The REFLEX project: Comparing different algorithms and implementations for the inversion of a terrestrial ecosystem model against eddy covariance data

We describe a model-data fusion (MDF) inter-comparison project (REFLEX), which compared various algorithms for estimating carbon (C) model parameters consistent with both measured carbon fluxes and states and a simple C model. Participants were provided with the model and with both synthetic net ecosystem exchange (NEE) of CO2 and leaf area index (LAI) data, generated from the model with added noise, and observed NEE and LAI data from two eddy covariance sites. Participants endeavoured to estimate model parameters and states consistent with the model for all cases over the two years for which data were provided, and generate predictions for one additional year without observations. Nine participants contributed results using Metropolis algorithms, Kalman filters and a genetic algorithm. For the synthetic data case, parameter estimates compared well with the true values. The results of the analyses indicated that parameters linked directly to gross primary production (GPP) and ecosystem respiration, such as those related to foliage allocation and turnover, or temperature sensitivity of heterotrophic respiration, were best constrained and characterised. Poorly estimated parameters were those related to the allocation to and turnover of fine root/wood pools. Estimates of confidence intervals varied among algorithms, but several algorithms successfully located the true values of annual fluxes from synthetic experiments within relatively narrow 90% confidence intervals, achieving >80% success rate and mean NEE confidence intervals <110 gC m−2 year−1 for the synthetic case. Annual C flux estimates generated by participants generally agreed with gap-filling approaches using half-hourly data. The estimation of ecosystem respiration and GPP through MDF agreed well with outputs from partitioning studies using half-hourly data. Confidence limits on annual NEE increased by an average of 88% in the prediction year compared to the previous year, when data were available. Confidence intervals on annual NEE increased by 30% when observed data were used instead of synthetic data, reflecting and quantifying the addition of model error. Finally, our analyses indicated that incorporating additional constraints, using data on C pools (wood, soil and fine roots) would help to reduce uncertainties for model parameters poorly served by eddy covariance data.

Identification of micro-scale anthropogenic CO2, heat and moisture sources – processing eddy covariance fluxes for a dense urban environment

Anthropogenic emissions of heat and exhaust gases play an important role in the atmospheric boundary layer, altering air quality, greenhouse gas concentrations and the transport of heat and moisture at various scales. This is particularly evident in urban areas where emission sources are integrated in the highly heterogeneous urban canopy layer and directly linked to human activities which exhibit significant temporal variability. It is common practice to use eddy covariance observations to estimate turbulent surface fluxes of latent heat, sensible heat and carbon dioxide, which can be attributed to a local scale source area. This study provides a method to assess the influence of micro-scale anthropogenic emissions on heat, moisture and carbon dioxide exchange in a highly urbanized environment for two sites in central London, UK. A new algorithm for the Identification of Micro-scale Anthropogenic Sources (IMAS) is presented, with two aims. Firstly, IMAS filters out the influence of micro-scale emissions and allows for the analysis of the turbulent fluxes representative of the local scale source area. Secondly, it is used to give a first order estimate of anthropogenic heat flux and carbon dioxide flux representative of the building scale. The algorithm is evaluated using directional and temporal analysis. The algorithm is then used at a second site which was not incorporated in its development. The spatial and temporal local scale patterns, as well as micro-scale fluxes, appear physically reasonable and can be incorporated in the analysis of long-term eddy covariance measurements at the sites in central London. In addition to the new IMAS-technique, further steps in quality control and quality assurance used for the flux processing are presented. The methods and results have implications for urban flux measurements in dense urbanised settings with significant sources of heat and greenhouse gases.

Multi-season eddy covariance observations of energy, water and carbon fluxes over a suburban area in Swindon, UK

Eddy covariance measurements of the turbulent sensible heat, latent heat and carbon dioxide fluxes for 12 months (2011–2012) are reported for the first time for a suburban area in the UK. The results from Swindon are comparable to suburban studies of similar surface cover elsewhere but reveal large seasonal variability. Energy partitioning favours turbulent sensible heat during summer (midday Bowen ratio 1.4–1.6) and latent heat in winter (0.05–0.7). A significant proportion of energy is stored (and released) by the urban fabric and the estimated anthropogenic heat flux is small but non-negligible (0.5–0.9 MJ m−2 day−1). The sensible heat flux is negative at night and for much of winter daytimes, reflecting the suburban nature of the site (44% vegetation) and relatively low built fraction (16%). Latent heat fluxes appear to be water limited during a dry spring in both 2011 and 2012, when the response of the surface to moisture availability can be seen on a daily timescale. Energy and other factors are more relevant controls at other times; at night the wind speed is important. On average, surface conductance follows a smooth, asymmetrical diurnal course peaking at around 6–9 mm s−1, but values are larger and highly variable in wet conditions. The combination of natural (vegetative) and anthropogenic (emission) processes is most evident in the temporal variation of the carbon flux: significant photosynthetic uptake is seen during summer, whilst traffic and building emissions explain peak release in winter (9.5 g C m−2 day−1). The area is a net source of CO2 annually. Analysis by wind direction highlights the role of urban vegetation in promoting evapotranspiration and offsetting CO2 emissions, especially when contrasted against peak traffic emissions from sectors with more roads. Given the extent of suburban land use, these results have important implications for understanding urban energy, water and carbon dynamics.

