Comparison of terrain following and cut cell grids using a non-hydrostatic model

Terrain following coordinates are widely used in operational models but the cut cell method has been proposed as an alternative that can more accurately represent atmospheric dynamics over steep orography. Because the type of grid is usually chosen during model implementation, it becomes necessary to use different models to compare the accuracy of different grids. In contrast, here a C-grid finite volume model enables a like-for-like comparison of terrain following and cut cell grids. A series of standard two-dimensional tests using idealised terrain are performed: tracer advection in a prescribed horizontal velocity field, a test starting from resting initial conditions, and orographically induced gravity waves described by nonhydrostatic dynamics. In addition, three new tests are formulated: a more challenging resting atmosphere case, and two new advection tests having a velocity field that is everywhere tangential to the terrain following coordinate surfaces. These new tests present a challenge on cut cell grids. The results of the advection tests demonstrate that accuracy depends primarily upon alignment of the flow with the grid rather than grid orthogonality. A resting atmosphere is well-maintained on all grids. In the gravity waves test, results on all grids are in good agreement with existing results from the literature, although terrain following velocity fields lead to errors on cut cell grids. Due to semi-implicit timestepping and an upwind-biased, explicit advection scheme, there are no timestep restrictions associated with small cut cells. We do not find the significant advantages of cut cells or smoothed coordinates that other authors find.

Improvement and sensitivity analysis of thermal thin-ice thickness retrievals

Considering the sea ice decline in the Arctic during the last decades, polynyas are of high research interest since these features are core areas of new ice formation. The determination of ice formation requires accurate retrieval of polynya area and thin-ice thickness (TIT) distribution within the polynya.We use an established energy balance model to derive TITs with MODIS ice surface temperatures (Ts) and NCEP/DOE Reanalysis II in the Laptev Sea for two winter seasons. Improvements of the algorithm mainly concern the implementation of an iterative approach to calculate the atmospheric flux components taking the atmospheric stratification into account. Furthermore, a sensitivity study is performed to analyze the errors of the ice thickness. The results are the following: 1) 2-m air temperatures (Ta) and Ts have the highest impact on the retrieved ice thickness; 2) an overestimation of Ta yields smaller ice thickness errors as an underestimation of Ta; 3) NCEP Ta shows often a warm bias; and 4) the mean absolute error for ice thicknesses up to 20 cm is ±4.7 cm. Based on these results, we conclude that, despite the shortcomings of the NCEP data (coarse spatial resolution and no polynyas), this data set is appropriate in combination with MODIS Ts for the retrieval of TITs up to 20 cm in the Laptev Sea region. The TIT algorithm can be applied to other polynya regions and to past and future time periods. Our TIT product is a valuable data set for verification of other model and remote sensing ice thickness data.

Dynamical trust and reputation computation model for B2C E-Commerce

Trust is one of the most important factors that influence the successful application of network service environments, such as e-commerce, wireless sensor networks, and online social networks. Computation models associated with trust and reputation have been paid special attention in both computer societies and service science in recent years. In this paper, a dynamical computation model of reputation for B2C e-commerce is proposed. Firstly, conceptions associated with trust and reputation are introduced, and the mathematical formula of trust for B2C e-commerce is given. Then a dynamical computation model of reputation is further proposed based on the conception of trust and the relationship between trust and reputation. In the proposed model, classical varying processes of reputation of B2C e-commerce are discussed. Furthermore, the iterative trust and reputation computation models are formulated via a set of difference equations based on the closed-loop feedback mechanism. Finally, a group of numerical simulation experiments are performed to illustrate the proposed model of trust and reputation. Experimental results show that the proposed model is effective in simulating the dynamical processes of trust and reputation for B2C e-commerce.

An idealized study of coupled atmosphere-ocean 4D-Var in the presence of model error

Atmosphere only and ocean only variational data assimilation (DA) schemes are able to use window lengths that are optimal for the error growth rate, non-linearity and observation density of the respective systems. Typical window lengths are 6-12 hours for the atmosphere and 2-10 days for the ocean. However, in the implementation of coupled DA schemes it has been necessary to match the window length of the ocean to that of the atmosphere, which may potentially sacrifice the accuracy of the ocean analysis in order to provide a more balanced coupled state. This paper investigates how extending the window length in the presence of model error affects both the analysis of the coupled state and the initialized forecast when using coupled DA with differing degrees of coupling. Results are illustrated using an idealized single column model of the coupled atmosphere-ocean system. It is found that the analysis error from an uncoupled DA scheme can be smaller than that from a coupled analysis at the initial time, due to faster error growth in the coupled system. However, this does not necessarily lead to a more accurate forecast due to imbalances in the coupled state. Instead coupled DA is more able to update the initial state to reduce the impact of the model error on the accuracy of the forecast. The effect of model error is potentially most detrimental in the weakly coupled formulation due to the inconsistency between the coupled model used in the outer loop and uncoupled models used in the inner loop.

