On discrimination algorithms for ill-posed problems with an application to magnetic tomography

In this paper we explore classification techniques for ill-posed problems. Two classes are linearly separable in some Hilbert space X if they can be separated by a hyperplane. We investigate stable separability, i.e. the case where we have a positive distance between two separating hyperplanes. When the data in the space Y is generated by a compact operator A applied to the system states ∈ X, we will show that in general we do not obtain stable separability in Y even if the problem in X is stably separable. In particular, we show this for the case where a nonlinear classification is generated from a non-convergent family of linear classes in X. We apply our results to the problem of quality control of fuel cells where we classify fuel cells according to their efficiency. We can potentially classify a fuel cell using either some external measured magnetic field or some internal current. However we cannot measure the current directly since we cannot access the fuel cell in operation. The first possibility is to apply discrimination techniques directly to the measured magnetic fields. The second approach first reconstructs currents and then carries out the classification on the current distributions. We show that both approaches need regularization and that the regularized classifications are not equivalent in general. Finally, we investigate a widely used linear classification algorithm Fisher's linear discriminant with respect to its ill-posedness when applied to data generated via a compact integral operator. We show that the method cannot stay stable when the number of measurement points becomes large.

The REFLEX project: Comparing different algorithms and implementations for the inversion of a terrestrial ecosystem model against eddy covariance data

We describe a model-data fusion (MDF) inter-comparison project (REFLEX), which compared various algorithms for estimating carbon (C) model parameters consistent with both measured carbon fluxes and states and a simple C model. Participants were provided with the model and with both synthetic net ecosystem exchange (NEE) of CO2 and leaf area index (LAI) data, generated from the model with added noise, and observed NEE and LAI data from two eddy covariance sites. Participants endeavoured to estimate model parameters and states consistent with the model for all cases over the two years for which data were provided, and generate predictions for one additional year without observations. Nine participants contributed results using Metropolis algorithms, Kalman filters and a genetic algorithm. For the synthetic data case, parameter estimates compared well with the true values. The results of the analyses indicated that parameters linked directly to gross primary production (GPP) and ecosystem respiration, such as those related to foliage allocation and turnover, or temperature sensitivity of heterotrophic respiration, were best constrained and characterised. Poorly estimated parameters were those related to the allocation to and turnover of fine root/wood pools. Estimates of confidence intervals varied among algorithms, but several algorithms successfully located the true values of annual fluxes from synthetic experiments within relatively narrow 90% confidence intervals, achieving >80% success rate and mean NEE confidence intervals <110 gC m−2 year−1 for the synthetic case. Annual C flux estimates generated by participants generally agreed with gap-filling approaches using half-hourly data. The estimation of ecosystem respiration and GPP through MDF agreed well with outputs from partitioning studies using half-hourly data. Confidence limits on annual NEE increased by an average of 88% in the prediction year compared to the previous year, when data were available. Confidence intervals on annual NEE increased by 30% when observed data were used instead of synthetic data, reflecting and quantifying the addition of model error. Finally, our analyses indicated that incorporating additional constraints, using data on C pools (wood, soil and fine roots) would help to reduce uncertainties for model parameters poorly served by eddy covariance data.

Regularized logistic models for probabilistic forecasting and diagnostics

Logistic models are studied as a tool to convert dynamical forecast information (deterministic and ensemble) into probability forecasts. A logistic model is obtained by setting the logarithmic odds ratio equal to a linear combination of the inputs. As with any statistical model, logistic models will suffer from overfitting if the number of inputs is comparable to the number of forecast instances. Computational approaches to avoid overfitting by regularization are discussed, and efficient techniques for model assessment and selection are presented. A logit version of the lasso (originally a linear regression technique), is discussed. In lasso models, less important inputs are identified and the corresponding coefficient is set to zero, providing an efficient and automatic model reduction procedure. For the same reason, lasso models are particularly appealing for diagnostic purposes.

