Three-level main-effects designs exploiting prior information about model uncertainty

To explore the projection efficiency of a design, Tsai, et al [2000. Projective three-level main effects designs robust to model uncertainty. Biometrika 87, 467-475] introduced the Q criterion to compare three-level main-effects designs for quantitative factors that allow the consideration of interactions in addition to main effects. In this paper, we extend their method and focus on the case in which experimenters have some prior knowledge, in advance of running the experiment, about the probabilities of effects being non-negligible. A criterion which incorporates experimenters' prior beliefs about the importance of each effect is introduced to compare orthogonal, or nearly orthogonal, main effects designs with robustness to interactions as a secondary consideration. We show that this criterion, exploiting prior information about model uncertainty, can lead to more appropriate designs reflecting experimenters' prior beliefs. (c) 2006 Elsevier B.V. All rights reserved.

A phylogenetic mixture model for detecting pattern-heterogeneity in gene sequence or character-state data

We describe a general likelihood-based 'mixture model' for inferring phylogenetic trees from gene-sequence or other character-state data. The model accommodates cases in which different sites in the alignment evolve in qualitatively distinct ways, but does not require prior knowledge of these patterns or partitioning of the data. We call this qualitative variability in the pattern of evolution across sites "pattern-heterogeneity" to distinguish it from both a homogenous process of evolution and from one characterized principally by differences in rates of evolution. We present studies to show that the model correctly retrieves the signals of pattern-heterogeneity from simulated gene-sequence data, and we apply the method to protein-coding genes and to a ribosomal 12S data set. The mixture model outperforms conventional partitioning in both these data sets. We implement the mixture model such that it can simultaneously detect rate- and pattern-heterogeneity. The model simplifies to a homogeneous model or a rate- variability model as special cases, and therefore always performs at least as well as these two approaches, and often considerably improves upon them. We make the model available within a Bayesian Markov-chain Monte Carlo framework for phylogenetic inference, as an easy-to-use computer program.

Some new three-level orthogonal main effects plans robust to model uncertainty

In this paper, we list some new orthogonal main effects plans for three-level designs for 4, 5 and 6 factors in IS runs and compare them with designs obtained from the existing L-18 orthogonal array. We show that these new designs have better projection properties and can provide better parameter estimates for a range of possible models. Additionally, we study designs in other smaller run-sizes when there are insufficient resources to perform an 18-run experiment. Plans for three-level designs for 4, 5 and 6 factors in 13 to 17 runs axe given. We show that the best designs here are efficient and deserve strong consideration in many practical situations.

The climatology of the middle atmosphere in a vertically extended version of the Met Office's climate model. Part I: mean state

The climatology of a stratosphere-resolving version of the Met Office’s climate model is studied and validated against ECMWF reanalysis data. Ensemble integrations are carried out at two different horizontal resolutions. Along with a realistic climatology and annual cycle in zonal mean zonal wind and temperature, several physical effects are noted in the model. The time of final warming of the winter polar vortex is found to descend monotonically in the Southern Hemisphere, as would be expected for purely radiative forcing. In the Northern Hemisphere, however, the time of final warming is driven largely by dynamical effects in the lower stratosphere and radiative effects in the upper stratosphere, leading to the earliest transition to westward winds being seen in the midstratosphere. A realistic annual cycle in stratospheric water vapor concentrations—the tropical “tape recorder”—is captured. Tropical variability in the zonal mean zonal wind is found to be in better agreement with the reanalysis for the model run at higher horizontal resolution because the simulated quasi-biennial oscillation has a more realistic amplitude. Unexpectedly, variability in the extratropics becomes less realistic under increased resolution because of reduced resolved wave drag and increased orographic gravity wave drag. Overall, the differences in climatology between the simulations at high and moderate horizontal resolution are found to be small.

A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling

We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.

A three-regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index

We examine whether a three-regime model that allows for dormant, explosive and collapsing speculative behaviour can explain the dynamics of the S&P 500. We extend existing models of speculative behaviour by including a third regime that allows a bubble to grow at a steady rate, and propose abnormal volume as an indicator of the probable time of bubble collapse. We also examine the financial usefulness of the three-regime model by studying a trading rule formed using inferences from it, whose use leads to higher Sharpe ratios and end of period wealth than from employing existing models or a buy-and-hold strategy.

