890 resultados para Nelson and Siegel model
Resumo:
Ground-based remote-sensing observations from Atmospheric Radiation Measurement (ARM) and Cloud-Net sites are used to evaluate the clouds predicted by a weather forecasting and climate model. By evaluating the cloud predictions using separate measures for the errors in frequency of occurrence, amount when present, and timing, we provide a detailed assessment of the model performance, which is relevant to weather and climate time-scales. Importantly, this methodology will be of great use when attempting to develop a cloud parametrization scheme, as it provides a clearer picture of the current deficiencies in the predicted clouds. Using the Met Office Unified Model, it is shown that when cloud fractions produced by a diagnostic and a prognostic cloud scheme are compared, the prognostic cloud scheme shows improvements to the biases in frequency of occurrence of low, medium and high cloud and to the frequency distributions of cloud amount when cloud is present. The mean cloud profiles are generally improved, although it is shown that in some cases the diagnostic scheme produced misleadingly good mean profiles as a result of compensating errors in frequency of occurrence and amount when present. Some biases remain when using the prognostic scheme, notably the underprediction of mean ice cloud fraction due to the amount when present being too low, and the overprediction of mean liquid cloud fraction due to the frequency of occurrence being too high.
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Climate controls fire regimes through its influence on the amount and types of fuel present and their dryness. CO2 concentration constrains primary production by limiting photosynthetic activity in plants. However, although fuel accumulation depends on biomass production, and hence on CO2 concentration, the quantitative relationship between atmospheric CO2 concentration and biomass burning is not well understood. Here a fire-enabled dynamic global vegetation model (the Land surface Processes and eXchanges model, LPX) is used to attribute glacial–interglacial changes in biomass burning to an increase in CO2, which would be expected to increase primary production and therefore fuel loads even in the absence of climate change, vs. climate change effects. Four general circulation models provided last glacial maximum (LGM) climate anomalies – that is, differences from the pre-industrial (PI) control climate – from the Palaeoclimate Modelling Intercomparison Project Phase~2, allowing the construction of four scenarios for LGM climate. Modelled carbon fluxes from biomass burning were corrected for the model's observed prediction biases in contemporary regional average values for biomes. With LGM climate and low CO2 (185 ppm) effects included, the modelled global flux at the LGM was in the range of 1.0–1.4 Pg C year-1, about a third less than that modelled for PI time. LGM climate with pre-industrial CO2 (280 ppm) yielded unrealistic results, with global biomass burning fluxes similar to or even greater than in the pre-industrial climate. It is inferred that a substantial part of the increase in biomass burning after the LGM must be attributed to the effect of increasing CO2 concentration on primary production and fuel load. Today, by analogy, both rising CO2 and global warming must be considered as risk factors for increasing biomass burning. Both effects need to be included in models to project future fire risks.
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Weather and climate model simulations of the West African Monsoon (WAM) have generally poor representation of the rainfall distribution and monsoon circulation because key processes, such as clouds and convection, are poorly characterized. The vertical distribution of cloud and precipitation during the WAM are evaluated in Met Office Unified Model simulations against CloudSat observations. Simulations were run at 40-km and 12-km horizontal grid length using a convection parameterization scheme and at 12-km, 4-km, and 1.5-km grid length with the convection scheme effectively switched off, to study the impact of model resolution and convection parameterization scheme on the organisation of tropical convection. Radar reflectivity is forward-modelled from the model cloud fields using the CloudSat simulator to present a like-with-like comparison with the CloudSat radar observations. The representation of cloud and precipitation at 12-km horizontal grid length improves dramatically when the convection parameterization is switched off, primarily because of a reduction in daytime (moist) convection. Further improvement is obtained when reducing model grid length to 4 km or 1.5 km, especially in the representation of thin anvil and mid-level cloud, but three issues remain in all model configurations. Firstly, all simulations underestimate the fraction of anvils with cloud top height above 12 km, which can be attributed to too low ice water contents in the model compared to satellite retrievals. Secondly, the model consistently detrains mid-level cloud too close to the freezing level, compared to higher altitudes in CloudSat observations. Finally, there is too much low-level cloud cover in all simulations and this bias was not improved when adjusting the rainfall parameters in the microphysics scheme. To improve model simulations of the WAM, more detailed and in-situ observations of the dynamics and microphysics targeting these non-precipitating cloud types are required.
