Quantification of physical and biological uncertainty in the simulation of the yield of a tropical crop using present-day and doubled CO2 climates

The impacts of climate change on crop productivity are often assessed using simulations from a numerical climate model as an input to a crop simulation model. The precision of these predictions reflects the uncertainty in both models. We examined how uncertainty in a climate (HadAM3) and crop General Large-Area Model (GLAM) for annual crops model affects the mean and standard deviation of crop yield simulations in present and doubled carbon dioxide (CO2) climates by perturbation of parameters in each model. The climate sensitivity parameter (lambda, the equilibrium response of global mean surface temperature to doubled CO2) was used to define the control climate. Observed 1966-1989 mean yields of groundnut (Arachis hypogaea L.) in India were simulated well by the crop model using the control climate and climates with values of lambda near the control value. The simulations were used to measure the contribution to uncertainty of key crop and climate model parameters. The standard deviation of yield was more affected by perturbation of climate parameters than crop model parameters in both the present-day and doubled CO2 climates. Climate uncertainty was higher in the doubled CO2 climate than in the present-day climate. Crop transpiration efficiency was key to crop model uncertainty in both present-day and doubled CO2 climates. The response of crop development to mean temperature contributed little uncertainty in the present-day simulations but was among the largest contributors under doubled CO2. The ensemble methods used here to quantify physical and biological uncertainty offer a method to improve model estimates of the impacts of climate change.

Formulating generalised 'goal games' against nature: An illustration from decision-making under uncertainty in agriculture

The games-against-nature approach to the analysis of uncertainty in decision-making relies on the assumption that the behaviour of a decision-maker can be explained by concepts such as maximin, minimax regret, or a similarly defined criterion. In reality, however, these criteria represent a spectrum and, the actual behaviour of a decision-maker is most likely to embody a mixture of such idealisations. This paper proposes that in game-theoretic approach to decision-making under uncertainty, a more realistic representation of a decision-maker's behaviour can be achieved by synthesising games-against-nature with goal programming into a single framework. The proposed formulation is illustrated by using a well-known example from the literature on mathematical programming models for agricultural-decision-making. (c) 2005 Elsevier Inc. All rights reserved.

Three-level main-effects designs exploiting prior information about model uncertainty

To explore the projection efficiency of a design, Tsai, et al [2000. Projective three-level main effects designs robust to model uncertainty. Biometrika 87, 467-475] introduced the Q criterion to compare three-level main-effects designs for quantitative factors that allow the consideration of interactions in addition to main effects. In this paper, we extend their method and focus on the case in which experimenters have some prior knowledge, in advance of running the experiment, about the probabilities of effects being non-negligible. A criterion which incorporates experimenters' prior beliefs about the importance of each effect is introduced to compare orthogonal, or nearly orthogonal, main effects designs with robustness to interactions as a secondary consideration. We show that this criterion, exploiting prior information about model uncertainty, can lead to more appropriate designs reflecting experimenters' prior beliefs. (c) 2006 Elsevier B.V. All rights reserved.

A parametric model for the interval censored survival times of Acacia mangium plantation in a spacing trial

Survival times for the Acacia mangium plantation in the Segaliud Lokan Project, Sabah, East Malaysia were analysed based on 20 permanent sample plots (PSPs) established in 1988 as a spacing experiment. The PSPs were established following a complete randomized block design with five levels of spacing randomly assigned to units within four blocks at different sites. The survival times of trees in years are of interest. Since the inventories were only conducted annually, the actual survival time for each tree was not observed. Hence, the data set comprises censored survival times. Initial analysis of the survival of the Acacia mangium plantation suggested there is block by spacing interaction; a Weibull model gives a reasonable fit to the replicate survival times within each PSP; but a standard Weibull regression model is inappropriate because the shape parameter differs between PSPs. In this paper we investigate the form of the non-constant Weibull shape parameter. Parsimonious models for the Weibull survival times have been derived using maximum likelihood methods. The factor selection for the parameters is based on a backward elimination procedure. The models are compared using likelihood ratio statistics. The results suggest that both Weibull parameters depend on spacing and block.

Parametric accelerated failure time models with random effects and an application to kidney transplant survival

Accelerated failure time models with a shared random component are described, and are used to evaluate the effect of explanatory factors and different transplant centres on survival times following kidney transplantation. Different combinations of the distribution of the random effects and baseline hazard function are considered and the fit of such models to the transplant data is critically assessed. A mixture model that combines short- and long-term components of a hazard function is then developed, which provides a more flexible model for the hazard function. The model can incorporate different explanatory variables and random effects in each component. The model is straightforward to fit using standard statistical software, and is shown to be a good fit to the transplant data. Copyright (C) 2004 John Wiley Sons, Ltd.

