937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.
Resumo:
Geostrophic surface velocities can be derived from the gradients of the mean dynamic topography-the difference between the mean sea surface and the geoid. Therefore, independently observed mean dynamic topography data are valuable input parameters and constraints for ocean circulation models. For a successful fit to observational dynamic topography data, not only the mean dynamic topography on the particular ocean model grid is required, but also information about its inverse covariance matrix. The calculation of the mean dynamic topography from satellite-based gravity field models and altimetric sea surface height measurements, however, is not straightforward. For this purpose, we previously developed an integrated approach to combining these two different observation groups in a consistent way without using the common filter approaches (Becker et al. in J Geodyn 59(60):99-110, 2012, doi:10.1016/j.jog.2011.07.0069; Becker in Konsistente Kombination von Schwerefeld, Altimetrie und hydrographischen Daten zur Modellierung der dynamischen Ozeantopographie, 2012, http://nbn-resolving.de/nbn:de:hbz:5n-29199). Within this combination method, the full spectral range of the observations is considered. Further, it allows the direct determination of the normal equations (i.e., the inverse of the error covariance matrix) of the mean dynamic topography on arbitrary grids, which is one of the requirements for ocean data assimilation. In this paper, we report progress through selection and improved processing of altimetric data sets. We focus on the preprocessing steps of along-track altimetry data from Jason-1 and Envisat to obtain a mean sea surface profile. During this procedure, a rigorous variance propagation is accomplished, so that, for the first time, the full covariance matrix of the mean sea surface is available. The combination of the mean profile and a combined GRACE/GOCE gravity field model yields a mean dynamic topography model for the North Atlantic Ocean that is characterized by a defined set of assumptions. We show that including the geodetically derived mean dynamic topography with the full error structure in a 3D stationary inverse ocean model improves modeled oceanographic features over previous estimates.
Resumo:
The Weyburn Oil Field, Saskatchewan is the site of a large (5000 tonnes/day of CO2) CO2-EOR injection project By EnCana Corporation. Pre- and post-injection samples (Baseline and Monitor-1, respectively) of produced fluids from approximately 45 vertical wells were taken and chemically analyzed to determine changes in the fluid chemistry and isotope composition between August 2000 and March 2001. After 6 months of CO2 injection, geochemical parameters including pH, [HCO3], [Ca], [Mg], and ?13CO2(g) point to areas in which injected CO2 dissolution and reservoir carbonate mineral dissolution have occurred. Pre-injection fluid compositions suggest that the reservoir brine in the injection area may be capable of storing as much as 100 million tonnes of dissolved CO2. Modeling of water-rock reactions show that clay minerals and feldspar, although volumetrically insignificant, may be capable of acting as pH buffers, allowing injected CO2 to be stored as bicarbonate in the formation water or as newly precipitated carbonate minerals, given favorable reaction kinetics.
Resumo:
The surroundings of the Cortiou sewage are among the most polluted environments of the French Mediterranean Sea (Marseilles, France). So far, no studies have precisely quantified the impact of pollution on the development of organisms in this area.Methods: We used a fluctuating asymmetry (FA) measure of developmental instability (DI) to assess environmental stress in two species of radially symmetric sea urchins (Arbacia lixula and Paracentrotus lividus). For six sampling sites (Cortiou, Riou, Maire, East Maire, Mejean, and Niolon), levels of FA were calculated from continuous and discrete skeletal measures of ambulacral length, number of pore pairs and primary tubercles.Results: For both species, the most polluted sampling site, Cortiou, displayed the highest level of FA, while the Maire and East Maire sampling sites displayed the lowest levels. A. lixula revealed systematic differences in FA among sampling sites for all characters and P. lividus showed differences in FA for the number of primary tubercles.Conclusions: Statistical analyses of FA show a concordance between the spatial patterns of FA among sampling sites and the spatial distribution of sewage discharge pollutants in the Cortiou area. High developmental stress in these sampling sites is associated with exposure to high concentrations of heavy metals and many harmful organic substances contained in wastewater. FA estimated from structures with complex symmetry appears to be a fast and reliable tool to detect subtle differences in FA. Its use in biomonitoring programs for inferring anthropogenic and natural environmental stress is suggested.
Resumo:
Ice cores from outside the Greenland and Antarctic ice sheets are difficult to date because of seasonal melting and multiple sources (terrestrial, marine, biogenic and anthropogenic) of sulfates deposited onto the ice. Here we present a method of volcanic sulfate extraction that relies on fitting sulfate profiles to other ion species measured along the cores in moving windows in log space. We verify the method with a well dated section of the Belukha ice core from central Eurasia. There are excellent matches to volcanoes in the preindustrial, and clear extraction of volcanic peaks in the post-1940 period when a simple method based on calcium as a proxy for terrestrial sulfate fails due to anthropogenic sulfate deposition. We then attempt to use the same statistical scheme to locate volcanic sulfate horizons within three ice cores from Svalbard and a core from Mount Everest. Volcanic sulfate is <5% of the sulfate budget in every core, and differences in eruption signals extracted reflect the large differences in environment between western, northern and central regions of Svalbard. The Lomonosovfonna and Vestfonna cores span about the last 1000 years, with good extraction of volcanic signals, while Holtedahlfonna which extends to about AD1700 appears to lack a clear record. The Mount Everest core allows clean volcanic signal extraction and the core extends back to about AD700, slightly older than a previous flow model has suggested. The method may thus be used to extract historical volcanic records from a more diverse geographical range than hitherto.
Resumo:
The secular record of annual mean temperatures of Bremen shows that inhomogeneities - especially caused by station transfers - lead to serious problems concerning the interpretation of climatic trends or fluctuations. Especially two transfers of the meteorological observing station in Bremen within our century - 1935/36 and 1978 - caused significant inhomogeneities, well documented by parallel measurements for several years. Obviously the stagnation of the temperature level of the original data set is a result of these transfers. The homogenized record version reveals a significant warming trend of about 1 Kelvin within the last century.