An assessment of observed vertical flux divergence in long-term eddy-covariance measurements over two Midwestern forest ecosystems

Vertical divergence of CO2 fluxes is observed over two Midwestern AmeriFlux forest sites. The differences in ensemble averaged hourly CO2 fluxes measured at two heights above canopy are relatively small (0.2–0.5 μmol m−2 s−1), but they are the major contributors to differences (76–256 g C m−2 or 41.8–50.6%) in estimated annual net ecosystem exchange (NEE) in 2001. A friction velocity criterion is used in these estimates but mean flow advection is not accounted for. This study examines the effects of coordinate rotation, averaging time period, sampling frequency and co-spectral correction on CO2 fluxes measured at a single height, and on vertical flux differences measured between two heights. Both the offset in measured vertical velocity and the downflow/upflow caused by supporting tower structures in upwind directions lead to systematic over- or under-estimates of fluxes measured at a single height. An offset of 1 cm s−1 and an upflow/downflow of 1° lead to 1% and 5.6% differences in momentum fluxes and nighttime sensible heat and CO2 fluxes, respectively, but only 0.5% and 2.8% differences in daytime sensible heat and CO2 fluxes. The sign and magnitude of both offset and upflow/downflow angle vary between sonic anemometers at two measurement heights. This introduces a systematic and large bias in vertical flux differences if these effects are not corrected in the coordinate rotation. A 1 h averaging time period is shown to be appropriate for the two sites. In the daytime, the absolute magnitudes of co-spectra decrease with height in the natural frequencies of 0.02–0.1 Hz but increase in the lower frequencies (<0.01 Hz). Thus, air motions in these two frequency ranges counteract each other in determining vertical flux differences, whose magnitude and sign vary with averaging time period. At night, co-spectral densities of CO2 are more positive at the higher levels of both sites in the frequency range of 0.03–0.4 Hz and this vertical increase is also shown at most frequencies lower than 0.03 Hz. Differences in co-spectral corrections at the two heights lead to a positive shift in vertical CO2 flux differences throughout the day at both sites. At night, the vertical CO2 flux differences between two measurement heights are 20–30% and 40–60% of co-spectral corrected CO2 fluxes measured at the lower levels of the two sites, respectively. Vertical differences of CO2 flux are relatively small in the daytime. Vertical differences in estimated mean vertical advection of CO2 between the two measurement heights generally do not improve the closure of the 1D (vertical) CO2 budget in the air layer between the two measurement heights. This may imply the significance of horizontal advection. However, a reliable assessment of mean advection contributions in annual NEE estimate at these two AmeriFlux sites is currently an unsolved problem.

Multi-scale sensible heat fluxes in the urban environment from large aperture scintillometry and eddy covariance

Sensible heat fluxes (QH) are determined using scintillometry and eddy covariance over a suburban area. Two large aperture scintillometers provide spatially integrated fluxes across path lengths of 2.8 km and 5.5 km over Swindon, UK. The shorter scintillometer path spans newly built residential areas and has an approximate source area of 2-4 km2, whilst the long path extends from the rural outskirts to the town centre and has a source area of around 5-10 km2. These large-scale heat fluxes are compared with local-scale eddy covariance measurements. Clear seasonal trends are revealed by the long duration of this dataset and variability in monthly QH is related to the meteorological conditions. At shorter time scales the response of QH to solar radiation often gives rise to close agreement between the measurements, but during times of rapidly changing cloud cover spatial differences in the net radiation (Q*) coincide with greater differences between heat fluxes. For clear days QH lags Q*, thus the ratio of QH to Q* increases throughout the day. In summer the observed energy partitioning is related to the vegetation fraction through use of a footprint model. The results demonstrate the value of scintillometry for integrating surface heterogeneity and offer improved understanding of the influence of anthropogenic materials on surface-atmosphere interactions.

Daytime CO2 urban surface fluxes from airborne measurements, eddy-covariance observations and emissions inventory in Greater London

Airborne measurements within the urban mixing layer (360 m) over Greater London are used to quantify CO2 emissions at the meso-scale. Daytime CO2 fluxes, calculated by the Integrative Mass Boundary Layer (IMBL) method, ranged from 46 to 104 μmol CO2 m−2 s−1 for four days in October 2011. The day-to-day variability of IMBL fluxes is at the same order of magnitude as for surface eddy-covariance fluxes observed in central London. Compared to fluxes derived from emissions inventory, the IMBL method gives both lower (by −37%) and higher (by 19%) estimates. The sources of uncertainty of applying the IMBL method in urban areas are discussed and guidance for future studies is given.

