Will Arctic sea ice thickness initialization improve seasonal forecast skill?

Arctic sea ice thickness is thought to be an important predictor of Arctic sea ice extent. However, coupled seasonal forecast systems do not generally use sea ice thickness observations in their initialization and are therefore missing a potentially important source of additional skill. To investigate how large this source is, a set of ensemble potential predictability experiments with a global climate model, initialized with and without knowledge of the sea ice thickness initial state, have been run. These experiments show that accurate knowledge of the sea ice thickness field is crucially important for sea ice concentration and extent forecasts up to 8 months ahead, especially in summer. Perturbing sea ice thickness also has a significant impact on the forecast error in Arctic 2 m temperature a few months ahead. These results suggest that advancing capabilities to observe and assimilate sea ice thickness into coupled forecast systems could significantly increase skill.

How is the balance of a forecast ensemble affected by adaptive and non-adaptive localization schemes?

This paper investigates the effect on balance of a number of Schur product-type localization schemes which have been designed with the primary function of reducing spurious far-field correlations in forecast error statistics. The localization schemes studied comprise a non-adaptive scheme (where the moderation matrix is decomposed in a spectral basis), and two adaptive schemes, namely a simplified version of SENCORP (Smoothed ENsemble COrrelations Raised to a Power) and ECO-RAP (Ensemble COrrelations Raised to A Power). The paper shows, we believe for the first time, how the degree of balance (geostrophic and hydrostatic) implied by the error covariance matrices localized by these schemes can be diagnosed. Here it is considered that an effective localization scheme is one that reduces spurious correlations adequately but also minimizes disruption of balance (where the 'correct' degree of balance or imbalance is assumed to be possessed by the unlocalized ensemble). By varying free parameters that describe each scheme (e.g. the degree of truncation in the schemes that use the spectral basis, the 'order' of each scheme, and the degree of ensemble smoothing), it is found that a particular configuration of the ECO-RAP scheme is best suited to the convective-scale system studied. According to our diagnostics this ECO-RAP configuration still weakens geostrophic and hydrostatic balance, but overall this is less so than for other schemes.

A route to systematic error in forecasts of Rossby waves

Recent work has shown that both the amplitude of upper-level Rossby waves and the tropopause sharpness decrease with forecast lead time for several days in some operational weather forecast systems. In this contribution, the evolution of error growth in a case study of this forecast error type is diagnosed through analysis of operational forecasts and hindcast simulations. Potential vorticity (PV) on the 320-K isentropic surface is used to diagnose Rossby waves. The Rossby-wave forecast error in the operational ECMWF high-resolution forecast is shown to be associated with errors in the forecast of a warm conveyor belt (WCB) through trajectory analysis and an error metric for WCB outflows. The WCB forecast error is characterised by an overestimation of WCB amplitude, a location of the WCB outflow regions that is too far to the southeast, and a resulting underestimation of the magnitude of the negative PV anomaly in the outflow. Essentially the same forecast error development also occurred in all members of the ECMWF Ensemble Prediction System and the Met Office MOGREPS-15 suggesting that in this case model error made an important contribution to the development of forecast error in addition to initial condition error. Exploiting this forecast error robustness, a comparison was performed between the realised flow evolution, proxied by a sequence of short-range simulations, and a contemporaneous forecast. Both the proxy to the realised flow and the contemporaneous forecast a were produced with the Met Office Unified Model enhanced with tracers of diabatic processes modifying potential temperature and PV. Clear differences were found in the way potential temperature and PV are modified in the WCB between proxy and forecast. These results demonstrate that differences in potential temperature and PV modification in the WCB can be responsible for forecast errors in Rossby waves.

Theoretical insight into diagnosing observation error correlations using observation-minus-background and observation-minus-analysis statistics

To improve the quantity and impact of observations used in data assimilation it is necessary to take into account the full, potentially correlated, observation error statistics. A number of methods for estimating correlated observation errors exist, but a popular method is a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. The accuracy of the results it yields is unknown as the diagnostic is sensitive to the difference between the exact background and exact observation error covariances and those that are chosen for use within the assimilation. It has often been stated in the literature that the results using this diagnostic are only valid when the background and observation error correlation length scales are well separated. Here we develop new theory relating to the diagnostic. For observations on a 1D periodic domain we are able to the show the effect of changes in the assumed error statistics used in the assimilation on the estimated observation error covariance matrix. We also provide bounds for the estimated observation error variance and eigenvalues of the estimated observation error correlation matrix. We demonstrate that it is still possible to obtain useful results from the diagnostic when the background and observation error length scales are similar. In general, our results suggest that when correlated observation errors are treated as uncorrelated in the assimilation, the diagnostic will underestimate the correlation length scale. We support our theoretical results with simple illustrative examples. These results have potential use for interpreting the derived covariances estimated using an operational system.

Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

Slope estimation in a parametric measurement error model: A simulation study

In regression analysis, covariate measurement error occurs in many applications. The error-prone covariates are often referred to as latent variables. In this proposed study, we extended the study of Chan et al. (2008) on recovering latent slope in a simple regression model to that in a multiple regression model. We presented an approach that applied the Monte Carlo method in the Bayesian framework to the parametric regression model with the measurement error in an explanatory variable. The proposed estimator applied the conditional expectation of latent slope given the observed outcome and surrogate variables in the multiple regression models. A simulation study was presented showing that the method produces estimator that is efficient in the multiple regression model, especially when the measurement error variance of surrogate variable is large.^

Oculometric parameters of hyperopia in children with esotropic amblyopia

Purpose: To study the oculometric parameters of hyperopia in children with esotropic amblyopia, comparing amblyopic eyes with fellow eyes. Methods: Thirty-seven patients (5-8 years old) with bilateral hyperopia and esotropic amblyopia underwent a comprehensive ophthalmic examination, including cycloplegic refraction, keratometry and A-scan ultrasonography. Anterior chamber depth, lens thickness, vitreous chamber depth and total axial length were recorded. The refractive power of the crystalline lens was calculated using Bennett`s equations. Paired Student`s t-tests were used to compare ocular biometric measurements between amblyopic eyes and their fellow eyes. The associations of biometric parameters with refractive errors were assessed using Pearson correlation coefficients and linear regression. Multivariable models including axial length, corneal power and lens power were also constructed. Results: Amblyopic eyes were found to have significantly more hyperopic refraction, less corneal power, greater lens power, shorter vitreous chamber depth and shorter axial length, despite similar anterior chamber depth and lens thickness. The strongest correlation with refractive error was observed for the axial length/corneal radius ratio (r(36) = -0.92, p < 0.001 for amblyopic and r(36) = 0.87, p < 0.001 for fellow eyes). Axial length accounted for 39.2% (R(2)) of the refractive error variance in amblyopic eyes and 35.5% in fellow eyes. Adding corneal power to the model increased R(2) to 85.7% and 79.6%, respectively. A statistically significant correlation was found between axial length and corneal power, indicating decreasing corneal power with increasing axial length, and they were similar for amblyopic eyes (r(36) = 0.53,p < 0.001) and fellow eyes (r(36) = -0.57, p < 0.001). A statistically significant correlation was also found between axial length and lens power, indicating decreasing lens power with increasing axial length (r(36) = -0.72, p < 0.001 for amblyopic eyes and r(36) = -0.69, p < 0.001 for fellow eyes). Conclusions: We observed that the correlation among the major oculometric parameters and their individual contribution to hyperopia in esotropic children were similar in amblyopic and non-amblyopic eyes. This finding suggests that the counterbalancing effect of greater corneal and lens power associated with shorter axial length is similar in both eyes of patients with esotropic amblyopia.

Comparison of different nonlinear functions to describe Nelore cattle growth

This work aims to compare different nonlinear functions for describing the growth curves of Nelore females. The growth curve parameters, their (co) variance components, and environmental and genetic effects were estimated jointly through a Bayesian hierarchical model. In the first stage of the hierarchy, 4 nonlinear functions were compared: Brody, Von Bertalanffy, Gompertz, and logistic. The analyses were carried out using 3 different data sets to check goodness of fit while having animals with few records. Three different assumptions about SD of fitting errors were considered: constancy throughout the trajectory, linear increasing until 3 yr of age and constancy thereafter, and variation following the nonlinear function applied in the first stage of the hierarchy. Comparisons of the overall goodness of fit were based on Akaike information criterion, the Bayesian information criterion, and the deviance information criterion. Goodness of fit at different points of the growth curve was compared applying the Gelfand`s check function. The posterior means of adult BW ranged from 531.78 to 586.89 kg. Greater estimates of adult BW were observed when the fitting error variance was considered constant along the trajectory. The models were not suitable to describe the SD of fitting errors at the beginning of the growth curve. All functions provided less accurate predictions at the beginning of growth, and predictions were more accurate after 48 mo of age. The prediction of adult BW using nonlinear functions can be accurate when growth curve parameters and their (co) variance components are estimated jointly. The hierarchical model used in the present study can be applied to the prediction of mature BW in herds in which a portion of the animals are culled before adult age. Gompertz, Von Bertalanffy, and Brody functions were adequate to establish mean growth patterns and to predict the adult BW of Nelore females. The Brody model was more accurate in predicting the birth weight of these animals and presented the best overall goodness of fit.

