Emergence of Chenopodium album and Stellaria media of different origins under different climatic conditions

The emergence behaviour of weed species in relation to cultural and meteorological events was studied. Dissimilarities between populations in dormancy and germination ecology, between-year maturation conditions and seed quality and burial site climate all contribute to potentially unpredictable variability. Therefore, a weed emergence data set was produced for weed seeds of Stellaria media and Chenopodium album matured and collected from three populations (Italy, Sweden and UK). The seeds were collected in two consecutive seasons (1999 and 2000) and subsequently buried in the autumn of the same year of maturation in eight contrasting climatic locations throughout Europe and the USA. The experiment sought to explore and explain differences between the three populations in their emergence behaviour. Evidence was demonstrated of synchrony in the timing of the emergence of different populations of a species at a given burial site. The relative magnitudes of emergence from the three populations at a given burial site in a given year were generally similar across all the burial sites in the study. The resulting data set was also used to construct a simple weed emergence model, which was tested for its application to the range of different burial environments and populations. The study demonstrated the possibility of using a simple thermal time-based model to describe part of the emergence behaviour across different burial sites, seed populations and seasons, and a simple winter chilling relationship to adjust for the magnitude of the flush of emergence at a given burial site. This study demonstrates the possibility of developing robust generic models for simple predictions of emergence timing across populations.

New mathematical modeling approach for predicting microbial inactivation by high hydrostatic pressure

A new primary model based on a thermodynamically consistent first-order kinetic approach was constructed to describe non-log-linear inactivation kinetics of pressure-treated bacteria. The model assumes a first-order process in which the specific inactivation rate changes inversely with the square root of time. The model gave reasonable fits to experimental data over six to seven orders of magnitude. It was also tested on 138 published data sets and provided good fits in about 70% of cases in which the shape of the curve followed the typical convex upward form. In the remainder of published examples, curves contained additional shoulder regions or extended tail regions. Curves with shoulders could be accommodated by including an additional time delay parameter and curves with tails shoulders could be accommodated by omitting points in the tail beyond the point at which survival levels remained more or less constant. The model parameters varied regularly with pressure, which may reflect a genuine mechanistic basis for the model. This property also allowed the calculation of (a) parameters analogous to the decimal reduction time D and z, the temperature increase needed to change the D value by a factor of 10, in thermal processing, and hence the processing conditions needed to attain a desired level of inactivation; and (b) the apparent thermodynamic volumes of activation associated with the lethal events. The hypothesis that inactivation rates changed as a function of the square root of time would be consistent with a diffusion-limited process.

Adaptive deadbeat control of stochastic systems

This paper considers the use of a discrete-time deadbeat control action on systems affected by noise. Variations on the standard controller form are discussed and comparisons are made with controllers in which noise rejection is a higher priority objective. Both load and random disturbances are considered in the system description, although the aim of the deadbeat design remains as a tailoring of reference input variations. Finally, the use of such a deadbeat action within a self-tuning control framework is shown to satisfy, under certain conditions, the self-tuning property, generally though only when an extended form of least-squares estimation is incorporated.

Auto-weighted minimum-variance self-tuning controller

A self-tuning controller which automatically assigns weightings to control and set-point following is introduced. This discrete-time single-input single-output controller is based on a generalized minimum-variance control strategy. The automatic on-line selection of weightings is very convenient, especially when the system parameters are unknown or slowly varying with respect to time, which is generally considered to be the type of systems for which self-tuning control is useful. This feature also enables the controller to overcome difficulties with non-minimum phase systems.

Weighted input predictive controller

A discrete-time algorithm is presented which is based on a predictive control scheme in the form of dynamic matrix control. A set of control inputs are calculated and made available at each time instant, the actual input applied being a weighted summation of the inputs within the set. The algorithm is directly applicable in a self-tuning format and is therefore suitable for slowly time-varying systems in a noisy environment.

Systematic property risk: quantifying UK property betas 1983-2005

The increased frequency in reporting UK property performance figures, coupled with the acceptance of the IPD database as the market standard, has enabled property to be analysed on a comparable level with other more frequently traded assets. The most widely utilised theory for pricing financial assets, the Capital Asset Pricing Model (CAPM), gives market (systematic) risk, beta, centre stage. This paper seeks to measure the level of systematic risk (beta) across various property types, market conditions and investment holding periods. This paper extends the authors’ previous work on investment holding periods and how excess returns (alpha) relate to those holding periods. We draw on the uniquely constructed IPD/Gerald Eve transactions database, containing over 20,000 properties over the period 1983-2005. This research allows us to confirm our initial findings that properties held over longer periods perform in line with overall market performance. One implication of this is that over the long-term performance may be no different from an index tracking approach.