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We utilized an ecosystem process model (SIPNET, simplified photosynthesis and evapotranspiration model) to estimate carbon fluxes of gross primary productivity and total ecosystem respiration of a high-elevation coniferous forest. The data assimilation routine incorporated aggregated twice-daily measurements of the net ecosystem exchange of CO2 (NEE) and satellite-based reflectance measurements of the fraction of absorbed photosynthetically active radiation (fAPAR) on an eight-day timescale. From these data we conducted a data assimilation experiment with fifteen different combinations of available data using twice-daily NEE, aggregated annual NEE, eight-day f AP AR, and average annual fAPAR. Model parameters were conditioned on three years of NEE and fAPAR data and results were evaluated to determine the information content from the different combinations of data streams. Across the data assimilation experiments conducted, model selection metrics such as the Bayesian Information Criterion and Deviance Information Criterion obtained minimum values when assimilating average annual fAPAR and twice-daily NEE data. Application of wavelet coherence analyses showed higher correlations between measured and modeled fAPAR on longer timescales ranging from 9 to 12 months. There were strong correlations between measured and modeled NEE (R2, coefficient of determination, 0.86), but correlations between measured and modeled eight-day fAPAR were quite poor (R2 = −0.94). We conclude that this inability to determine fAPAR on eight-day timescale would improve with the considerations of the radiative transfer through the plant canopy. Modeled fluxes when assimilating average annual fAPAR and annual NEE were comparable to corresponding results when assimilating twice-daily NEE, albeit at a greater uncertainty. Our results support the conclusion that for this coniferous forest twice-daily NEE data are a critical measurement stream for the data assimilation. The results from this modeling exercise indicate that for this coniferous forest, average annuals for satellite-based fAPAR measurements paired with annual NEE estimates may provide spatial detail to components of ecosystem carbon fluxes in proximity of eddy covariance towers. Inclusion of other independent data streams in the assimilation will also reduce uncertainty on modeled values.
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Two methods are developed to estimate net surface energy fluxes based upon satellite-based reconstructions of radiative fluxes at the top of atmosphere and the atmospheric energy tendencies and transports from the ERA-Interim reanalysis. Method 1 applies the mass adjusted energy divergence from ERA-Interim while method 2 estimates energy divergence based upon the net energy difference at the top of atmosphere and the surface from ERA-Interim. To optimise the surface flux and its variability over ocean, the divergences over land are constrained to match the monthly area mean surface net energy flux variability derived from a simple relationship between the surface net energy flux and the surface temperature change. The energy divergences over the oceans are then adjusted to remove an unphysical residual global mean atmospheric energy divergence. The estimated net surface energy fluxes are compared with other data sets from reanalysis and atmospheric model simulations. The spatial correlation coefficients of multi-annual means between the estimations made here and other data sets are all around 0.9. There are good agreements in area mean anomaly variability over the global ocean, but discrepancies in the trend over the eastern Pacific are apparent.
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This paper studies the impact of exogenous and endogenous shocks (exogenous shock is used interchangeably with external shock; endogenous shock is used interchangeably with domestic shock) on output fluctuations in post-communist countries during the 2000s. The first part presents the analytical framework and formulates a research hypothesis. The second part presents vector autoregressive estimation and analysis model proposed by Pesaran (2004) and Pesaran and Smith (2006) that relates bank real lending, the cyclical component of output and spreads and accounts for cross-sectional dependence (CD) across the countries. Impulse response functions show that exogenous positive shock lead to a drop in output sustainability for 9 over 12 Central Eastern European countries and Russia, when the endogenous shock is mild and ambiguous. Moreover, the effect of exogenous shock is more significant during the crises. Variance decompositions show that exogenous shock in the aftermath of crisis had a substantial impact on economic activity of emerging economies.