Probabilistic evaluation of time series models : a comparison of several approaches

Several methods are examined which allow to produce forecasts for time series in the form of probability assignments. The necessary concepts are presented, addressing questions such as how to assess the performance of a probabilistic forecast. A particular class of models, cluster weighted models (CWMs), is given particular attention. CWMs, originally proposed for deterministic forecasts, can be employed for probabilistic forecasting with little modification. Two examples are presented. The first involves estimating the state of (numerically simulated) dynamical systems from noise corrupted measurements, a problem also known as filtering. There is an optimal solution to this problem, called the optimal filter, to which the considered time series models are compared. (The optimal filter requires the dynamical equations to be known.) In the second example, we aim at forecasting the chaotic oscillations of an experimental bronze spring system. Both examples demonstrate that the considered time series models, and especially the CWMs, provide useful probabilistic information about the underlying dynamical relations. In particular, they provide more than just an approximation to the conditional mean.

On instabilities in data assimilation algorithms

Data assimilation algorithms are a crucial part of operational systems in numerical weather prediction, hydrology and climate science, but are also important for dynamical reconstruction in medical applications and quality control for manufacturing processes. Usually, a variety of diverse measurement data are employed to determine the state of the atmosphere or to a wider system including land and oceans. Modern data assimilation systems use more and more remote sensing data, in particular radiances measured by satellites, radar data and integrated water vapor measurements via GPS/GNSS signals. The inversion of some of these measurements are ill-posed in the classical sense, i.e. the inverse of the operator H which maps the state onto the data is unbounded. In this case, the use of such data can lead to significant instabilities of data assimilation algorithms. The goal of this work is to provide a rigorous mathematical analysis of the instability of well-known data assimilation methods. Here, we will restrict our attention to particular linear systems, in which the instability can be explicitly analyzed. We investigate the three-dimensional variational assimilation and four-dimensional variational assimilation. A theory for the instability is developed using the classical theory of ill-posed problems in a Banach space framework. Further, we demonstrate by numerical examples that instabilities can and will occur, including an example from dynamic magnetic tomography.

Probabilistic forecasting: why model imperfection is a poison pill

This volume is a serious attempt to open up the subject of European philosophy of science to real thought, and provide the structural basis for the interdisciplinary development of its specialist fields, but also to provoke reflection on the idea of ‘European philosophy of science’. This efforts should foster a contemporaneous reflection on what might be meant by philosophy of science in Europe and European philosophy of science, and how in fact awareness of it could assist philosophers interpret and motivate their research through a stronger collective identity. The overarching aim is to set the background for a collaborative project organising, systematising, and ultimately forging an identity for, European philosophy of science by creating research structures and developing research networks across Europe to promote its development.

A probabilistic analysis of the future potential of evaporative cooling systems in a temperate climate

The probabilistic projections of climate change for the United Kingdom (UK Climate Impacts Programme) show a trend towards hotter and drier summers. This suggests an expected increase in cooling demand for buildings – a conflicting requirement to reducing building energy needs and related CO2 emissions. Though passive design is used to reduce thermal loads of a building, a supplementary cooling system is often necessary. For such mixed-mode strategies, indirect evaporative cooling is investigated as a low energy option in the context of a warmer and drier UK climate. Analysis of the climate projections shows an increase in wet-bulb depression; providing a good indication of the cooling potential of an evaporative cooler. Modelling a mixed-mode building at two different locations, showed such a building was capable of maintaining adequate thermal comfort in future probable climates. Comparing the control climate to the scenario climate, an increase in the median of evaporative cooling load is evident. The shift is greater for London than for Glasgow with a respective 71.6% and 3.3% increase in the median annual cooling load. The study shows evaporative cooling should continue to function as an effective low-energy cooling technique in future, warming climates.

