (23%). There was a positive logarithmic relationship between plant P content and the amount of rhizosphere citric acid for inoculated and uninoculated plants. Causality was indicated by experiments using sand where little citric acid was lost from the soil solution over 2 h and citric acid at low concentrations desorbed P into the soil solution. Senesced leaf P concentration was often low and P-resorption efficiencies reached >90%. In conclusion, we propose that mycorrhizally mediated resource partitioning occurred because inoculation reduced rhizosphere carboxylates, but increased plant P uptake. Hence, presumably, the proportion of plant P acquired from strongly sorbed sources decreased with inoculation, while the proportion from labile inorganic P increased. Implications for plant fitness under field conditions now require investigation.

Resolution and discrimination - two sides of the same coin

The notions of resolution and discrimination of probability forecasts are revisited. It is argued that the common concept underlying both resolution and discrimination is the dependence (in the sense of probability theory) of forecasts and observations. More specifically, a forecast has no resolution if and only if it has no discrimination if and only if forecast and observation are stochastically independent. A statistical tests for independence is thus also a test for no resolution and, at the same time, for no discrimination. The resolution term in the decomposition of the logarithmic scoring rule, and the area under the Receiver Operating Characteristic will be investigated in this light.

DENSITY PROFILE, VELOCITY ANISOTROPY, AND LINE-OF-SIGHT EXTERNAL CONVERGENCE OF SLACS GRAVITATIONAL LENSES

Data from 58 strong-lensing events surveyed by the Sloan Lens ACS Survey are used to estimate the projected galaxy mass inside their Einstein radii by two independent methods: stellar dynamics and strong gravitational lensing. We perform a joint analysis of these two estimates inside models with up to three degrees of freedom with respect to the lens density profile, stellar velocity anisotropy, and line-of-sight (LOS) external convergence, which incorporates the effect of the large-scale structure on strong lensing. A Bayesian analysis is employed to estimate the model parameters, evaluate their significance, and compare models. We find that the data favor Jaffe`s light profile over Hernquist`s, but that any particular choice between these two does not change the qualitative conclusions with respect to the features of the system that we investigate. The density profile is compatible with an isothermal, being sightly steeper and having an uncertainty in the logarithmic slope of the order of 5% in models that take into account a prior ignorance on anisotropy and external convergence. We identify a considerable degeneracy between the density profile slope and the anisotropy parameter, which largely increases the uncertainties in the estimates of these parameters, but we encounter no evidence in favor of an anisotropic velocity distribution on average for the whole sample. An LOS external convergence following a prior probability distribution given by cosmology has a small effect on the estimation of the lens density profile, but can increase the dispersion of its value by nearly 40%.

An automatic correction method for the heel effect in digitized mammography images

The most significant radiation field nonuniformity is the well-known Heel effect. This nonuniform beam effect has a negative influence on the results of computer-aided diagnosis of mammograms, which is frequently used for early cancer detection. This paper presents a method to correct all pixels in the mammography image according to the excess or lack on radiation to which these have been submitted as a result of the this effect. The current simulation method calculates the intensities at all points of the image plane. In the simulated image, the percentage of radiation received by all the points takes the center of the field as reference. In the digitized mammography, the percentages of the optical density of all the pixels of the analyzed image are also calculated. The Heel effect causes a Gaussian distribution around the anode-cathode axis and a logarithmic distribution parallel to this axis. Those characteristic distributions are used to determine the center of the radiation field as well as the cathode-anode axis, allowing for the automatic determination of the correlation between these two sets of data. The measurements obtained with our proposed method differs on average by 2.49 mm in the direction perpendicular to the anode-cathode axis and 2.02 mm parallel to the anode-cathode axis of commercial equipment. The method eliminates around 94% of the Heel effect in the radiological image and the objects will reflect their x-ray absorption. To evaluate this method, experimental data was taken from known objects, but could also be done with clinical and digital images.

Thermodynamical description of the interaction between holographic dark energy and dark matter

We present a thermodynamical description of the interaction between holographic dark energy and dark matter. If holographic dark energy and dark matter evolve separately, each of them remains in thermodynamic equilibrium. A small interaction between them may be viewed as a stable thermal fluctuation that brings a logarithmic correction to the equilibrium entropy. From this correction we obtain a physical expression for the interaction which is consistent with phenomenological descriptions and passes reasonably well the observational tests: (c) 2008 Elsevier B.V. All rights reserved.