Covariance structure in the skull of Catarrhini: a case of pattern stasis and magnitude evolution

The study of the genetic variance/covariance matrix (G-matrix) is a recent and fruitful approach in evolutionary biology, providing a window of investigating for the evolution of complex characters. Although G-matrix studies were originally conducted for microevolutionary timescales, they could be extrapolated to macroevolution as long as the G-matrix remains relatively constant, or proportional, along the period of interest. A promising approach to investigating the constancy of G-matrices is to compare their phenotypic counterparts (P-matrices) in a large group of related species; if significant similarity is found among several taxa, it is very likely that the underlying G-matrices are also equivalent. Here we study the similarity of covariance and correlation structure in a broad sample of Old World monkeys and apes (Catarrhini). We made phylogenetically structured comparisons of correlation and covariance matrices derived from 39 skull traits, ranging from between species to the superfamily level. We also compared the overall magnitude of integration between skull traits (r(2)) for all Catarrhim genera. Our results show that P-matrices were not strictly constant among catarrhines, but the amount of divergence observed among taxa was generally low. There was significant and positive correlation between the amount of divergence in correlation and covariance patterns among the 30 genera and their phylogenetic distances derived from a recently proposed phylogenetic hypothesis. Our data demonstrate that the P-matrices remained relatively similar along the evolutionary history of catarrhines, and comparisons with the G-matrix available for a New World monkey genus (Saguinus) suggests that the same holds for all anthropoids. The magnitude of integration, in contrast, varied considerably among genera, indicating that evolution of the magnitude, rather than the pattern of inter-trait correlations, might have played an important role in the diversification of the catarrhine skull. (C) 2009 Elsevier Ltd. All rights reserved.

Covariance matrix formula for Birnbaum-Saunders regression models

The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

Testing covariance stationarity

In this paper, we show that the widely used stationarity tests such as the KPSS test have power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in subsamples.

A class of improved heteroskedasticity-consistent covariance matrix estimators

The heteroskedasticity-consistent covariance matrix estimator proposed by White (1980), also known as HC0, is commonly used in practical applications and is implemented into a number of statistical software. Cribari–Neto, Ferrari & Cordeiro (2000) have developed a bias-adjustment scheme that delivers bias-corrected White estimators. There are several variants of the original White estimator that also commonly used by practitioners. These include the HC1, HC2 and HC3 estimators, which have proven to have superior small-sample behavior relative to White’s estimator. This paper defines a general bias-correction mechamism that can be applied not only to White’s estimator, but to variants of this estimator as well, such as HC1, HC2 and HC3. Numerical evidence on the usefulness of the proposed corrections is also presented. Overall, the results favor the sequence of improved HC2 estimators.

Testing covariance stationarity

In this paper, we show that the widely used stationarity tests such as the KPSS test has power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of covariance stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in sub-samples.

Covariance functions for body weight from birth to maturity in Nellore cows

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Influence of data structure on the estimation of the additive genetic direct and maternal covariance for early growth traits in Nellore cattle

The objective of the present study was to investigate the effect of data structure on estimated genetic parameters and predicted breeding values of direct and maternal genetic effects for weaning weight (WW) and weight gain from birth to weaning (BWG), including or not the genetic covariance between direct and maternal effects. Records of 97,490 Nellore animals born between 1993 and 2006, from the Jacarezinho cattle raising farm, were used. Two different data sets were analyzed: DI_all, which included all available progenies of dams without their own performance; DII_all, which included DI_all + 20% of recorded progenies with maternal phenotypes. Two subsets were obtained from each data set (DI_all and DII_all): DI_1 and DII_1, which included only dams with three or fewer progenies; DI_5 and DII_5, which included only dams with five or more progenies. (Co)variance components and heritabilities were estimated by Bayesian inference through Gibbs sampling using univariate animal models. In general, for the population and traits studied, the proportion of dams with known phenotypic information and the number of progenies per dam influenced direct and maternal heritabilities, as well as the contribution of maternal permanent environmental variance to phenotypic variance. Only small differences were observed in the genetic and environmental parameters when the genetic covariance between direct and maternal effects was set to zero in the data sets studied. Thus, the inclusion or not of the genetic covariance between direct and maternal effects had little effect on the ranking of animals according to their breeding values for WW and BWG. Accurate estimation of genetic correlations between direct and maternal genetic effects depends on the data structure. Thus, this covariance should be set to zero in Nellore data sets in which the proportion of dams with phenotypic information is low, the number of progenies per dam is small, and pedigree relationships are poorly known. (c) 2012 Elsevier B.V. All rights reserved.

A control chart based on sample ranges for monitoring the covariance matrix of the multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)