Cross-correlations and cross-bicorrelations in Sterling exchange rates

This paper proposes two new tests for linear and nonlinear lead/lag relationships between time series based on the concepts of cross-correlations and cross-bicorrelations, respectively. The tests are then applied to a set of Sterling-denominated exchange rates. Our analysis indicates that there existed periods during the post-Bretton Woods era where the temporal relationship between different exchange rates was strong, although these periods have become less frequent over the past 20 years. In particular, our results demonstrate the episodic nature of the nonlinearity, and have implications for the speed of flow of information between financial series. The method generalises recently proposed tests for nonlinearity to the multivariate context.

Synergistic angular and spectral estimation of aerosol properties using CHRIS/PROBA-1 and simulated Sentinel-3~data

A method has been developed to estimate Aerosol Optical Depth (AOD), Fine Mode Fraction (FMF) and Single Scattering Albedo (SSA) over land surfaces using simulated Sentinel-3 data. The method uses inversion of a coupled surface/atmosphere radiative transfer model, and includes a general physical model of angular surface reflectance. An iterative process is used to determine the optimum value of the aerosol properties providing the best fit of the corrected reflectance values for a number of view angles and wavelengths with those provided by the physical model. A method of estimating AOD using only angular retrieval has previously been demonstrated on data from the ENVISAT and PROBA-1 satellite instruments, and is extended here to the synergistic spectral and angular sampling of Sentinel-3 and the additional aerosol properties. The method is tested using hyperspectral, multi-angle Compact High Resolution Imaging Spectrometer (CHRIS) images. The values obtained from these CHRIS observations are validated using ground based sun-photometer measurements. Results from 22 image sets using the synergistic retrieval and improved aerosol models show an RMSE of 0.06 in AOD, reduced to 0.03 over vegetated targets.

Synergistic angular and spectral estimation of aerosol properties using CHRIS/PROBA-1 and simulated Sentinel-3 data

We develop a method to derive aerosol properties over land surfaces using combined spectral and angular information, such as available from ESA Sentinel-3 mission, to be launched in 2015. A method of estimating aerosol optical depth (AOD) using only angular retrieval has previously been demonstrated on data from the ENVISAT and PROBA-1 satellite instruments, and is extended here to the synergistic spectral and angular sampling of Sentinel-3. The method aims to improve the estimation of AOD, and to explore the estimation of fine mode fraction (FMF) and single scattering albedo (SSA) over land surfaces by inversion of a coupled surface/atmosphere radiative transfer model. The surface model includes a general physical model of angular and spectral surface reflectance. An iterative process is used to determine the optimum value of the aerosol properties providing the best fit of the corrected reflectance values to the physical model. The method is tested using hyperspectral, multi-angle Compact High Resolution Imaging Spectrometer (CHRIS) images. The values obtained from these CHRIS observations are validated using ground-based sun photometer measurements. Results from 22 image sets using the synergistic retrieval and improved aerosol models show an RMSE of 0.06 in AOD, reduced to 0.03 over vegetated targets.

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.

Designing a sampling scheme to reveal correlations between weeds and soil properties at multiple spatial scales

Weeds tend to aggregate in patches within fields and there is evidence that this is partly owing to variation in soil properties. Because the processes driving soil heterogeneity operate at different scales, the strength of the relationships between soil properties and weed density would also be expected to be scale-dependent. Quantifying these effects of scale on weed patch dynamics is essential to guide the design of discrete sampling protocols for mapping weed distribution. We have developed a general method that uses novel within-field nested sampling and residual maximum likelihood (REML) estimation to explore scale-dependent relationships between weeds and soil properties. We have validated the method using a case study of Alopecurus myosuroides in winter wheat. Using REML, we partitioned the variance and covariance into scale-specific components and estimated the correlations between the weed counts and soil properties at each scale. We used variograms to quantify the spatial structure in the data and to map variables by kriging. Our methodology successfully captured the effect of scale on a number of edaphic drivers of weed patchiness. The overall Pearson correlations between A. myosuroides and soil organic matter and clay content were weak and masked the stronger correlations at >50 m. Knowing how the variance was partitioned across the spatial scales we optimized the sampling design to focus sampling effort at those scales that contributed most to the total variance. The methods have the potential to guide patch spraying of weeds by identifying areas of the field that are vulnerable to weed establishment.