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This chapter re-evaluates the diachronic, evolutionist model that establishes the Second World War as a watershed between classical and modern cinemas, and ‘modernity’ as the political project of ‘slow cinema’. I will start by historicising the connection between cinematic speed and modernity, going on to survey the veritable obsession with the modern that continues to beset film studies despite the vagueness and contradictions inherent in the term. I will then attempt to clarify what is really at stake within the modern-classical debate by analysing two canonical examples of Japanese cinema, drawn from the geidomono genre (films on the lives of theatre actors), Kenji Mizoguchi’s Story of the Late Chrysanthemums (Zangiku monogatari, 1939) and Yasujiro Ozu’s Floating Weeds (Ukigusa, 1954), with a view to investigating the role of the long take or, conversely, classical editing, in the production or otherwise of a supposed ‘slow modernity’. By resorting to Ozu and Mizoguchi, I hope to demonstrate that the best narrative films in the world have always combined a ‘classical’ quest for perfection with the ‘modern’ doubt of its existence, hence the futility of classifying cinema in general according to an evolutionary and Eurocentric model based on the classical-modern binary. Rather than on a confusing politics of the modern, I will draw on Bazin’s prophetic insight of ‘impure cinema’, a concept he forged in defence of literary and theatrical screen adaptations. Anticipating by more than half a century the media convergence on which the near totality of our audiovisual experience is currently based, ‘impure cinema’ will give me the opportunity to focus on the confluence of film and theatre in these Mizoguchi and Ozu films as the site of a productive crisis where established genres dissolve into self-reflexive stasis, ambiguity of expression and the revelation of the reality of the film medium, all of which, I argue, are more reliable indicators of a film’s political programme than historical teleology. At the end of the journey, some answers may emerge to whether the combination of the long take and the long shot are sufficient to account for a film’s ‘slowness’ and whether ‘slow’ is indeed the best concept to signify resistance to the destructive pace of capitalism.
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The use of kilometre-scale ensembles in operational forecasting provides new challenges for forecast interpretation and evaluation to account for uncertainty on the convective scale. A new neighbourhood based method is presented for evaluating and characterising the local predictability variations from convective scale ensembles. Spatial scales over which ensemble forecasts agree (agreement scales, S^A) are calculated at each grid point ij, providing a map of the spatial agreement between forecasts. By comparing the average agreement scale obtained from ensemble member pairs (S^A(mm)_ij), with that between members and radar observations (S^A(mo)_ij), this approach allows the location-dependent spatial spread-skill relationship of the ensemble to be assessed. The properties of the agreement scales are demonstrated using an idealised experiment. To demonstrate the methods in an operational context the S^A(mm)_ij and S^A(mo)_ij are calculated for six convective cases run with the Met Office UK Ensemble Prediction System. The S^A(mm)_ij highlight predictability differences between cases, which can be linked to physical processes. Maps of S^A(mm)_ij are found to summarise the spatial predictability in a compact and physically meaningful manner that is useful for forecasting and for model interpretation. Comparison of S^A(mm)_ij and S^A(mo)_ij demonstrates the case-by-case and temporal variability of the spatial spread-skill, which can again be linked to physical processes.
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This thesis examines three different, but related problems in the broad area of portfolio management for long-term institutional investors, and focuses mainly on the case of pension funds. The first idea (Chapter 3) is the application of a novel numerical technique – robust optimization – to a real-world pension scheme (the Universities Superannuation Scheme, USS) for first time. The corresponding empirical results are supported by many robustness checks and several benchmarks such as the Bayes-Stein and Black-Litterman models that are also applied for first time in a pension ALM framework, the Sharpe and Tint model and the actual USS asset allocations. The second idea presented in Chapter 4 is the investigation of whether the selection of the portfolio construction strategy matters in the SRI industry, an issue of great importance for long term investors. This study applies a variety of optimal and naïve portfolio diversification techniques to the same SRI-screened universe, and gives some answers to the question of which portfolio strategies tend to create superior SRI portfolios. Finally, the third idea (Chapter 5) compares the performance of a real-world pension scheme (USS) before and after the recent major changes in the pension rules under different dynamic asset allocation strategies and the fixed-mix portfolio approach and quantifies the redistributive effects between various stakeholders. Although this study deals with a specific pension scheme, the methodology can be applied by other major pension schemes in countries such as the UK and USA that have changed their rules.
