969 resultados para Probability Density Function
Resumo:
Atmospheric aerosols cause scattering and absorption of incoming solar radiation. Additional anthropogenic aerosols released into the atmosphere thus exert a direct radiative forcing on the climate system1. The degree of present-day aerosol forcing is estimated from global models that incorporate a representation of the aerosol cycles1–3. Although the models are compared and validated against observations, these estimates remain uncertain. Previous satellite measurements of the direct effect of aerosols contained limited information about aerosol type, and were confined to oceans only4,5. Here we use state-of-the-art satellitebased measurements of aerosols6–8 and surface wind speed9 to estimate the clear-sky direct radiative forcing for 2002, incorporating measurements over land and ocean. We use a Monte Carlo approach to account for uncertainties in aerosol measurements and in the algorithm used. Probability density functions obtained for the direct radiative forcing at the top of the atmosphere give a clear-sky, global, annual average of 21.9Wm22 with standard deviation, 60.3Wm22. These results suggest that present-day direct radiative forcing is stronger than present model estimates, implying future atmospheric warming greater than is presently predicted, as aerosol emissions continue to decline10.
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A statistical–dynamical downscaling (SDD) approach for the regionalization of wind energy output (Eout) over Europe with special focus on Germany is proposed. SDD uses an extended circulation weather type (CWT) analysis on global daily mean sea level pressure fields with the central point being located over Germany. Seventy-seven weather classes based on the associated CWT and the intensity of the geostrophic flow are identified. Representatives of these classes are dynamically downscaled with the regional climate model COSMO-CLM. By using weather class frequencies of different data sets, the simulated representatives are recombined to probability density functions (PDFs) of near-surface wind speed and finally to Eout of a sample wind turbine for present and future climate. This is performed for reanalysis, decadal hindcasts and long-term future projections. For evaluation purposes, results of SDD are compared to wind observations and to simulated Eout of purely dynamical downscaling (DD) methods. For the present climate, SDD is able to simulate realistic PDFs of 10-m wind speed for most stations in Germany. The resulting spatial Eout patterns are similar to DD-simulated Eout. In terms of decadal hindcasts, results of SDD are similar to DD-simulated Eout over Germany, Poland, Czech Republic, and Benelux, for which high correlations between annual Eout time series of SDD and DD are detected for selected hindcasts. Lower correlation is found for other European countries. It is demonstrated that SDD can be used to downscale the full ensemble of the Earth System Model of the Max Planck Institute (MPI-ESM) decadal prediction system. Long-term climate change projections in Special Report on Emission Scenarios of ECHAM5/MPI-OM as obtained by SDD agree well to the results of other studies using DD methods, with increasing Eout over northern Europe and a negative trend over southern Europe. Despite some biases, it is concluded that SDD is an adequate tool to assess regional wind energy changes in large model ensembles.
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We apply a new parameterisation of the Greenland ice sheet (GrIS) feedback between surface mass balance (SMB: the sum of surface accumulation and surface ablation) and surface elevation in the MAR regional climate model (Edwards et al., 2014) to projections of future climate change using five ice sheet models (ISMs). The MAR (Modèle Atmosphérique Régional: Fettweis, 2007) climate projections are for 2000–2199, forced by the ECHAM5 and HadCM3 global climate models (GCMs) under the SRES A1B emissions scenario. The additional sea level contribution due to the SMB– elevation feedback averaged over five ISM projections for ECHAM5 and three for HadCM3 is 4.3% (best estimate; 95% credibility interval 1.8–6.9 %) at 2100, and 9.6% (best estimate; 95% credibility interval 3.6–16.0 %) at 2200. In all results the elevation feedback is significantly positive, amplifying the GrIS sea level contribution relative to the MAR projections in which the ice sheet topography is fixed: the lower bounds of our 95% credibility intervals (CIs) for sea level contributions are larger than the “no feedback” case for all ISMs and GCMs. Our method is novel in sea level projections because we propagate three types of modelling uncertainty – GCM and ISM structural uncertainties, and elevation feedback parameterisation uncertainty – along the causal chain, from SRES scenario to sea level, within a coherent experimental design and statistical framework. The relative contributions to uncertainty depend on the timescale of interest. At 2100, the GCM uncertainty is largest, but by 2200 both the ISM and parameterisation uncertainties are larger. We also perform a perturbed parameter ensemble with one ISM to estimate the shape of the projected sea level probability distribution; our results indicate that the probability density is slightly skewed towards higher sea level contributions.
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This article shows how one can formulate the representation problem starting from Bayes’ theorem. The purpose of this article is to raise awareness of the formal solutions,so that approximations can be placed in a proper context. The representation errors appear in the likelihood, and the different possibilities for the representation of reality in model and observations are discussed, including nonlinear representation probability density functions. Specifically, the assumptions needed in the usual procedure to add a representation error covariance to the error covariance of the observations are discussed,and it is shown that, when several sub-grid observations are present, their mean still has a representation error ; socalled ‘superobbing’ does not resolve the issue. Connection is made to the off-line or on-line retrieval problem, providing a new simple proof of the equivalence of assimilating linear retrievals and original observations. Furthermore, it is shown how nonlinear retrievals can be assimilated without loss of information. Finally we discuss how errors in the observation operator model can be treated consistently in the Bayesian framework, connecting to previous work in this area.
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The performance of rank dependent preference functionals under risk is comprehensively evaluated using Bayesian model averaging. Model comparisons are made at three levels of heterogeneity plus three ways of linking deterministic and stochastic models: the differences in utilities, the differences in certainty equivalents and contextualutility. Overall, the"bestmodel", which is conditional on the form of heterogeneity is a form of Rank Dependent Utility or Prospect Theory that cap tures the majority of behaviour at both the representative agent and individual level. However, the curvature of the probability weighting function for many individuals is S-shaped, or ostensibly concave or convex rather than the inverse S-shape commonly employed. Also contextual utility is broadly supported across all levels of heterogeneity. Finally, the Priority Heuristic model, previously examined within a deterministic setting, is estimated within a stochastic framework, and allowing for endogenous thresholds does improve model performance although it does not compete well with the other specications considered.
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Large waves pose risks to ships, offshore structures, coastal infrastructure and ecosystems. This paper analyses 10 years of in-situ measurements of significant wave height (Hs) and maximum wave height (Hmax) from the ocean weather ship Polarfront in the Norwegian Sea. During the period 2000 to 2009, surface elevation was recorded every 0.59 s during sampling periods of 30 min. The Hmax observations scale linearly with Hs on average. A widely-used empirical Weibull distribution is found to estimate average values of Hmax/Hs and Hmax better than a Rayleigh distribution, but tends to underestimate both for all but the smallest waves. In this paper we propose a modified Rayleigh distribution which compensates for the heterogeneity of the observed dataset: the distribution is fitted to the whole dataset and improves the estimate of the largest waves. Over the 10-year period, the Weibull distribution approximates the observed Hs and Hmax well, and an exponential function can be used to predict the probability distribution function of the ratio Hmax/Hs. However, the Weibull distribution tends to underestimate the occurrence of extremely large values of Hs and Hmax. The persistence of Hs and Hmax in winter is also examined. Wave fields with Hs>12 m and Hmax>16 m do not last longer than 3 h. Low-to-moderate wave heights that persist for more than 12 h dominate the relationship of the wave field with the winter NAO index over 2000–2009. In contrast, the inter-annual variability of wave fields with Hs>5.5 m or Hmax>8.5 m and wave fields persisting over ~2.5 days is not associated with the winter NAO index.
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A truly variance-minimizing filter is introduced and its per for mance is demonstrated with the Korteweg– DeV ries (KdV) equation and with a multilayer quasigeostrophic model of the ocean area around South Africa. It is recalled that Kalman-like filters are not variance minimizing for nonlinear model dynamics and that four - dimensional variational data assimilation (4DV AR)-like methods relying on per fect model dynamics have dif- ficulty with providing error estimates. The new method does not have these drawbacks. In fact, it combines advantages from both methods in that it does provide error estimates while automatically having balanced states after analysis, without extra computations. It is based on ensemble or Monte Carlo integrations to simulate the probability density of the model evolution. When obser vations are available, the so-called importance resampling algorithm is applied. From Bayes’ s theorem it follows that each ensemble member receives a new weight dependent on its ‘ ‘distance’ ’ t o the obser vations. Because the weights are strongly var ying, a resampling of the ensemble is necessar y. This resampling is done such that members with high weights are duplicated according to their weights, while low-weight members are largely ignored. In passing, it is noted that data assimilation is not an inverse problem by nature, although it can be for mulated that way . Also, it is shown that the posterior variance can be larger than the prior if the usual Gaussian framework is set aside. However , i n the examples presented here, the entropy of the probability densities is decreasing. The application to the ocean area around South Africa, gover ned by strongly nonlinear dynamics, shows that the method is working satisfactorily . The strong and weak points of the method are discussed and possible improvements are proposed.