Sequence-specific reconstruction from fragmentary databases using seed sequences: implementation and validation on SAGE, proteome and generic sequencing data

Motivation: DNA assembly programs classically perform an all-against-all comparison of reads to identify overlaps, followed by a multiple sequence alignment and generation of a consensus sequence. If the aim is to assemble a particular segment, instead of a whole genome or transcriptome, a target-specific assembly is a more sensible approach. GenSeed is a Perl program that implements a seed-driven recursive assembly consisting of cycles comprising a similarity search, read selection and assembly. The iterative process results in a progressive extension of the original seed sequence. GenSeed was tested and validated on many applications, including the reconstruction of nuclear genes or segments, full-length transcripts, and extrachromosomal genomes. The robustness of the method was confirmed through the use of a variety of DNA and protein seeds, including short sequences derived from SAGE and proteome projects.

A nonlinear regression model with skew-normal errors

In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

A Floating-point Extended Kalman Filter Implementation for Autonomous Mobile Robots

Localization and Mapping are two of the most important capabilities for autonomous mobile robots and have been receiving considerable attention from the scientific computing community over the last 10 years. One of the most efficient methods to address these problems is based on the use of the Extended Kalman Filter (EKF). The EKF simultaneously estimates a model of the environment (map) and the position of the robot based on odometric and exteroceptive sensor information. As this algorithm demands a considerable amount of computation, it is usually executed on high end PCs coupled to the robot. In this work we present an FPGA-based architecture for the EKF algorithm that is capable of processing two-dimensional maps containing up to 1.8 k features at real time (14 Hz), a three-fold improvement over a Pentium M 1.6 GHz, and a 13-fold improvement over an ARM920T 200 MHz. The proposed architecture also consumes only 1.3% of the Pentium and 12.3% of the ARM energy per feature.

A novel MAP-MRF approach for multispectral image contextual classification using combination of suboptimal iterative algorithms

In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.

Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

An R implementation for generalized Birnbaum-Saunders distributions

The Birnbaum-Saunders (BS) model is a positively skewed statistical distribution that has received great attention in recent decades. A generalized version of this model was derived based on symmetrical distributions in the real line named the generalized BS (GBS) distribution. The R package named gbs was developed to analyze data from GBS models. This package contains probabilistic and reliability indicators and random number generators from GBS distributions. Parameter estimates for censored and uncensored data can also be obtained by means of likelihood methods from the gbs package. Goodness-of-fit and diagnostic methods were also implemented in this package in order to check the suitability of the GBS models. in this article, the capabilities and features of the gbs package are illustrated by using simulated and real data sets. Shape and reliability analyses for GBS models are presented. A simulation study for evaluating the quality and sensitivity of the estimation method developed in the package is provided and discussed. (C) 2008 Elsevier B.V. All rights reserved.

QoS-aware model driven architecture through the UML and CIM

The specification of Quality of Service (QoS) constraints over software design requires measures that ensure such requirements are met by the delivered product. Achieving this goal is non-trivial, as it involves, at least, identifying how QoS constraint specifications should be checked at the runtime. In this paper we present an implementation of a Model Driven Architecture (MDA) based framework for the runtime monitoring of QoS properties. We incorporate the UML2 superstructure and the UML profile for Quality of Service to provide abstract descriptions of component-and-connector systems. We then define transformations that refine the UML2 models to conform with the Distributed Management Taskforce (DMTF) Common Information Model (CIM) (Distributed Management Task Force Inc. 2006), a schema standard for management and instrumentation of hardware and software. Finally, we provide a mapping the CIM metamodel to a .NET-based metamodel for implementation of the monitoring infrastructure utilising various .NET features including the Windows Management Instrumentation (WMI) interface.

Constructing a Structural Macroeconomic Model Using Multiple Techniques

This project constructs a structural model of the United States Economy. This task is tackled in two separate ways: first econometric methods and then using a neural network, both with a structure that mimics the structure of the U.S. economy. The structural model tracks the performance of U.S. GDP rather well in a dynamic simulation, with an average error of just over 1 percent. The neural network performed well, but suffered from some theoretical, as well as some implementation issues.

Developing a Model for Pedestrian Route Selection at Colby

Millions of unconscious calculations are made daily by pedestrians walking through the Colby College campus. I used ArcGIS to make a predictive spatial model that chose paths similar to those that are actually used by people on a regular basis. To make a viable model of how most travelers choose their way, I considered both the distance required and the type of traveling surface. I used an iterative process to develop a scheme for weighting travel costs which resulted in accurate least-cost paths to be predicted by ArcMap. The accuracy was confirmed when the calculated routes were compared to satellite photography and were found to overlap well-worn “shortcuts” taken between the paved paths throughout campus.

A model to estimate the US term structure of interest rates

The US term structure of interest rates plays a central role in fixed-income analysis. For example, estimating accurately the US term structure is a crucial step for those interested in analyzing Brazilian Brady bonds such as IDUs, DCBs, FLIRBs, EIs, etc. In this work we present a statistical model to estimate the US term structure of interest rates. We address in this report all major issues which drove us in the process of implementing the model developed, concentrating on important practical issues such as computational efficiency, robustness of the final implementation, the statistical properties of the final model, etc. Numerical examples are provided in order to illustrate the use of the model on a daily basis.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration.