Evaluation of two hybrid metric-conceptual models, for simulating phosphorus transfer from agricultural land in the river enborne, a lowland UK catchment

Across Europe, elevated phosphorus (P) concentrations in lowland rivers have made them particularly susceptible to eutrophication. This is compounded in southern and central UK by increasing pressures on water resources, which may be further enhanced by the potential effects of climate change. The EU Water Framework Directive requires an integrated approach to water resources management at the catchment scale and highlights the need for modelling tools that can distinguish relative contributions from multiple nutrient sources and are consistent with the information content of the available data. Two such models are introduced and evaluated within a stochastic framework using daily flow and total phosphorus concentrations recorded in a clay catchment typical of many areas of the lowland UK. Both models disaggregate empirical annual load estimates, derived from land use data, as a function of surface/near surface runoff, generated using a simple conceptual rainfall-runoff model. Estimates of the daily load from agricultural land, together with those from baseflow and point sources, feed into an in-stream routing algorithm. The first model assumes constant concentrations in runoff via surface/near surface pathways and incorporates an additional P store in the river-bed sediments, depleted above a critical discharge, to explicitly simulate resuspension. The second model, which is simpler, simulates P concentrations as a function of surface/near surface runoff, thus emphasising the influence of non-point source loads during flow peaks and mixing of baseflow and point sources during low flows. The temporal consistency of parameter estimates and thus the suitability of each approach is assessed dynamically following a new approach based on Monte-Carlo analysis. (c) 2004 Elsevier B.V. All rights reserved.

Evolution of micromorphological and chemical characters in the lichen-forming fungal family Pertusariaceae

Micromorphological characters of the fruiting bodies, such as ascus-type and hymenial amyloidity, and secondary chemistry have been widely employed as key characters in Ascomycota classification. However, the evolution of these characters has yet not been studied using molecular phylogenies. We have used a combined Bayesian and maximum likelihood based approach to trace character evolution on a tree inferred from a combined analysis of nuclear and mitochondrial ribosomal DNA sequences. The maximum likelihood aspect overcomes simplifications inherent in maximum parsimony methods, whereas the Markov chain Monte Carlo aspect renders results independent of any particular phylogenetic tree. The results indicate that the evolution of the two chemical characters is quite different, being stable once developed for the medullary lecanoric acid, whereas the cortical chlorinated xanthones appear to have been lost several times. The current ascus-types and the amyloidity of the hymenial gel in Pertusariaceae appear to have been developed within the family. The basal ascus-type of pertusarialean fungi remains unknown. (c) 2006 The Linnean Society of London, Biological Journal of the Linnean Society, 2006, 89, 615-626.

Assessing the accuracy of CME speed and trajectory estimates from STEREO observations through a comparison of independent methods

We have estimated the speed and direction of propagation of a number of Coronal Mass Ejections (CMEs) using single-spacecraft data from the STEREO Heliospheric Imager (HI) wide-field cameras. In general, these values are in good agreement with those predicted by Thernisien, Vourlidas, and Howard in Solar Phys. 256, 111 -aEuro parts per thousand 130 (2009) using a forward modelling method to fit CMEs imaged by the STEREO COR2 coronagraphs. The directions of the CMEs predicted by both techniques are in good agreement despite the fact that many of the CMEs under study travel in directions that cause them to fade rapidly in the HI images. The velocities estimated from both techniques are in general agreement although there are some interesting differences that may provide evidence for the influence of the ambient solar wind on the speed of CMEs. The majority of CMEs with a velocity estimated to be below 400 km s(-1) in the COR2 field of view have higher estimated velocities in the HI field of view, while, conversely, those with COR2 velocities estimated to be above 400 km s(-1) have lower estimated HI velocities. We interpret this as evidence for the deceleration of fast CMEs and the acceleration of slower CMEs by interaction with the ambient solar wind beyond the COR2 field of view. We also show that the uncertainties in our derived parameters are influenced by the range of elongations over which each CME can be tracked. In order to reduce the uncertainty in the predicted arrival time of a CME at 1 Astronomical Unit (AU) to within six hours, the CME needs to be tracked out to at least 30 degrees elongation. This is in good agreement with predictions of the accuracy of our technique based on Monte Carlo simulations.

