Forecasting with difference and trend stationary models

Although difference-stationary (DS) and trend-stationary (TS) processes have been subject to considerable analysis, there are no direct comparisons for each being the data-generation process (DGP). We examine incorrect choice between these models for forecasting for both known and estimated parameters. Three sets of Monte Carlo simulations illustrate the analysis, to evaluate the biases in conventional standard errors when each model is mis-specified, compute the relative mean-square forecast errors of the two models for both DGPs, and investigate autocorrelated errors, so both models can better approximate the converse DGP. The outcomes are surprisingly different from established results.

Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions

We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.

Systematic model forecast error in Rossby wave structure

Diabatic processes can alter Rossby wave structure; consequently errors arising from model processes propagate downstream. However, the chaotic spread of forecasts from initial condition uncertainty renders it difficult to trace back from root mean square forecast errors to model errors. Here diagnostics unaffected by phase errors are used, enabling investigation of systematic errors in Rossby waves in winter-season forecasts from three operational centers. Tropopause sharpness adjacent to ridges decreases with forecast lead time. It depends strongly on model resolution, even though models are examined on a common grid. Rossby wave amplitude reduces with lead time up to about five days, consistent with under-representation of diabatic modification and transport of air from the lower troposphere into upper-tropospheric ridges, and with too weak humidity gradients across the tropopause. However, amplitude also decreases when resolution is decreased. Further work is necessary to isolate the contribution from errors in the representation of diabatic processes.

Elastic net orthogonal forward regression

An efficient two-level model identification method aiming at maximising a model׳s generalisation capability is proposed for a large class of linear-in-the-parameters models from the observational data. A new elastic net orthogonal forward regression (ENOFR) algorithm is employed at the lower level to carry out simultaneous model selection and elastic net parameter estimation. The two regularisation parameters in the elastic net are optimised using a particle swarm optimisation (PSO) algorithm at the upper level by minimising the leave one out (LOO) mean square error (LOOMSE). There are two elements of original contributions. Firstly an elastic net cost function is defined and applied based on orthogonal decomposition, which facilitates the automatic model structure selection process with no need of using a predetermined error tolerance to terminate the forward selection process. Secondly it is shown that the LOOMSE based on the resultant ENOFR models can be analytically computed without actually splitting the data set, and the associate computation cost is small due to the ENOFR procedure. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.

Temperature-dependent orientational ordering on a spherical surface modeled with a lattice spin model

We study the orientational ordering on the surface of a sphere using Monte Carlo and Brownian dynamics simulations of rods interacting with an anisotropic potential. We restrict the orientations to the local tangent plane of the spherical surface and fix the position of each rod to be at a discrete point on the spherical surface. On the surface of a sphere, orientational ordering cannot be perfectly nematic due to the inevitable presence of defects. We find that the ground state of four +1/2 point defects is stable across a broad range of temperatures. We investigate the transition from disordered to ordered phase by decreasing the temperature and find a very smooth transition. We use fluctuations of the local directors to estimate the Frank elastic constant on the surface of a sphere and compare it to the planar case. We observe subdiffusive behavior in the mean square displacement of the defect cores and estimate their diffusion constants.

Can dynamically downscaled windstorm footprints be improved by observations through a probabilistic approach?

Windstorms are a main feature of the European climate and exert strong socioeconomic impacts. Large effort has been made in developing and enhancing models to simulate the intensification of windstorms, resulting footprints, and associated impacts. Simulated wind or gust speeds usually differ from observations, as regional climate models have biases and cannot capture all local effects. An approach to adjust regional climate model (RCM) simulations of wind and wind gust toward observations is introduced. For this purpose, 100 windstorms are selected and observations of 173 (111) test sites of the German Weather Service are considered for wind (gust) speed. Theoretical Weibull distributions are fitted to observed and simulated wind and gust speeds, and the distribution parameters of the observations are interpolated onto the RCM computational grid. A probability mapping approach is applied to relate the distributions and to correct the modeled footprints. The results are not only achieved for single test sites but for an area-wide regular grid. The approach is validated using root-mean-square errors on event and site basis, documenting that the method is generally able to adjust the RCM output toward observations. For gust speeds, an improvement on 88 of 100 events and at about 64% of the test sites is reached. For wind, 99 of 100 improved events and ~84% improved sites can be obtained. This gives confidence on the potential of the introduced approach for many applications, in particular those considering wind data.

Boundary condition effects in the simulation study of equilibrium properties of magnetic dipolar fluids

In this paper we investigate the equilibrium properties of magnetic dipolar (ferro-) fluids and discuss finite-size effects originating from the use of different boundary conditions in computer simulations. Both periodic boundary conditions and a finite spherical box are studied. We demonstrate that periodic boundary conditions and subsequent use of Ewald sum to account for the long-range dipolar interactions lead to a much faster convergence (in terms of the number of investigated dipolar particles) of the magnetization curve and the initial susceptibility to their thermodynamic limits. Another unwanted effect of the simulations in a finite spherical box geometry is a considerable sensitivity to the container size. We further investigate the influence of the surface term in the Ewald sum-that is, due to the surrounding continuum with magnetic permeability mu(BC)-on the convergence properties of our observables and on the final results. The two different ways of evaluating the initial susceptibility, i.e., (1) by the magnetization response of the system to an applied field and (2) by the zero-field fluctuation of the mean-square dipole moment of the system, are compared in terms of speed and accuracy.

Meteorological forcing data for urban outdoor thermal comfort models from a coupled convective boundary layer and surface energy balance scheme

Site-specific meteorological forcing appropriate for applications such as urban outdoor thermal comfort simulations can be obtained using a newly coupled scheme that combines a simple slab convective boundary layer (CBL) model and urban land surface model (ULSM) (here two ULSMs are considered). The former simulates daytime CBL height, air temperature and humidity, and the latter estimates urban surface energy and water balance fluxes accounting for changes in land surface cover. The coupled models are tested at a suburban site and two rural sites, one irrigated and one unirrigated grass, in Sacramento, U.S.A. All the variables modelled compare well to measurements (e.g. coefficient of determination = 0.97 and root mean square error = 1.5 °C for air temperature). The current version is applicable to daytime conditions and needs initial state conditions for the CBL model in the appropriate range to obtain the required performance. The coupled model allows routine observations from distant sites (e.g. rural, airport) to be used to predict air temperature and relative humidity in an urban area of interest. This simple model, which can be rapidly applied, could provide urban data for applications such as air quality forecasting and building energy modelling, in addition to outdoor thermal comfort.

A dynamic mechanistic model of lactic acid metabolism in the rumen

Current feed evaluation systems for ruminants are too imprecise to describe diets in terms of their acidosis risk. The dynamic mechanistic model described herein arises from the integration of a lactic acid (La) metabolism module into an extant model of whole-rumen function. The model was evaluated using published data from cows and sheep fed a range of diets or infused with various doses of La. The model performed well in simulating peak rumen La concentrations (coefficient of determination = 0.96; root mean square prediction error = 16.96% of observed mean), although frequency of sampling for the published data prevented a comprehensive comparison of prediction of time to peak La accumulation. The model showed a tendency for increased La accumulation following feeding of diets rich in nonstructural carbohydrates, although less-soluble starch sources such as corn tended to limit rumen La concentration. Simulated La absorption from the rumen remained low throughout the feeding cycle. The competition between bacteria and protozoa for rumen La suggests a variable contribution of protozoa to total La utilization. However, the model was unable to simulate the effects of defaunation on rumen La metabolism, indicating a need for a more detailed description of protozoal metabolism. The model could form the basis of a feed evaluation system with regard to rumen La metabolism.

The dynamics of Baroclinic Zonal jets

Multiple alternating zonal jets are a ubiquitous feature of planetary atmospheres and oceans. However, most studies to date have focused on the special case of barotropic jets. Here, the dynamics of freely evolving baroclinic jets are investigated using a two-layer quasigeostrophic annulus model with sloping topography. In a suite of 15 numerical simulations, the baroclinic Rossby radius and baroclinic Rhines scale are sampled by varying the stratification and root-mean-square eddy velocity, respectively. Small-scale eddies in the initial state evolve through geostrophic turbulence and accelerate zonally as they grow in horizontal scale, first isotropically and then anisotropically. This process leads ultimately to the formation of jets, which take about 2500 rotation periods to equilibrate. The kinetic energy spectrum of the equilibrated baroclinic zonal flow steepens from a −3 power law at small scales to a −5 power law near the jet scale. The conditions most favorable for producing multiple alternating baroclinic jets are large baroclinic Rossby radius (i.e., strong stratification) and small baroclinic Rhines scale (i.e., weak root-mean-square eddy velocity). The baroclinic jet width is diagnosed objectively and found to be 2.2–2.8 times larger than the baroclinic Rhines scale, with a best estimate of 2.5 times larger. This finding suggests that Rossby wave motions must be moving at speeds of approximately 6 times the turbulent eddy velocity in order to be capable of arresting the isotropic inverse energy cascade.