The elasticity of demand is about occupancy, not prices: building European demand curves based on occupancy elasticity

The peak congestion of the European grid may create significant impacts on system costs because of the need for higher marginal cost generation, higher cost system balancing and increasing grid reinforcement investment. The use of time of use rates, incentives, real time pricing and other programmes, usually defined as Demand Side Management (DSM), could bring about significant reductions in prices, limit carbon emissions from dirty power plants, and improve the integration of renewable sources of energy. Unlike previous studies on elasticity of residential electricity demand under flat tariffs, the aim of this study is not to investigate the known relatively inelastic relationship between demand and prices. Rather, the aim is to assess how occupancy levels vary in different European countries. This reflects the reality of demand loads, which are predominantly determined by the timing of human activities (e.g. travelling to work, taking children to school) rather than prices. To this end, two types of occupancy elasticity are estimated: baseline occupancy elasticity and peak occupancy elasticity. These represent the intrinsic elasticity associated with human activities of single residential end-users in 15 European countries. This study makes use of occupancy time-series data from the Harmonised European Time Use Survey database to build European occupancy curves; identify peak occupancy periods; draw time use demand curves for video and TV watching activity; and estimate national occupancy elasticity levels of single-occupant households. Findings on occupancy elasticities provide an indication of possible DSM strategies based on occupancy levels and not prices.

Wind-driven mixing below the oceanic mixed layer

This study describes the turbulent processes in the upper ocean boundary layer forced by a constant surface stress in the absence of the Coriolis force using large-eddy simulation. The boundary layer that develops has a two-layer structure, a well-mixed layer above a stratified shear layer. The depth of the mixed layer is approximately constant, whereas the depth of the shear layer increases with time. The turbulent momentum flux varies approximately linearly from the surface to the base of the shear layer. There is a maximum in the production of turbulence through shear at the base of the mixed layer. The magnitude of the shear production increases with time. The increase is mainly a result of the increase in the turbulent momentum flux at the base of the mixed layer due to the increase in the depth of the boundary layer. The length scale for the shear turbulence is the boundary layer depth. A simple scaling is proposed for the magnitude of the shear production that depends on the surface forcing and the average mixed layer current. The scaling can be interpreted in terms of the divergence of a mean kinetic energy flux. A simple bulk model of the boundary layer is developed to obtain equations describing the variation of the mixed layer and boundary layer depths with time. The model shows that the rate at which the boundary layer deepens does not depend on the stratification of the thermocline. The bulk model shows that the variation in the mixed layer depth is small as long as the surface buoyancy flux is small.

Regularization of Descriptor Systems by Derivative and Proportional State Feedback

For linear multivariable time-invariant continuous or discrete-time singular systems it is customary to use a proportional feedback control in order to achieve a desired closed loop behaviour. Derivative feedback is rarely considered. This paper examines how derivative feedback in descriptor systems can be used to alter the structure of the system pencil under various controllability conditions. It is shown that derivative and proportional feedback controls can be constructed such that the closed loop system has a given form and is also regular and has index at most 1. This property ensures the solvability of the resulting system of dynamic-algebraic equations. The construction procedures used to establish the theory are based only on orthogonal matrix decompositions and can therefore be implemented in a numerically stable way. The problem of pole placement with derivative feedback alone and in combination with proportional state feedback is also investigated. A computational algorithm for improving the “conditioning” of the regularized closed loop system is derived.

The surface urban energy and water balance scheme (SUEWS): evaluation in Los Angeles and Vancouver

An urban energy and water balance model is presented which uses a small number of commonly measured meteorological variables and information about the surface cover. Rates of evaporation-interception for a single layer with multiple surface types (paved, buildings, coniferous trees and/or shrubs, deciduous trees and/or shrubs, irrigated grass, non-irrigated grass and water) are calculated. Below each surface type, except water, there is a single soil layer. At each time step the moisture state of each surface is calculated. Horizontal water movements at the surface and in the soil are incorporated. Particular attention is given to the surface conductance used to model evaporation and its parameters. The model is tested against direct flux measurements carried out over a number of years in Vancouver, Canada and Los Angeles, USA. At all measurement sites the model is able to simulate the net all-wave radiation and turbulent sensible and latent heat well (RMSE = 25–47 W m−2, 30–64 and 20–56 W m−2, respectively). The model reproduces the diurnal cycle of the turbulent fluxes but typically underestimates latent heat flux and overestimates sensible heat flux in the day time. The model tracks measured surface wetness and simulates the variations in soil moisture content. It is able to respond correctly to short-term events as well as annual changes. The largest uncertainty relates to the determination of surface conductance. The model has the potential be used for multiple applications; for example, to predict effects of regulation on urban water use, landscaping and planning scenarios, or to assess climate mitigation strategies.