Selecting from amongst non–nested conditional variance models: information criteria and portfolio determination

We consider the finite sample properties of model selection by information criteria in conditionally heteroscedastic models. Recent theoretical results show that certain popular criteria are consistent in that they will select the true model asymptotically with probability 1. To examine the empirical relevance of this property, Monte Carlo simulations are conducted for a set of non–nested data generating processes (DGPs) with the set of candidate models consisting of all types of model used as DGPs. In addition, not only is the best model considered but also those with similar values of the information criterion, called close competitors, thus forming a portfolio of eligible models. To supplement the simulations, the criteria are applied to a set of economic and financial series. In the simulations, the criteria are largely ineffective at identifying the correct model, either as best or a close competitor, the parsimonious GARCH(1, 1) model being preferred for most DGPs. In contrast, asymmetric models are generally selected to represent actual data. This leads to the conjecture that the properties of parameterizations of processes commonly used to model heteroscedastic data are more similar than may be imagined and that more attention needs to be paid to the behaviour of the standardized disturbances of such models, both in simulation exercises and in empirical modelling.

Extracting quantitative structural parameters for disordered polymers from neutron scattering data

The organization of non-crystalline polymeric materials at a local level, namely on a spatial scale between a few and 100 a, is still unclear in many respects. The determination of the local structure in terms of the configuration and conformation of the polymer chain and of the packing characteristics of the chain in the bulk material represents a challenging problem. Data from wide-angle diffraction experiments are very difficult to interpret due to the very large amount of information that they carry, that is the large number of correlations present in the diffraction patterns.We describe new approaches that permit a detailed analysis of the complex neutron diffraction patterns characterizing polymer melts and glasses. The coupling of different computer modelling strategies with neutron scattering data over a wide Q range allows the extraction of detailed quantitative information on the structural arrangements of the materials of interest. Proceeding from modelling routes as diverse as force field calculations, single-chain modelling and reverse Monte Carlo, we show the successes and pitfalls of each approach in describing model systems, which illustrate the need to attack the data analysis problem simultaneously from several fronts.

Precisely wrong or roughly right? An evaluation of development viability

This paper investigates the effect of choices of model structure and scale in development viability appraisal. The paper addresses two questions concerning the application of development appraisal techniques to viability modelling within the UK planning system. The first relates to the extent to which, given intrinsic input uncertainty, the choice of model structure significantly affects model outputs. The second concerns the extent to which, given intrinsic input uncertainty, the level of model complexity significantly affects model outputs. Monte Carlo simulation procedures are applied to a hypothetical development scheme in order to measure the effects of model aggregation and structure on model output variance. It is concluded that, given the particular scheme modelled and unavoidably subjective assumptions of input variance, that simple and simplistic models may produce similar outputs to more robust and disaggregated models.

Reconciling model and information uncertainty in development appraisal

This paper investigates the effect of choices of model structure and scale in development viability appraisal. The paper addresses two questions concerning the application of development appraisal techniques to viability modelling within the UK planning system. The first relates to the extent to which, given intrinsic input uncertainty, the choice of model structure significantly affects model outputs. The second concerns the extent to which, given intrinsic input uncertainty, the level of model complexity significantly affects model outputs. Monte Carlo simulation procedures are applied to a hypothetical development scheme in order to measure the effects of model aggregation and structure on model output variance. It is concluded that, given the particular scheme modelled and unavoidably subjective assumptions of input variance, simple and simplistic models may produce similar outputs to more robust and disaggregated models.

Does increased hydrochemical model complexity decrease robustness?

The aim of this study was, within a sensitivity analysis framework, to determine if additional model complexity gives a better capability to model the hydrology and nitrogen dynamics of a small Mediterranean forested catchment or if the additional parameters cause over-fitting. Three nitrogen-models of varying hydrological complexity were considered. For each model, general sensitivity analysis (GSA) and Generalized Likelihood Uncertainty Estimation (GLUE) were applied, each based on 100,000 Monte Carlo simulations. The results highlighted the most complex structure as the most appropriate, providing the best representation of the non-linear patterns observed in the flow and streamwater nitrate concentrations between 1999 and 2002. Its 5% and 95% GLUE bounds, obtained considering a multi-objective approach, provide the narrowest band for streamwater nitrogen, which suggests increased model robustness, though all models exhibit periods of inconsistent good and poor fits between simulated outcomes and observed data. The results confirm the importance of the riparian zone in controlling the short-term (daily) streamwater nitrogen dynamics in this catchment but not the overall flux of nitrogen from the catchment. It was also shown that as the complexity of a hydrological model increases over-parameterisation occurs, but the converse is true for a water quality model where additional process representation leads to additional acceptable model simulations. Water quality data help constrain the hydrological representation in process-based models. Increased complexity was justifiable for modelling river-system hydrochemistry. Increased complexity was justifiable for modelling river-system hydrochemistry.

