Dual-orthogonal radial basis function networks for nonlinear time series prediction

A new structure of Radial Basis Function (RBF) neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction. The hidden nodes of a conventional RBF network compare the Euclidean distance between the network input vector and the centres, and the node responses are radially symmetrical. But in time series prediction where the system input vectors are lagged system outputs, which are usually highly correlated, the Euclidean distance measure may not be appropriate. The DRBF network modifies the distance metric by introducing a classification function which is based on the estimation data set. Training the DRBF networks consists of two stages. Learning the classification related basis functions and the important input nodes, followed by selecting the regressors and learning the weights of the hidden nodes. In both cases, a forward Orthogonal Least Squares (OLS) selection procedure is applied, initially to select the important input nodes and then to select the important centres. Simulation results of single-step and multi-step ahead predictions over a test data set are included to demonstrate the effectiveness of the new approach.

Minimising the latency induced by consistency control, within a large scale multi-user distributed virtual reality system

Where users are interacting in a distributed virtual environment, the actions of each user must be observed by peers with sufficient consistency and within a limited delay so as not to be detrimental to the interaction. The consistency control issue may be split into three parts: update control; consistent enactment and evolution of events; and causal consistency. The delay in the presentation of events, termed latency, is primarily dependent on the network propagation delay and the consistency control algorithms. The latency induced by the consistency control algorithm, in particular causal ordering, is proportional to the number of participants. This paper describes how the effect of network delays may be reduced and introduces a scalable solution that provides sufficient consistency control while minimising its effect on latency. The principles described have been developed at Reading over the past five years. Similar principles are now emerging in the simulation community through the HLA standard. This paper attempts to validate the suggested principles within the schema of distributed simulation and virtual environments and to compare and contrast with those described by the HLA definition documents.

Revealing ensemble state transition patterns in multi-electrode neuronal recordings using hidden Markov models

In order to harness the computational capacity of dissociated cultured neuronal networks, it is necessary to understand neuronal dynamics and connectivity on a mesoscopic scale. To this end, this paper uncovers dynamic spatiotemporal patterns emerging from electrically stimulated neuronal cultures using hidden Markov models (HMMs) to characterize multi-channel spike trains as a progression of patterns of underlying states of neuronal activity. However, experimentation aimed at optimal choice of parameters for such models is essential and results are reported in detail. Results derived from ensemble neuronal data revealed highly repeatable patterns of state transitions in the order of milliseconds in response to probing stimuli.

Maximising concurrency and scalability in a consistent, causal, distributed virtual reality system, whilst minimising the effect of network delays

The development of large scale virtual reality and simulation systems have been mostly driven by the DIS and HLA standards community. A number of issues are coming to light about the applicability of these standards, in their present state, to the support of general multi-user VR systems. This paper pinpoints four issues that must be readdressed before large scale virtual reality systems become accessible to a larger commercial and public domain: a reduction in the effects of network delays; scalable causal event delivery; update control; and scalable reliable communication. Each of these issues is tackled through a common theme of combining wall clock and causal time-related entity behaviour, knowledge of network delays and prediction of entity behaviour, that together overcome many of the effects of network delay.

Maximising concurrency and scalability in a consistent, causal, distributed virtual reality system, whilst minimising the effect of network delays

The development of large scale virtual reality and simulation systems have been mostly driven by the DIS and HLA standards community. A number of issues are coming to light about the applicability of these standards, in their present state, to the support of general multi-user VR systems. This paper pinpoints four issues that must be readdressed before large scale virtual reality systems become accessible to a larger commercial and public domain: a reduction in the effects of network delays; scalable causal event delivery; update control; and scalable reliable communication. Each of these issues is tackled through a common theme of combining wall clock and causal time-related entity behaviour, knowledge of network delays and prediction of entity behaviour, that together overcome many of the effects of network delays.

Ensemble data assimilation in the presence of cloud

In numerical weather prediction (NWP) data assimilation (DA) methods are used to combine available observations with numerical model estimates. This is done by minimising measures of error on both observations and model estimates with more weight given to data that can be more trusted. For any DA method an estimate of the initial forecast error covariance matrix is required. For convective scale data assimilation, however, the properties of the error covariances are not well understood. An effective way to investigate covariance properties in the presence of convection is to use an ensemble-based method for which an estimate of the error covariance is readily available at each time step. In this work, we investigate the performance of the ensemble square root filter (EnSRF) in the presence of cloud growth applied to an idealised 1D convective column model of the atmosphere. We show that the EnSRF performs well in capturing cloud growth, but the ensemble does not cope well with discontinuities introduced into the system by parameterised rain. The state estimates lose accuracy, and more importantly the ensemble is unable to capture the spread (variance) of the estimates correctly. We also find, counter-intuitively, that by reducing the spatial frequency of observations and/or the accuracy of the observations, the ensemble is able to capture the states and their variability successfully across all regimes.

Integration of a 3D Variational data assimilation scheme with a coastal area morphodynamic model of Morecambe Bay

This paper describes the implementation of a 3D variational (3D-Var) data assimilation scheme for a morphodynamic model applied to Morecambe Bay, UK. A simple decoupled hydrodynamic and sediment transport model is combined with a data assimilation scheme to investigate the ability of such methods to improve the accuracy of the predicted bathymetry. The inverse forecast error covariance matrix is modelled using a Laplacian approximation which is calibrated for the length scale parameter required. Calibration is also performed for the Soulsby-van Rijn sediment transport equations. The data used for assimilation purposes comprises waterlines derived from SAR imagery covering the entire period of the model run, and swath bathymetry data collected by a ship-borne survey for one date towards the end of the model run. A LiDAR survey of the entire bay carried out in November 2005 is used for validation purposes. The comparison of the predictive ability of the model alone with the model-forecast-assimilation system demonstrates that using data assimilation significantly improves the forecast skill. An investigation of the assimilation of the swath bathymetry as well as the waterlines demonstrates that the overall improvement is initially large, but decreases over time as the bathymetry evolves away from that observed by the survey. The result of combining the calibration runs into a pseudo-ensemble provides a higher skill score than for a single optimized model run. A brief comparison of the Optimal Interpolation assimilation method with the 3D-Var method shows that the two schemes give similar results.

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.

An earth-system prediction initiative for the twenty-first century

The necessity and benefits for establishing the international Earth-system Prediction Initiative (EPI) are discussed by scientists associated with the World Meteorological Organization (WMO) World Weather Research Programme (WWRP), World Climate Research Programme (WCRP), International Geosphere–Biosphere Programme (IGBP), Global Climate Observing System (GCOS), and natural-hazards and socioeconomic communities. The proposed initiative will provide research and services to accelerate advances in weather, climate, and Earth system prediction and the use of this information by global societies. It will build upon the WMO, the Group on Earth Observations (GEO), the Global Earth Observation System of Systems (GEOSS) and the International Council for Science (ICSU) to coordinate the effort across the weather, climate, Earth system, natural-hazards, and socioeconomic disciplines. It will require (i) advanced high-performance computing facilities, supporting a worldwide network of research and operational modeling centers, and early warning systems; (ii) science, technology, and education projects to enhance knowledge, awareness, and utilization of weather, climate, environmental, and socioeconomic information; (iii) investments in maintaining existing and developing new observational capabilities; and (iv) infrastructure to transition achievements into operational products and services.