Relaxation of the electrical resistivity in Cr-doped Nd(0.5)Ca(0.5)MnO(3) single crystals

We have performed a systematic study of the time and temperature dependencies of the electrical resistivity (rho(T, t)) inNd(0.5)Ca(0.5)Mn(1-x)Cr(x)O(3) single crystals with x = 0.02 and 0.07 in order to examine the dynamics of the phase separation. The relaxation effects can be described by the combination of a rapid exponential increase/decrease with a slower logarithmic contribution at longer times. The experimental results suggest the existence of a large temperature window in which huge relaxation effects occur, and the relative fraction of the coexisting phases rapidly changes as a function of time, depending on the initial magnetic state of the sample. The rho(T, t) relaxation measurements were shown to be a suitable tool for probing the dynamical nature of the phase separation, in which magnetically distinct phases compete against each other in a wide temperature range. In addition, the features observed in the rho(T, t) curves were found to be in excellent agreement with both the magnetic properties and the structural transitions observed in these manganites.

Spontaneous breaking of superconformal invariance in (2+1) D supersymmetric Chern-Simons-matter theories in the large N limit

In this work we study the spontaneous breaking of superconformal and gauge invariances in the Abelian N = 1,2 three-dimensional supersymmetric Chern-Simons-matter (SCSM) theories in a large N flavor limit. We compute the Kahlerian effective superpotential at subleading order in 1/N and show that the Coleman-Weinberg mechanism is responsible for the dynamical generation of a mass scale in the N = 1 model. This effect appears due to two-loop diagrams that are logarithmic divergent. We also show that the Coleman-Weinberg mechanism fails when we lift from the N = 1 to the N = 2 SCSM model. (C) 2010 Elsevier B.V All rights reserved.

A compound class of Weibull and power series distributions

In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

Two additions to Lucas's "inflation and welfare"

This work adds to Lucas (2000) by providing analytical solutions to two problems that are solved only numerically by the author. The first part uses a theorem in control theory (Arrow' s sufficiency theorem) to provide sufficiency conditions to characterize the optimum in a shopping-time problem where the value function need not be concave. In the original paper the optimality of the first-order condition is characterized only by means of a numerical analysis. The second part of the paper provides a closed-form solution to the general-equilibrium expression of the welfare costs of inflation when the money demand is double logarithmic. This closed-form solution allows for the precise calculation of the difference between the general-equilibrium and Bailey's partial-equilibrium estimates of the welfare losses due to inflation. Again, in Lucas's original paper, the solution to the general-equilibrium-case underlying nonlinear differential equation is done only numerically, and the posterior assertion that the general-equilibrium welfare figures cannot be distinguished from those derived using Bailey's formula rely only on numerical simulations as well.

Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions

This paper has two original contributions. First, we show that the present value model (PVM hereafter), which has a wide application in macroeconomics and fi nance, entails common cyclical feature restrictions in the dynamics of the vector error-correction representation (Vahid and Engle, 1993); something that has been already investigated in that VECM context by Johansen and Swensen (1999, 2011) but has not been discussed before with this new emphasis. We also provide the present value reduced rank constraints to be tested within the log-linear model. Our second contribution relates to forecasting time series that are subject to those long and short-run reduced rank restrictions. The reason why appropriate common cyclical feature restrictions might improve forecasting is because it finds natural exclusion restrictions preventing the estimation of useless parameters, which would otherwise contribute to the increase of forecast variance with no expected reduction in bias. We applied the techniques discussed in this paper to data known to be subject to present value restrictions, i.e. the online series maintained and up-dated by Shiller. We focus on three different data sets. The fi rst includes the levels of interest rates with long and short maturities, the second includes the level of real price and dividend for the S&P composite index, and the third includes the logarithmic transformation of prices and dividends. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to them. Moreover, imposing short-run restrictions produce forecast winners 70% of the time for target variables of PVMs and 63.33% of the time when all variables in the system are considered.

Earnings dynamics and inequality in Venezuela: 1995-1997

In this paper, we decompose the variance of logarithmic monthly earnings of prime age males into its permanent and transitory components, using a five-wave rotating panel from the Venezuelan “Encuesta de Hogares por Muestreo” from 1995 to 1997. As far as we know, this is the first time a variance components model is estimated for a developing country. We test several specifications and find that an error component model with individual random effects and first order serially correlated errors fits the data well. In the simplest model, around 22% of earnings variance is explained by the variance of permanent component, 77% by purely stochastic variation and the remaining 1% by serial correlation. These results contrast with studies from industrial countries where the permanent component is predominant. The permanent component is usually interpreted as the results of productivity characteristics of individuals whereas the transitory component is due to stochastic perturbations such as job and/or price instability, among others. Our findings may be due to the timing of the panel when occurred precisely during macroeconomic turmoil resulting from a severe financial crisis. The findings suggest that earnings instability is an important source of inequality in a region characterized by high inequality and macroeconomic instability.