New strategies to detect and understand genotype-by-environment interactions and QTL-by-environment interactions

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco, especialidade em Estatística

Technology shocks and aggregate fluctuations in an estimated hybrid RBC model

This paper contributes to the on-going empirical debate regarding the role of the RBC model and in particular of technology shocks in explaining aggregate fluctuations. To this end we estimate the model’s posterior density using Markov-Chain Monte-Carlo (MCMC) methods. Within this framework we extend Ireland’s (2001, 2004) hybrid estimation approach to allow for a vector autoregressive moving average (VARMA) process to describe the movements and co-movements of the model’s errors not explained by the basic RBC model. The results of marginal likelihood ratio tests reveal that the more general model of the errors significantly improves the model’s fit relative to the VAR and AR alternatives. Moreover, despite setting the RBC model a more difficult task under the VARMA specification, our analysis, based on forecast error and spectral decompositions, suggests that the RBC model is still capable of explaining a significant fraction of the observed variation in macroeconomic aggregates in the post-war U.S. economy.

Assessing the Relationship between the Baseline Value of a Continuous Variable and Subsequent Change over Time

Analyzing the relationship between the baseline value and subsequent change of a continuous variable is a frequent matter of inquiry in cohort studies. These analyses are surprisingly complex, particularly if only two waves of data are available. It is unclear for non-biostatisticians where the complexity of this analysis lies and which statistical method is adequate.With the help of simulated longitudinal data of body mass index in children,we review statistical methods for the analysis of the association between the baseline value and subsequent change, assuming linear growth with time. Key issues in such analyses are mathematical coupling, measurement error, variability of change between individuals, and regression to the mean. Ideally, it is better to rely on multiple repeated measurements at different times and a linear random effects model is a standard approach if more than two waves of data are available. If only two waves of data are available, our simulations show that Blomqvist's method - which consists in adjusting for measurement error variance the estimated regression coefficient of observed change on baseline value - provides accurate estimates. The adequacy of the methods to assess the relationship between the baseline value and subsequent change depends on the number of data waves, the availability of information on measurement error, and the variability of change between individuals.

A limited area model intercomparison on the "Montserrat-2000" flash-flood event using statistical and deterministic methods

In the scope of the European project Hydroptimet, INTERREG IIIB-MEDOCC programme, limited area model (LAM) intercomparison of intense events that produced many damages to people and territory is performed. As the comparison is limited to single case studies, the work is not meant to provide a measure of the different models' skill, but to identify the key model factors useful to give a good forecast on such a kind of meteorological phenomena. This work focuses on the Spanish flash-flood event, also known as "Montserrat-2000" event. The study is performed using forecast data from seven operational LAMs, placed at partners' disposal via the Hydroptimet ftp site, and observed data from Catalonia rain gauge network. To improve the event analysis, satellite rainfall estimates have been also considered. For statistical evaluation of quantitative precipitation forecasts (QPFs), several non-parametric skill scores based on contingency tables have been used. Furthermore, for each model run it has been possible to identify Catalonia regions affected by misses and false alarms using contingency table elements. Moreover, the standard "eyeball" analysis of forecast and observed precipitation fields has been supported by the use of a state-of-the-art diagnostic method, the contiguous rain area (CRA) analysis. This method allows to quantify the spatial shift forecast error and to identify the error sources that affected each model forecasts. High-resolution modelling and domain size seem to have a key role for providing a skillful forecast. Further work is needed to support this statement, including verification using a wider observational data set.