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At the beginning of the Medieval Climate Anomaly, in the ninth and tenth century, the medieval eastern Roman empire, more usually known as Byzantium, was recovering from its early medieval crisis and experiencing favourable climatic conditions for the agricultural and demographic growth. Although in the Balkans and Anatolia such favourable climate conditions were prevalent during the eleventh century, parts of the imperial territories were facing significant challenges as a result of external political/military pressure. The apogee of medieval Byzantine socio-economic development, around AD 1150, coincides with a period of adverse climatic conditions for its economy, so it becomes obvious that the winter dryness and high climate variability at this time did not hinder Byzantine society and economy from achieving that level of expansion. Soon after this peak, towards the end of the twelfth century, the populations of the Byzantine world were experiencing unusual climatic conditions with marked dryness and cooler phases. The weakened Byzantine socio-political system must have contributed to the events leading to the fall of Constantinople in AD 1204 and the sack of the city. The final collapse of the Byzantine political control over western Anatolia took place half century later, thus contemporaneous with the strong cooling effect after a tropical volcanic eruption in AD 1257. We suggest that, regardless of a range of other influential factors, climate change was also an important contributing factor to the socio-economic changes that took place in Byzantium during the Medieval Climate Anomaly. Crucially, therefore, while the relatively sophisticated and complex Byzantine society was certainly influenced by climatic conditions, and while it nevertheless displayed a significant degree of resilience, external pressures as well as tensions within the Byzantine society more broadly contributed to an increasing vulnerability in respect of climate impacts. Our interdisciplinary analysis is based on all available sources of information on the climate and society of Byzantium, that is textual (documentary), archaeological, environmental, climate and climate model-based evidence about the nature and extent of climate variability in the eastern Mediterranean. The key challenge was, therefore, to assess the relative influence to be ascribed to climate variability and change on the one hand, and on the other to the anthropogenic factors in the evolution of Byzantine state and society (such as invasions, changes in international or regional market demand and patterns of production and consumption, etc.). The focus of this interdisciplinary
Resumo:
The Surface Urban Energy and Water Balance Scheme (SUEWS) is evaluated at two locations in the UK: a dense urban site in the centre of London and a residential suburban site in Swindon. Eddy covariance observations of the turbulent fluxes are used to assess model performance over a twoyear period (2011-2013). The distinct characteristics of the sites mean their surface energy exchanges differ considerably. The model suggests the largest differences can be attributed to surface cover (notably the proportion of vegetated versus impervious area) and the additional energy supplied by human activities. SUEWS performs better in summer than winter, and better at the suburban site than the dense urban site. One reason for this is the bias towards suburban summer field campaigns in observational data used to parameterise this (and other) model(s). The suitability of model parameters (such as albedo, energy use and water use) for the UK sites is considered and, where appropriate, alternative values are suggested. An alternative parameterisation for the surface conductance is implemented, which permits greater soil moisture deficits before evaporation is restricted at non-irrigated sites. Accounting for seasonal variation in the estimation of storage heat flux is necessary to obtain realistic wintertime fluxes.