A dynamical systems framework for intermittent data assimilation

We consider the problem of discrete time filtering (intermittent data assimilation) for differential equation models and discuss methods for its numerical approximation. The focus is on methods based on ensemble/particle techniques and on the ensemble Kalman filter technique in particular. We summarize as well as extend recent work on continuous ensemble Kalman filter formulations, which provide a concise dynamical systems formulation of the combined dynamics-assimilation problem. Possible extensions to fully nonlinear ensemble/particle based filters are also outlined using the framework of optimal transportation theory.

A reprocessing for climate of sea surface temperature from the Along-Track Scanning Radiometers: basis in radiative transfer

We present new radiative transfer simulations to support determination of sea surface temperature (SST) from Along Track Scanning Radiometer (ATSR) imagery. The simulations are to be used within the ATSR Reprocessing for Climate project. The simulations are based on the “Reference Forward Model” line-by-line model linked with a sea surface emissivity model that accounts for wind speed and temperature, and with a discrete ordinates scattering model (DISORT). Input to the forward model is a revised atmospheric profile dataset, based on full resolution ERA-40, with a wider range of high-latitude profiles to address known retrieval biases in those regions. Analysis of the radiative impacts of atmospheric trace gases shows that geographical and temporal variation of N2O, CH4, HNO3, and CFC-11 and CFC-12 have effects of order 0.05, 0.2, 0.1 K on the 3.7, 11, 12 μm channels respectively. In addition several trace gases, neglected in previous studies, are included using fixed profiles contributing ~ 0.04 K to top-of-atmosphere BTs. Comparison against observations for ATSR2 and AATSR indicates that forward model biases have been reduced from 0.2 to 0.5 K for previous simulations to ~ 0.1 K.

An historical perspective on forecast errors

Using annual observations on industrial production over the last three centuries, and on GDP over a 100-year period, we seek an historical perspective on the forecastability of these UK output measures. The series are dominated by strong upward trends, so we consider various specifications of this, including the local linear trend structural time-series model, which allows the level and slope of the trend to vary. Our results are not unduly sensitive to how the trend in the series is modelled: the average sizes of the forecast errors of all models, and the wide span of prediction intervals, attests to a great deal of uncertainty in the economic environment. It appears that, from an historical perspective, the postwar period has been relatively more forecastable.

Sea surface temperature datasets for climate applications from Phase 1 of the European Space Agency Climate Change Initiative (SST CCI)

Sea surface temperature (SST) datasets have been generated from satellite observations for the period 1991–2010, intended for use in climate science applications. Attributes of the datasets specifically relevant to climate applications are: first, independence from in situ observations; second, effort to ensure homogeneity and stability through the time-series; third, context-specific uncertainty estimates attached to each SST value; and, fourth, provision of estimates of both skin SST (the fundamental measure- ment, relevant to air-sea fluxes) and SST at standard depth and local time (partly model mediated, enabling comparison with his- torical in situ datasets). These attributes in part reflect requirements solicited from climate data users prior to and during the project. Datasets consisting of SSTs on satellite swaths are derived from the Along-Track Scanning Radiometers (ATSRs) and Advanced Very High Resolution Radiometers (AVHRRs). These are then used as sole SST inputs to a daily, spatially complete, analysis SST product, with a latitude-longitude resolution of 0.05°C and good discrimination of ocean surface thermal features. A product user guide is available, linking to reports describing the datasets’ algorithmic basis, validation results, format, uncer- tainty information and experimental use in trial climate applications. Future versions of the datasets will span at least 1982–2015, better addressing the need in many climate applications for stable records of global SST that are at least 30 years in length.

Speculative bubbles and the cross-sectional variation in stock returns

Evidence suggests that rational, periodically collapsing speculative bubbles may be pervasive in stock markets globally, but there is no research that considers them at the individual stock level. In this study we develop and test an empirical asset pricing model that allows for speculative bubbles to affect stock returns. We show that stocks incorporating larger bubbles yield higher returns. The bubble deviation, at the stock level as opposed to the industry or market level, is a priced source of risk that is separate from the standard market risk, size and value factors. We demonstrate that much of the common variation in stock returns that can be attributable to market risk is due to the co-movement of bubbles rather than being driven by fundamentals.