Enhanced radar precipitation estimates using a combined clutter and beam blockage correction technique

Weather radar observations are currently the most reliable method for remote sensing of precipitation. However, a number of factors affect the quality of radar observations and may limit seriously automated quantitative applications of radar precipitation estimates such as those required in Numerical Weather Prediction (NWP) data assimilation or in hydrological models. In this paper, a technique to correct two different problems typically present in radar data is presented and evaluated. The aspects dealt with are non-precipitating echoes - caused either by permanent ground clutter or by anomalous propagation of the radar beam (anaprop echoes) - and also topographical beam blockage. The correction technique is based in the computation of realistic beam propagation trajectories based upon recent radiosonde observations instead of assuming standard radio propagation conditions. The correction consists of three different steps: 1) calculation of a Dynamic Elevation Map which provides the minimum clutter-free antenna elevation for each pixel within the radar coverage; 2) correction for residual anaprop, checking the vertical reflectivity gradients within the radar volume; and 3) topographical beam blockage estimation and correction using a geometric optics approach. The technique is evaluated with four case studies in the region of the Po Valley (N Italy) using a C-band Doppler radar and a network of raingauges providing hourly precipitation measurements. The case studies cover different seasons, different radio propagation conditions and also stratiform and convective precipitation type events. After applying the proposed correction, a comparison of the radar precipitation estimates with raingauges indicates a general reduction in both the root mean squared error and the fractional error variance indicating the efficiency and robustness of the procedure. Moreover, the technique presented is not computationally expensive so it seems well suited to be implemented in an operational environment.

Estudi de l'estat de Salut autopercebut: Modelització de l'índex d'utilitat EQ-5D mitjançant un model tobit

Objective: Health status measures usually have an asymmetric distribution and present a highpercentage of respondents with the best possible score (ceiling effect), specially when they areassessed in the overall population. Different methods to model this type of variables have beenproposed that take into account the ceiling effect: the tobit models, the Censored Least AbsoluteDeviations (CLAD) models or the two-part models, among others. The objective of this workwas to describe the tobit model, and compare it with the Ordinary Least Squares (OLS) model,that ignores the ceiling effect.Methods: Two different data sets have been used in order to compare both models: a) real datacomming from the European Study of Mental Disorders (ESEMeD), in order to model theEQ5D index, one of the measures of utilities most commonly used for the evaluation of healthstatus; and b) data obtained from simulation. Cross-validation was used to compare thepredicted values of the tobit model and the OLS models. The following estimators werecompared: the percentage of absolute error (R1), the percentage of squared error (R2), the MeanSquared Error (MSE) and the Mean Absolute Prediction Error (MAPE). Different datasets werecreated for different values of the error variance and different percentages of individuals withceiling effect. The estimations of the coefficients, the percentage of explained variance and theplots of residuals versus predicted values obtained under each model were compared.Results: With regard to the results of the ESEMeD study, the predicted values obtained with theOLS model and those obtained with the tobit models were very similar. The regressioncoefficients of the linear model were consistently smaller than those from the tobit model. In thesimulation study, we observed that when the error variance was small (s=1), the tobit modelpresented unbiased estimations of the coefficients and accurate predicted values, specially whenthe percentage of individuals wiht the highest possible score was small. However, when theerrror variance was greater (s=10 or s=20), the percentage of explained variance for the tobitmodel and the predicted values were more similar to those obtained with an OLS model.Conclusions: The proportion of variability accounted for the models and the percentage ofindividuals with the highest possible score have an important effect in the performance of thetobit model in comparison with the linear model.

Hankintastrategian muutoksen vaikutus käyttöpääoman sitoutumiseen: case muodin vähittäiskauppa

Tutkimuksen päätavoitteena on selvittää hankintastrategian muutoksen vaikutusta käyttöpääoman sitoutumiseen. Tutkimus on kvalitatiivinen case-tutkimus. Siinä tutkitaan kohdeyrityksen nuorisomuotimyymälöiden käyttöpääoman kehitystä suhteessa liikevaihtoon viiden vuoden aikasarjalla. Tutkimuksen tiedot ovat kerätty POS-järjestelmästä kuukauden tarkkuudella. Tutkimuksessa seurataan käyttöpääoman trendin lisäksi sesonkivaihteluja. Tutkimusyrityksen uudessa hankintastrategiassa lisättiin sesongin aikaisia express- ja täydennysostojen osuutta. Toimintatavan muutos johti ennakko-ostojen vähenemiseen, mikä puolestaan lyhensi ostojen ja myyntisesongin välistä keskimääräistä aikaa. Lyhyemmät ennakkoajat vähentävät ennustusvirhettä, mikä parantaa varaston hallittavuutta. Parempi ennustettavuus vähentää varmuusvarastojen tarvetta ja joustavampi materiaalivirta tasaa varastonhuippuja. Molemmat tekijät vähentävät myymälöiden käyttöpääoman tarvetta. Tutkimuksen johtopäätöksenä todetaan, että nopeampi toimitusketju vähentää käyttöpääoman tarvetta kohdeyrityksessä. Johtopäätös on yhdenmukainen tutkimuksen teoreettisen viitekehyksen kanssa.