Influence of probabilistic climate projections on building energy simulation

The Chartered Institute of Building Service Engineers (CIBSE) produced a technical memorandum (TM36) presenting research on future climate impacting building energy use and thermal comfort. One climate projection for each of four CO2 emissions scenario were used in TM36, so providing a deterministic outlook. As part of the UK Climate Impacts Programme (UKCIP) probabilistic climate projections are being studied in relation to building energy simulation techniques. Including uncertainty in climate projections is considered an important advance to climate impacts modelling and is included in the latest UKCIP data (UKCP09). Incorporating the stochastic nature of these new climate projections in building energy modelling requires a significant increase in data handling and careful statistical interpretation of the results to provide meaningful conclusions. This paper compares the results from building energy simulations when applying deterministic and probabilistic climate data. This is based on two case study buildings: (i) a mixed-mode office building with exposed thermal mass and (ii) a mechanically ventilated, light-weight office building. Building (i) represents an energy efficient building design that provides passive and active measures to maintain thermal comfort. Building (ii) relies entirely on mechanical means for heating and cooling, with its light-weight construction raising concern over increased cooling loads in a warmer climate. Devising an effective probabilistic approach highlighted greater uncertainty in predicting building performance, depending on the type of building modelled and the performance factors under consideration. Results indicate that the range of calculated quantities depends not only on the building type but is strongly dependent on the performance parameters that are of interest. Uncertainty is likely to be particularly marked with regard to thermal comfort in naturally ventilated buildings.

Case study part 2: probabilistic modelling of long-term effects of pesticides on individual breeding success in birds and mammals

Abstract: Long-term exposure of skylarks to a fictitious insecticide and of wood mice to a fictitious fungicide were modelled probabilistically in a Monte Carlo simulation. Within the same simulation the consequences of exposure to pesticides on reproductive success were modelled using the toxicity-exposure-linking rules developed by R.S. Bennet et al. (2005) and the interspecies extrapolation factors suggested by R. Luttik et al.(2005). We built models to reflect a range of scenarios and as a result were able to show how exposure to pesticide might alter the number of individuals engaged in any given phase of the breeding cycle at any given time and predict the numbers of new adults at the season’s end.

Standardized test to evaluate numerical weather prediction algorithms

In order to assist in comparing the computational techniques used in different models, the authors propose a standardized set of one-dimensional numerical experiments that could be completed for each model. The results of these experiments, with a simplified form of the computational representation for advection, diffusion, pressure gradient term, Coriolis term, and filter used in the models, should be reported in the peer-reviewed literature. Specific recommendations are described in this paper.

System identification algorithms for the analysis of dielectric responses from broadband spectroscopies

We discuss the modeling of dielectric responses for an electromagnetically excited network of capacitors and resistors using a systems identification framework. Standard models that assume integral order dynamics are augmented to incorporate fractional order dynamics. This enables us to relate more faithfully the modeled responses to those reported in the Dielectrics literature.

Mobility based energy efficient and multi-sink algorithms for consumer home networks

With the fast development of the Internet, wireless communications and semiconductor devices, home networking has received significant attention. Consumer products can collect and transmit various types of data in the home environment. Typical consumer sensors are often equipped with tiny, irreplaceable batteries and it therefore of the utmost importance to design energy efficient algorithms to prolong the home network lifetime and reduce devices going to landfill. Sink mobility is an important technique to improve home network performance including energy consumption, lifetime and end-to-end delay. Also, it can largely mitigate the hot spots near the sink node. The selection of optimal moving trajectory for sink node(s) is an NP-hard problem jointly optimizing routing algorithms with the mobile sink moving strategy is a significant and challenging research issue. The influence of multiple static sink nodes on energy consumption under different scale networks is first studied and an Energy-efficient Multi-sink Clustering Algorithm (EMCA) is proposed and tested. Then, the influence of mobile sink velocity, position and number on network performance is studied and a Mobile-sink based Energy-efficient Clustering Algorithm (MECA) is proposed. Simulation results validate the performance of the proposed two algorithms which can be deployed in a consumer home network environment.