Projected changes in tropical cyclones over Vietnam and the South China Sea using a 25 km regional climate model perturbed physics ensemble

The regional climate modelling system PRECIS, was run at 25 km horizontal resolution for 150 years (1949-2099) using global driving data from a five member perturbed physics ensemble (based on the coupled global climate model HadCM3). Output from these simulations was used to investigate projected changes in tropical cyclones (TCs) over Vietnam and the South China Sea due to global warming (under SRES scenario A1B). Thirty year climatological mean periods were used to look at projected changes in future (2069-2098) TCs compared to a 1961-1990 baseline. Present day results were compared qualitatively with IBTrACS observations and found to be reasonably realistic. Future projections show a 20-44 % decrease in TC frequency, although the spatial patterns of change differ between the ensemble members, and an increase of 27-53 % in the amount of TC associated precipitation. No statistically significant changes in TC intensity were found, however, the occurrence of more intense TCs (defined as those with a maximum 10 m wind speed > 35 m/s) was found to increase by 3-9 %. Projected increases in TC associated precipitation are likely caused by increased evaporation and availability of atmospheric water vapour, due to increased sea surface and atmospheric temperature. The mechanisms behind the projected changes in TC frequency are difficult to link explicitly; changes are most likely due to the combination of increased static stability, increased vertical wind shear and decreased upward motion, which suggest a decrease in the tropical overturning circulation.

Diagnosing observation error correlations for Doppler radar radial winds in the Met Office UKV model using observation-minus-background and observation-minus-analysis statistics

With the development of convection-permitting numerical weather prediction the efficient use of high resolution observations in data assimilation is becoming increasingly important. The operational assimilation of these observations, such as Dopplerradar radial winds, is now common, though to avoid violating the assumption of un- correlated observation errors the observation density is severely reduced. To improve the quantity of observations used and the impact that they have on the forecast will require the introduction of the full, potentially correlated, error statistics. In this work, observation error statistics are calculated for the Doppler radar radial winds that are assimilated into the Met Office high resolution UK model using a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. This is the first in-depth study using the diagnostic to estimate both horizontal and along-beam correlated observation errors. By considering the new results obtained it is found that the Doppler radar radial wind error standard deviations are similar to those used operationally and increase as the observation height increases. Surprisingly the estimated observation error correlation length scales are longer than the operational thinning distance. They are dependent on both the height of the observation and on the distance of the observation away from the radar. Further tests show that the long correlations cannot be attributed to the use of superobservations or the background error covariance matrix used in the assimilation. The large horizontal correlation length scales are, however, in part, a result of using a simplified observation operator.

Hydrodynamics with spin angular momentum from systematic coarse graining: a tutorial example

The derivation of time evolution equations for slow collective variables starting from a micro- scopic model system is demonstrated for the tutorial example of the classical, two-dimensional XY model. Projection operator techniques are used within a nonequilibrium thermodynamics framework together with molecular simulations in order to establish the building blocks of the hydrodynamics equations: Poisson brackets that determine the deterministic drift, the driving forces from the macroscopic free energy and the friction matrix. The approach is rather general and can be applied for deriving the equations of slow variables for a broad variety of systems.

Cloud information content analysis of multi-angular measurements in the oxygen A-band: application to 3MI and MSPI

The vertical distribution of cloud cover has a significant impact on a large number of meteorological and climatic processes. Cloud top altitude and cloud geometrical thickness are then essential. Previous studies established the possibility of retrieving those parameters from multi-angular oxygen A-band measurements. Here we perform a study and comparison of the performances of future instruments. The 3MI (Multi-angle, Multi-channel and Multi-polarization Imager) instrument developed by EUMETSAT, which is an extension of the POLDER/PARASOL instrument, and MSPI (Multi-angles Spectro-Polarimetric Imager) develoloped by NASA's Jet Propulsion Laboratory will measure total and polarized light reflected by the Earth's atmosphere–surface system in several spectral bands (from UV to SWIR) and several viewing geometries. Those instruments should provide opportunities to observe the links between the cloud structures and the anisotropy of the reflected solar radiation into space. Specific algorithms will need be developed in order to take advantage of the new capabilities of this instrument. However, prior to this effort, we need to understand, through a theoretical Shannon information content analysis, the limits and advantages of these new instruments for retrieving liquid and ice cloud properties, and especially, in this study, the amount of information coming from the A-Band channel on the cloud top altitude (CTOP) and geometrical thickness (CGT). We compare the information content of 3MI A-Band in two configurations and that of MSPI. Quantitative information content estimates show that the retrieval of CTOP with a high accuracy is possible in almost all cases investigated. The retrieval of CGT seems less easy but possible for optically thick clouds above a black surface, at least when CGT > 1–2 km.