Quantifying uncertainty in remotely sensed land cover maps

Remotely sensed land cover maps are increasingly used as inputs into environmental simulation models whose outputs inform decisions and policy-making. Risks associated with these decisions are dependent on model output uncertainty, which is in turn affected by the uncertainty of land cover inputs. This article presents a method of quantifying the uncertainty that results from potential mis-classification in remotely sensed land cover maps. In addition to quantifying uncertainty in the classification of individual pixels in the map, we also address the important case where land cover maps have been upscaled to a coarser grid to suit the users’ needs and are reported as proportions of land cover type. The approach is Bayesian and incorporates several layers of modelling but is straightforward to implement. First, we incorporate data in the confusion matrix derived from an independent field survey, and discuss the appropriate way to model such data. Second, we account for spatial correlation in the true land cover map, using the remotely sensed map as a prior. Third, spatial correlation in the mis-classification characteristics is induced by modelling their variance. The result is that we are able to simulate posterior means and variances for individual sites and the entire map using a simple Monte Carlo algorithm. The method is applied to the Land Cover Map 2000 for the region of England and Wales, a map used as an input into a current dynamic carbon flux model.

A generalised Bayesian instrumental variable approach under student t-distributed errors with application

Bayesian analysis is given of an instrumental variable model that allows for heteroscedasticity in both the structural equation and the instrument equation. Specifically, the approach for dealing with heteroscedastic errors in Geweke (1993) is extended to the Bayesian instrumental variable estimator outlined in Rossi et al. (2005). Heteroscedasticity is treated by modelling the variance for each error using a hierarchical prior that is Gamma distributed. The computation is carried out by using a Markov chain Monte Carlo sampling algorithm with an augmented draw for the heteroscedastic case. An example using real data illustrates the approach and shows that ignoring heteroscedasticity in the instrument equation when it exists may lead to biased estimates.

Sensitivity of a hydraulic model to changes in channel erosion during extreme flooding

Recent research into flood modelling has primarily concentrated on the simulation of inundation flow without considering the influences of channel morphology. River channels are often represented by a simplified geometry that is implicitly assumed to remain unchanged during flood simulations. However, field evidence demonstrates that significant morphological changes can occur during floods to mobilise the boundary sediments. Despite this, the effect of channel morphology on model results has been largely unexplored. To address this issue, the impact of channel cross-section geometry and channel long-profile variability on flood dynamics is examined using an ensemble of a 1D-2D hydraulic model (LISFLOOD-FP) of the 1:2102 year recurrence interval floods in Cockermouth, UK, within an uncertainty framework. A series of hypothetical scenarios of channel morphology were constructed based on a simple velocity based model of critical entrainment. A Monte-Carlo simulation framework was used to quantify the effects of channel morphology together with variations in the channel and floodplain roughness coefficients, grain size characteristics, and critical shear stress on measures of flood inundation. The results showed that the bed elevation modifications generated by the simplistic equations reflected a good approximation of the observed patterns of spatial erosion despite its overestimation of erosion depths. The effect of uncertainty on channel long-profile variability only affected the local flood dynamics and did not significantly affect the friction sensitivity and flood inundation mapping. The results imply that hydraulic models generally do not need to account for within event morphodynamic changes of the type and magnitude modelled, as these have a negligible impact that is smaller than other uncertainties, e.g. boundary conditions. Instead morphodynamic change needs to happen over a series of events to become large enough to change the hydrodynamics of floods in supply limited gravel-bed rivers like the one used in this research.