Controle químico de biótipos de buva (Conyza canadensis e Conyza bonariensis) resistentes ao glyphosate

Studies were conducted at Estacao Experimental de Citricultura de Bebedouro, SP to evaluate the response of glyphosate-resistant horseweed and hairy fleabane biotypes to herbicides glyphosate, bromacil + diuron, diuron e paraquat isolated and in mixture and effect of a sequential application of glyphosate. The experimental design was of complete randomized blocks with four replication and seven treatments. The herbicides were applied with costal sprayer, constant pressure with three nozzles TT110015, the equivalent spray volume was 150 L ha(-1). The control was visually evaluated, trough percentile note scale. The best results were obtained to general control of weed with diuron isolated and glyphosate in mixture with bromacil + diuron while to glyphosate-resistant horseweed and hairy fleabane there was no difference between the treatments. After sequential application to Conyza sp control, the best treatment was obtained associated with diuron and bromacil+diuron.

Aplicação de óleo fúsel isolado e em mistura com glifosato na pós-emergência tardia de plantas daninhas

Este trabalho foi realizado no Centro de Cana IAC, Ribeirão Preto, com o objetivo de avaliar a eficácia do óleo fúsel isolado e em mistura com glifosato, aplicado na pós-emergência tardia de plantas daninhas de uma comunidade natural. O delineamento experimental foi em blocos casualizados (DBC), com 13 tratamentos em quatro repetições, sendo 52 parcelas de 3 x 3 m cada. A aplicação dos tratamentos foi realizada em 22/3/2006, com equipamento costal pressurizado munido de barra com quatro pontas de pulverização Teejet 110.02 TT, regulado para volume de calda de 212 L ha-1. Avaliaram-se a porcentagem de controle aos 14, 21, 28, 35 e 42 dias após a aplicação do tratamento (DAA) e a massa seca, aos 42 DAA. Para a maioria dos tratamentos somente não houve 100% de controle devido à presença de plantas daninhas dos gêneros Commelina e Cyperus spp., que, mesmo com partes amareladas, foram mais tolerantes à aplicação dos produtos. O controle obtido com óleo fúsel aplicado isoladamente não ultrapassou 20%, aos 42 DAA.

Uniformidade de deposição da calda de pulverização de herbicidas em barra lateral protegida com diferentes combinações de pontas de pulverização

O presente trabalho objetivou estudar a uniformidade de distribuição da calda de pulverização contendo herbicidas, em culturas perenes arbustivas, utilizando combinações de pontas de pulverização em barra lateral protegida, conduzida a pequena distância do alvo, na linha de culturas perenes arbustivas. Para isso, foi desenvolvido um programa computacional que permite simular a sobreposição do leque de pulverização, da porção protegida da barra e do leque formado pela ponta de pulverização do bico mais extremo da barra, de modo diferente dos demais programas. Após a seleção das melhores combinações de pontas de pulverização por meio de simulação dos padrões de deposição da pulverização das pontas individuais e dos coeficientes de variação menores que 10%, algumas dessas combinações foram testadas em campo, aplicando-se um herbicida sistêmico (glyphosate) e outro com ação de contato (paraquat). Os resultados indicaram que o programa computacional desenvolvido pode constituir-se em um auxiliar valioso para a seleção das melhores combinações de pontas de pulverização. em aplicações tanto do herbicida glyphosate quanto do paraquat, com volumes de calda mais reduzidos,abaixo de 100 L ha-1, destacaram-se como arranjos mais eficientes: a) pontas TT110015 distanciadas de 52,5 cm entre si, combinadas com a ponta TK-0,5 na extremidade da barra a 50 cm do último bico, operando na velocidade de 5 km h-1 e pressão de 103 kPa (15 lbf pol-2), com distância de caminhamento do tronco da árvore de 20 cm ; b) pontas SMCE2 distanciadas de 15 cm entre si, combinadas com a ponta TK-0,5 na extremidade da barra de 20 cm do último bico, operando na velocidade de 4 km h-1 e pressão de 414 kPa (60 lbf pol-2), com distância de caminhamento do tronco da árvore de 30 cm ; e c) pontas TLX-2 distanciadas de 15 cm entre si, combinadas com a ponta TK-0,5 na extremidade da barra de 20 cm do último bico, operando à velocidade de 5 km h-1 e pressão de 414 kPa (60 lbf pol-2), com distância de caminhamento do tronco da árvore de 30 cm. A velocidade de deslocamento do pulverizador de 5 km h-1 proporcionou melhores condições para que os herbicidas estudados apresentassem melhor controle de plantas daninhas, quando comparada com a velocidade de deslocamento do pulverizador de 4 km h-1.