3-D volume rendering maxillofacial analysis of angular measurements by multislice CT

Objective. This study was designed to determine the precision and accuracy of angular measurements using three-dimensional computed tomography (3D-CT) volume rendering by computer systems. Study design. The study population consisted of 28 dried skulls that were scanned with a 64-row multislice CT, and 3D-CT images were generated. Angular measurements, (n = 6) based upon conventional craniometric anatomical landmarks (n = 9), were identified independently in 3D-CT images by 2 radiologists, twice each, and were then performed by 3D-CT imaging. Subsequently, physical measurements were made by a third examiner using a Beyond Crysta-C9168 series 900 device. Results. The results demonstrated no statistically significant difference between interexaminer and intraexaminer analysis. The mean difference between the physical and 3-D-based angular measurements was -1.18% and -0.89%, respectively, for both examiners, demonstrating high accuracy. Conclusion. Maxillofacial analysis of angular measurements using 3D-CT volume rendering by 64-row multislice CT is established and can be used for orthodontic and dentofacial orthopedic applications.

Drizzle and Fog Analysis in the Sao Paulo Metropolitan Area: Changes 1933-2005 and Correlations with other Climate Factors

In order to improve our understanding of climate change, the aim of this research project was to study the climatology and the time trends of drizzle and fog events in the Sao Paulo Metropolitan Area, and the possible connections of this variability with the sea surface temperature (SST) of the Atlantic and Pacific Oceans. The climatology of both phenomena presents differences and similarities. Fog shows a marked maximum frequency in winter and a minimum frequency in summer, while the seasonal differences of drizzle occurrence are less pronounced, there is a maximum in spring, whereas the other seasons present smaller and similar numbers of events. Both phenomena present a negative trend from 1933 to 2005 which is stronger for fog events. A multivariate statistical analysis indicates that the South Atlantic SST could increase warm temperature advection to the continent. This could be one of the responsible factors for the negative tendency in the number of both fog and drizzle events.

Clinical correlations of human cytomegalovirus strains and viral load in kidney transplant recipients

Little is known about clinical differences associated with cytomegalovirus (CMV) infection by distinct strains in renal transplant patients. Different clinical pictures may be associated with specific viral genotypes. viral load, as well as host factors. The objective of this study was to identify CMV strains to determine viral load (antigenemia), and their correlation with clinical data in renal transplant recipients. Seventy-one patients were enrolled, comprising 91 samples. After selection, polymorphonuclear cells were used to amplify and sequence the gB region of CMV DNA. The sequences were analyzed to ascertain the frequency of different genotypes. Additionally, the results of this Study showed that the gB coding gene presents a great variability, revealing a variety of patterns: classical gB (1.4%), gB1V (46.4%), classical gB2 (35.2%), gB2V (2.8%), gB3 (1.4%), classical gB4 (4.9%) and gB4V (4.9%). The mean viral load in kidney transplant patient was 75.1 positive cells (1-1000). A higher viral load was observed in patients with genotype 4 infection. Statistically significant differences were detected between gB1 and gB4 (p=0.010), and between gB2 and gB4 (p=0.021). The average numbers of positive cells in relation to clinical presentation were: 34.5 in asymptomatic, 49.5 in CMV associated syndrome and 120.7 in patients with invasive disease (p=0.048). As a group, gB1 was the most frequent strain and revealed a potential risk for developing invasive disease. Viral load also seemed to be important as a marker associated with clinical presentation of the disease. (C) 2008 Elsevier B.V. All rights reserved.

Influence of the halo upon angular distributions for elastic scattering and breakup

The angular distributions for elastic scattering and breakup of halo nuclei are analysed using a near-side/far-side decomposition within the framework of the dynamical eikonal approximation. This analysis is performed for (11)Be impinging on Pb at 69 MeV/nucleon. These distributions exhibit very similar features. In particular they are both near-side dominated, as expected from Coulomb-dominated reactions. The general shape of these distributions is sensitive mostly to the projectile-target interactions, but is also affected by the extension of the halo. This suggests the elastic scattering not to be affected by a loss of flux towards the breakup channel. (C) 2010 Elsevier B.V. All rights reserved.

A closer look at the influence of tubular initial conditions on two-particle correlations

In a recent paper, the hydrodynamic code NEXSPheRIO was used in conjunction with STAR analysis methods to study two-particle correlations as a function of Delta(eta) and Delta phi. The various structures observed in the data were reproduced. In this work, we discuss the origin of these structures as well as present new results.