Bayesian analysis of uncertainty in the GlobCover 2009 land cover product at climate model grid scale

Land cover data derived from satellites are commonly used to prescribe inputs to models of the land surface. Since such data inevitably contains errors, quantifying how uncertainties in the data affect a model’s output is important. To do so, a spatial distribution of possible land cover values is required to propagate through the model’s simulation. However, at large scales, such as those required for climate models, such spatial modelling can be difficult. Also, computer models often require land cover proportions at sites larger than the original map scale as inputs, and it is the uncertainty in these proportions that this article discusses. This paper describes a Monte Carlo sampling scheme that generates realisations of land cover proportions from the posterior distribution as implied by a Bayesian analysis that combines spatial information in the land cover map and its associated confusion matrix. The technique is computationally simple and has been applied previously to the Land Cover Map 2000 for the region of England and Wales. This article demonstrates the ability of the technique to scale up to large (global) satellite derived land cover maps and reports its application to the GlobCover 2009 data product. The results show that, in general, the GlobCover data possesses only small biases, with the largest belonging to non–vegetated surfaces. In vegetated surfaces, the most prominent area of uncertainty is Southern Africa, which represents a complex heterogeneous landscape. It is also clear from this study that greater resources need to be devoted to the construction of comprehensive confusion matrices.

Regression Models with Heteroscedasticity using Bayesian Approach

In this paper, we compare the performance of two statistical approaches for the analysis of data obtained from the social research area. In the first approach, we use normal models with joint regression modelling for the mean and for the variance heterogeneity. In the second approach, we use hierarchical models. In the first case, individual and social variables are included in the regression modelling for the mean and for the variance, as explanatory variables, while in the second case, the variance at level 1 of the hierarchical model depends on the individuals (age of the individuals), and in the level 2 of the hierarchical model, the variance is assumed to change according to socioeconomic stratum. Applying these methodologies, we analyze a Colombian tallness data set to find differences that can be explained by socioeconomic conditions. We also present some theoretical and empirical results concerning the two models. From this comparative study, we conclude that it is better to jointly modelling the mean and variance heterogeneity in all cases. We also observe that the convergence of the Gibbs sampling chain used in the Markov Chain Monte Carlo method for the jointly modeling the mean and variance heterogeneity is quickly achieved.

A Time Efficient Optical Model for GATE Simulation of a LYSO Scintillation Matrix Used in PET Applications

A time efficient optical model is proposed for GATE simulation of a LYSO scintillation matrix coupled to a photomultiplier. The purpose is to avoid the excessively long computation time when activating the optical processes in GATE. The usefulness of the model is demonstrated by comparing the simulated and experimental energy spectra obtained with the dual planar head equipment for dosimetry with a positron emission tomograph ( DoPET). The procedure to apply the model is divided in two steps. Firstly, a simplified simulation of a single crystal element of DoPET is used to fit an analytic function that models the optical attenuation inside the crystal. In a second step, the model is employed to calculate the influence of this attenuation in the energy registered by the tomograph. The use of the proposed optical model is around three orders of magnitude faster than a GATE simulation with optical processes enabled. A good agreement was found between the experimental and simulated data using the optical model. The results indicate that optical interactions inside the crystal elements play an important role on the energy resolution and induce a considerable degradation of the spectra information acquired by DoPET. Finally, the same approach employed by the proposed optical model could be useful to simulate a scintillation matrix coupled to a photomultiplier using single or dual readout scheme.

Lipid bilayer pre-transition as the beginning of the melting process

We investigate the bilayer pre-transition exhibited by some lipids at temperatures below their main phase transition, and which is generally associated to the formation of periodic ripples in the membrane. Experimentally we focus on the anionic lipid dipalmytoylphosphatidylglycerol (DPPG) at different ionic strengths, and on the neutral lipid dipalmytoylphosphatidylcholine (DPPC). From the analysis of differential scanning calorimetry traces of the two lipids we find that both pre- and main transitions are part of the same melting process. Electron spin resonance of spin labels and excitation generalized polarization of Laurdan reveal the coexistence of gel and fluid domains at temperatures between the pre- and main transitions of both lipids, reinforcing the first finding. Also, the melting process of DPPG at low ionic strength is found to be less cooperative than that of DPPC. From the theoretical side, we introduce a statistical model in which a next-nearest-neighbor competing interaction is added to the usual two-state model. For the first time, modulated phases (ordered and disordered lipids periodically aligned) emerge between the gel and fluid phases as a natural consequence of the competition between lipid-lipid interactions. (C) 2009 Elsevier B.V. All rights reserved.