Design of delay-tolerant space–time codes with limited feedback

In cooperative communication networks, owing to the nodes' arbitrary geographical locations and individual oscillators, the system is fundamentally asynchronous. Such a timing mismatch may cause rank deficiency of the conventional space-time codes and, thus, performance degradation. One efficient way to overcome such an issue is the delay-tolerant space-time codes (DT-STCs). The existing DT-STCs are designed assuming that the transmitter has no knowledge about the channels. In this paper, we show how the performance of DT-STCs can be improved by utilizing some feedback information. A general framework for designing DT-STC with limited feedback is first proposed, allowing for flexible system parameters such as the number of transmit/receive antennas, modulated symbols, and the length of codewords. Then, a new design method is proposed by combining Lloyd's algorithm and the stochastic gradient-descent algorithm to obtain optimal codebook of STCs, particularly for systems with linear minimum-mean-square-error receiver. Finally, simulation results confirm the performance of the newly designed DT-STCs with limited feedback.

Low complexity equalization of HCM systems with DPFFT demodulation over doubly-selective channels

To mitigate the inter-carrier interference (ICI) of doubly-selective (DS) fading channels, we consider a hybrid carrier modulation (HCM) system employing the discrete partial fast Fourier transform (DPFFT) demodulation and the banded minimum mean square error (MMSE) equalization in this letter. We first provide the discrete form of partial FFT demodulation, then apply the banded MMSE equalization to suppress the residual interference at the receiver. The proposed algorithm has been demonstrated, via numerical simulations, to be its superior over the single carrier modulation (SCM) system and circularly prefixed orthogonal frequency division multiplexing (OFDM) system over a typical DS channel. Moreover, it represents a good trade-off between computational complexity and performance.

Joint retrievals of cloud and drizzle in marine boundary layer clouds using ground-based radar, lidar and zenith radiances

Active remote sensing of marine boundary-layer clouds is challenging as drizzle drops often dominate the observed radar reflectivity. We present a new method to simultaneously retrieve cloud and drizzle vertical profiles in drizzling boundary-layer clouds using surface-based observations of radar reflectivity, lidar attenuated backscatter, and zenith radiances under conditions when precipitation does not reach the surface. Specifically, the vertical structure of droplet size and water content of both cloud and drizzle is characterised throughout the cloud. An ensemble optimal estimation approach provides full error statistics given the uncertainty in the observations. To evaluate the new method, we first perform retrievals using synthetic measurements from large-eddy simulation snapshots of cumulus under stratocumulus, where cloud water path is retrieved with an error of 31 g m−2 . The method also performs well in non-drizzling clouds where no assumption of the cloud profile is required. We then apply the method to observations of marine stratocumulus obtained during the Atmospheric Radiation Measurement MAGIC deployment in the Northeast Pacific. Here, retrieved cloud water path agrees well with independent three-channel microwave radiometer retrievals, with a root mean square difference of 10–20 g m−2.

An ASIFT-based local registration method for satellite imagery

Imagery registration is a fundamental step, which greatly affects later processes in image mosaic, multi-spectral image fusion, digital surface modelling, etc., where the final solution needs blending of pixel information from more than one images. It is highly desired to find a way to identify registration regions among input stereo image pairs with high accuracy, particularly in remote sensing applications in which ground control points (GCPs) are not always available, such as in selecting a landing zone on an outer space planet. In this paper, a framework for localization in image registration is developed. It strengthened the local registration accuracy from two aspects: less reprojection error and better feature point distribution. Affine scale-invariant feature transform (ASIFT) was used for acquiring feature points and correspondences on the input images. Then, a homography matrix was estimated as the transformation model by an improved random sample consensus (IM-RANSAC) algorithm. In order to identify a registration region with a better spatial distribution of feature points, the Euclidean distance between the feature points is applied (named the S criterion). Finally, the parameters of the homography matrix were optimized by the Levenberg–Marquardt (LM) algorithm with selective feature points from the chosen registration region. In the experiment section, the Chang’E-2 satellite remote sensing imagery was used for evaluating the performance of the proposed method. The experiment result demonstrates that the proposed method can automatically locate a specific region with high registration accuracy between input images by achieving lower root mean square error (RMSE) and better distribution of feature points.

Twin experiments with the equivalent weights particle filter and HadCM3

This paper investigates the use of a particle filter for data assimilation with a full scale coupled ocean–atmosphere general circulation model. Synthetic twin experiments are performed to assess the performance of the equivalent weights filter in such a high-dimensional system. Artificial 2-dimensional sea surface temperature fields are used as observational data every day. Results are presented for different values of the free parameters in the method. Measures of the performance of the filter are root mean square errors, trajectories of individual variables in the model and rank histograms. Filter degeneracy is not observed and the performance of the filter is shown to depend on the ability to keep maximum spread in the ensemble.