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.

Advances in continuously profiling the thermodynamic state of the boundary layer: integration of measurements and methods

This paper describes advances in ground-based thermodynamic profiling of the lower troposphere through sensor synergy. The well-documented integrated profiling technique (IPT), which uses a microwave profiler, a cloud radar, and a ceilometer to simultaneously retrieve vertical profiles of temperature, humidity, and liquid water content (LWC) of nonprecipitating clouds, is further developed toward an enhanced performance in the boundary layer and lower troposphere. For a more accurate temperature profile, this is accomplished by including an elevation scanning measurement modus of the microwave profiler. Height-dependent RMS accuracies of temperature (humidity) ranging from 0.3 to 0.9 K (0.5–0.8 g m−3) in the boundary layer are derived from retrieval simulations and confirmed experimentally with measurements at distinct heights taken during the 2005 International Lindenberg Campaign for Assessment of Humidity and Cloud Profiling Systems and its Impact on High-Resolution Modeling (LAUNCH) of the German Weather Service. Temperature inversions, especially of the lower boundary layer, are captured in a very satisfactory way by using the elevation scanning mode. To improve the quality of liquid water content measurements in clouds the authors incorporate a sophisticated target classification scheme developed within the European cloud observing network CloudNet. It allows the detailed discrimination between different types of backscatterers detected by cloud radar and ceilometer. Finally, to allow IPT application also to drizzling cases, an LWC profiling method is integrated. This technique classifies the detected hydrometeors into three different size classes using certain thresholds determined by radar reflectivity and/or ceilometer extinction profiles. By inclusion into IPT, the retrieved profiles are made consistent with the measurements of the microwave profiler and an LWC a priori profile. Results of IPT application to 13 days of the LAUNCH campaign are analyzed, and the importance of integrated profiling for model evaluation is underlined.

The core-periphery model with three regions and more

We determine the properties of the core-periphery model with three regions and compare our results with those of the standard 2-region model. The conditions for the stability of dispersion and concentration are established. As in the 2-region model, dispersion and concentration can be simultaneously stable. We show that the 3-region (2-region) model favours the concentration (dispersion) of economic activity. Furthermore, we provide some results for the n-region model. We show that the stability of concentration of the 2-region model implies that of any model with an even number of regions.

Three dimensional picture of the local structure of 1,4-Polybutadiene from a complete atomistic model and neutron scattering data

An efficient method of combining neutron diffraction data over an extended Q range with detailed atomistic models is presented. A quantitative and qualitative mapping of the organization of the chain conformation in both glass and liquid phase has been performed. The proposed structural refinement method is based on the exploitation of the intrachain features of the diffraction pattern by the use of internal coordinates for bond lengths, valence angles and torsion rotations. Models are built stochastically by assignment of these internal coordinates from probability distributions with limited variable parameters. Variation of these parameters is used in the construction of models that minimize the differences between the observed and calculated structure factors. A series of neutron scattering data of 1,4-polybutadiene at the region 20320 K is presented. Analysis of the experimental data yield bond lengths for C-C and C=C of 1.54 and 1.35 Å respectively. Valence angles of the backbone were found to be at 112 and 122.8 for the CCC and CC=C respectively. Three torsion angles corresponding to the double bond and the adjacent R and β bonds were found to occupy cis and trans, s(, trans and g( and trans states, respectively. We compare our results with theoretical predictions, computer simulations, RIS models, and previously reported experimental results.

Considering user attitude and behavior in persuasive systems design: the 3D-RAB model

As in any technology systems, analysis and design issues are among the fundamental challenges in persuasive technology. Currently, the Persuasive Systems Development (PSD) framework is considered to be the most comprehensive framework for designing and evaluation of persuasive systems. However, the framework is limited in terms of providing detailed information which can lead to selection of appropriate techniques depending on the variable nature of users or use over time. In light of this, we propose a model which is intended for analysing and implementing behavioural change in persuasive technology called the 3D-RAB model. The 3D-RAB model represents the three dimensional relationships between attitude towards behaviour, attitude towards change or maintaining a change, and current behaviour, and distinguishes variable levels in a user’s cognitive state. As such it provides a framework which could be used to select appropriate techniques for persuasive technology.