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A smoother introduced earlier by van Leeuwen and Evensen is applied to a problem in which real obser vations are used in an area with strongly nonlinear dynamics. The derivation is new , but it resembles an earlier derivation by van Leeuwen and Evensen. Again a Bayesian view is taken in which the prior probability density of the model and the probability density of the obser vations are combined to for m a posterior density . The mean and the covariance of this density give the variance-minimizing model evolution and its errors. The assumption is made that the prior probability density is a Gaussian, leading to a linear update equation. Critical evaluation shows when the assumption is justified. This also sheds light on why Kalman filters, in which the same ap- proximation is made, work for nonlinear models. By reference to the derivation, the impact of model and obser vational biases on the equations is discussed, and it is shown that Bayes’ s for mulation can still be used. A practical advantage of the ensemble smoother is that no adjoint equations have to be integrated and that error estimates are easily obtained. The present application shows that for process studies a smoother will give superior results compared to a filter , not only owing to the smooth transitions at obser vation points, but also because the origin of features can be followed back in time. Also its preference over a strong-constraint method is highlighted. Further more, it is argued that the proposed smoother is more efficient than gradient descent methods or than the representer method when error estimates are taken into account
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The present work describes a new tool that helps bidders improve their competitive bidding strategies. This new tool consists of an easy-to-use graphical tool that allows the use of more complex decision analysis tools in the field of Competitive Bidding. The graphic tool described here tries to move away from previous bidding models which attempt to describe the result of an auction or a tender process by means of studying each possible bidder with probability density functions. As an illustration, the tool is applied to three practical cases. Theoretical and practical conclusions on the great potential breadth of application of the tool are also presented.
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The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.
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Impedance spectroscopy and nuclear magnetic resonance (NMR) were used to investigate the mobility of water molecules located in the interlayer space of H(+) - exchanged bentonite clay. The conductivity obtained by ac measurements was 1.25 x 10(-4) S/cm at 298 K. Proton ((1)H) lineshapes and spin-lattice relaxation times were measured as a function of temperature over the temperature range 130-320 K. The NMR experiments exhibit the qualitative features associated with the proton motion, namely the presence of a (1)H NMR line narrowing and a well-defined spin-lattice relaxation rate maximum. The temperature dependence of the proton spin-lattice relaxation rates was analyzed with the spectral density function appropriate for proton dynamics in a two-dimensional system. The self-diffusion coefficient estimated from our NMR data, D similar to 2 x 10(-7) cm(2)/s at 300 K, is consistent with those reported for exchanged montmorillonite clay hydrates studied by NMR and quasi-elastic neutron scattering (QNS).
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In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.
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In the present work, a new approach for the determination of the partition coefficient in different interfaces based on the density function theory is proposed. Our results for log P(ow) considering a n-octanol/water interface for a large super cell for acetone -0.30 (-0.24) and methane 0.95 (0.78) are comparable with the experimental data given in parenthesis. We believe that these differences are mainly related to the absence of van der Walls interactions and the limited number of molecules considered in the super cell. The numerical deviations are smaller than that observed for interpolation based tools. As the proposed model is parameter free, it is not limited to the n-octanol/water interface.
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Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time processes, he takes the aliasing effect into account when studying temporal aggregation. For discrete-time processes, however, he seems to fail to do so. This note gives the spectral density function of temporally aggregated long memory discrete-time processes in light of the aliasing effect. The results are different from those in Chambers (1998) and are supported by a small simulation exercise. As a result, the order of aggregation may not be invariant to temporal aggregation, specifically if d is negative and the aggregation is of the stock type.
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This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.