Some new three-level orthogonal main effects plans robust to model uncertainty

In this paper, we list some new orthogonal main effects plans for three-level designs for 4, 5 and 6 factors in IS runs and compare them with designs obtained from the existing L-18 orthogonal array. We show that these new designs have better projection properties and can provide better parameter estimates for a range of possible models. Additionally, we study designs in other smaller run-sizes when there are insufficient resources to perform an 18-run experiment. Plans for three-level designs for 4, 5 and 6 factors in 13 to 17 runs axe given. We show that the best designs here are efficient and deserve strong consideration in many practical situations.

On improving the performance in robust controllers for robot manipulators with parametric disturbances

This paper presents a new strategy for controlling rigid-robot manipulators in the presence of parametric uncertainties or un-modelled dynamics. The strategy combines an adaptation law with a well known robust controller proposed by Spong, which is derived using Lyapunov's direct method. Although the tracking problem of manipulators has been successfully solved with different strategies, there are some conditions under which their efficiency is limited. Specifically, their performance decreases when unknown loading masses or model disturbances are introduced. The aim of this work is to show that the proposed strategy performs better than existing algorithms, as verified with real-time experimental results with a Puma-560 robot. (c) 2006 Elsevier Ltd. All rights reserved.

A simple, coherent framework for partitioning uncertainty in climate predictions

A simple and coherent framework for partitioning uncertainty in multi-model climate ensembles is presented. The analysis of variance (ANOVA) is used to decompose a measure of total variation additively into scenario uncertainty, model uncertainty and internal variability. This approach requires fewer assumptions than existing methods and can be easily used to quantify uncertainty related to model-scenario interaction - the contribution to model uncertainty arising from the variation across scenarios of model deviations from the ensemble mean. Uncertainty in global mean surface air temperature is quantified as a function of lead time for a subset of the Coupled Model Intercomparison Project phase 3 ensemble and results largely agree with those published by other authors: scenario uncertainty dominates beyond 2050 and internal variability remains approximately constant over the 21st century. Both elements of model uncertainty, due to scenario-independent and scenario-dependent deviations from the ensemble mean, are found to increase with time. Estimates of model deviations that arise as by-products of the framework reveal significant differences between models that could lead to a deeper understanding of the sources of uncertainty in multi-model ensembles. For example, three models are shown diverging pattern over the 21st century, while another model exhibits an unusually large variation among its scenario-dependent deviations.

Uncertainty in the relationship between climate forcing and hydrological response in UK catchments

This paper assesses the relationship between amount of climate forcing – as indexed by global mean temperature change – and hydrological response in a sample of UK catchments. It constructs climate scenarios representing different changes in global mean temperature from an ensemble of 21 climate models assessed in the IPCC AR4. The results show a considerable range in impact between the 21 climate models, with – for example - change in summer runoff at a 2oC increase in global mean temperature varying between -40% and +20%. There is evidence of clustering in the results, particularly in projected changes in summer runoff and indicators of low flows, implying that the ensemble mean is not an appropriate generalised indicator of impact, and that the standard deviation of responses does not adequately characterise uncertainty. The uncertainty in hydrological impact is therefore best characterised by considering the shape of the distribution of responses across multiple climate scenarios. For some climate model patterns, and some catchments, there is also evidence that linear climate change forcings produce non-linear hydrological impacts. For most variables and catchments, the effects of climate change are apparent above the effects of natural multi-decadal variability with an increase in global mean temperature above 1oC, but there are differences between catchments. Based on the scenarios represented in the ensemble, the effect of climate change in northern upland catchments will be seen soonest in indicators of high flows, but in southern catchments effects will be apparent soonest in measures of summer and low flows. The uncertainty in response between different climate model patterns is considerably greater than the range due to uncertainty in hydrological model parameterisation.

Uncertainty in climate change impacts on basin-scale freshwater resources – preface to the special issue: the QUEST-GSI methodology and synthesis of results

This paper presents a preface to this Special Issue on the results of the QUEST-GSI (Global Scale Impacts) project on climate change impacts on catchment-scale water resources. A detailed description of the unified methodology, subsequently used in all studies in this issue, is provided. The project method involved running simulations of catchment-scale hydrology using a unified set of past and future climate scenarios, to enable a consistent analysis of the climate impacts around the globe. These scenarios include "policy-relevant" prescribed warming scenarios. This is followed by a synthesis of the key findings. Overall, the studies indicate that in most basins the models project substantial changes to river flow, beyond that observed in the historical record, but that in many cases there is considerable uncertainty in the magnitude and sign of the projected changes. The implications of this for adaptation activities are discussed.

Measuring the response of macroeconomic uncertainty to shocks

Recent research documents the importance of uncertainty in determining macroeconomic outcomes, but little is known about the transmission of uncertainty across such outcomes. This paper examines the response of uncertainty about inflation and output growth to shocks documenting statistically significant size and sign bias and spillover effects. Uncertainty about inflation is a determinant of output uncertainty, whereas higher growth volatility tends to raise inflation volatility. Both inflation and growth volatility respond asymmetrically to positive and negative shocks. Negative growth and inflation shocks lead to higher and more persistent uncertainty than shocks of equal magnitude but opposite sign.