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The aim of this work was to study the effect of the poly(vinyl alcohol) (PVA) concentration on the thermal and viscoelastic properties of films based on blends of gelatin and PVA using differential scanning calorimetry (DSC) and dynamic-mechanical analysis (DMA). One glass transition was observed between 43 and 49 degrees C on the DSC curves obtained in the first scanning of the blended films, followed by fusion of the crystalline portion between 116 and 134 degrees C. However, the DMA results showed that only the films with 10% PVA had a single peak in the tan 5 spectrum. However, when the PVA concentration was increased the dynamic mechanical spectra showed two peaks on the tan 6 curves, indicating two T(g)s. Despite this phase separation behavior the Gordon and Taylor model was successfully applied to correlate T, as a function of film composition, thus determining k = 7.47. In the DMA frequency tests, the DMA spectra showed that the storage modulus values decreased with increasing temperature. The master curves for the PVA-gelatin films were obtained applying the TTS principle (T(r) = 100 degrees C). The WLF model was thus applied allowing for the determination of the constants C(1) and C(2). The values of these constants increased with increasing PVA concentrations in the blend: C(1) = 49-66 and C(2) = 463-480. These values were used to calculate the fractional free volume of the films at the T(g) and the thermal expansion coefficient of the films above the T(g). (c) 2007 Elsevier Ltd. All rights reserved.
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By means of numerical simulations, we investigate magnetized stellar winds of pre-main-sequence stars. In particular, we analyze under which circumstances these stars will present elongated magnetic features (e.g., helmet streamers, slingshot prominences, etc). We focus on weak-lined T Tauri stars, as the presence of the tenuous accretion disk is not expected to have strong influence on the structure of the stellar wind. We show that the plasma-beta parameter (the ratio of thermal to magnetic energy densities) is a decisive factor in defining the magnetic configuration of the stellar wind. Using initial parameters within the observed range for these stars, we show that the coronal magnetic field configuration can vary between a dipole-like configuration and a configuration with strong collimated polar lines and closed streamers at the equator (multicomponent configuration for the magnetic field). We show that elongated magnetic features will only be present if the plasma-beta parameter at the coronal base is beta(0) << 1. Using our self-consistent three-dimensional magnetohydrodynamics model, we estimate for these stellar winds the timescale of planet migration due to drag forces exerted by the stellar wind on a hot-Jupiter. In contrast to the findings of Lovelace et al., who estimated such timescales using the Weber and Davis model, our model suggests that the stellar wind of these multicomponent coronae are not expected to have significant influence on hot-Jupiters migration. Further simulations are necessary to investigate this result under more intense surface magnetic field strengths (similar to 2-3 kG) and higher coronal base densities, as well as in a tilted stellar magnetosphere.
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Proline-specific dipeptidyl peptidases are emerging as a protease family with important roles in the regulation of signaling by peptide hormones related to energy balance. The treatment of neonatal rats with monosodium glutamate (MSG) is known to produce a selective damage on the arcuate nucleus with development of obesity. This study investigates the relationship among dipeptidyl peptidase IV (DPPIV) hydrolyzing activity, CD26 protein, fasting, and MSG model of obesity in 2 areas of the central nervous system. Dipeptidyl peptidase IV and CD26 were, respectively, evaluated by fluorometry, and enzyme-linked immunosorbent assay and reverse transcriptase polymerase chain reaction in soluble (SF) and membrane-bound (MF) fractions from the hypothalamus and hippocampus of MSG-treated and normal rats, submitted or not to food deprivation (FD). Dipeptidyl peptidase IV in both areas was distinguished kinetically as insensitive (DI) and sensitive (DS) to diprotin A. Compared with the controls, MSG and/or FD decreased the activity of DPPIV-DI in the SF and MF from the hypothalamus, as well as the activity of DPPIV-DS in the SF from the hypothalamus and in the MF from the hippocampus. Monosodium glutamate and/or FD increased the activity of DPPIV-DI in the MF from the hippocampus. The monoclonal protein expression of membrane CD26 by enzyme-linked immunosorbent assay decreased in the hypothalamus and increased in the hippocampus of MSG and/or FD relative to the controls. The existence of DPPIV-like activity with different sensitivities to diprotin A and the identity of insensitive with CD26 were demonstrated for the first time in the central nervous system. Data also demonstrated the involvement of DPPIV-DI/CD26 hydrolyzing activity in the energy balance probably through the regulation of neuropeptide Y and beta-endorphin levels in the hypothalamus and hippocampus. (C) 2011 Elsevier Inc. All rights reserved.
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This study investigates the numerical simulation of three-dimensional time-dependent viscoelastic free surface flows using the Upper-Convected Maxwell (UCM) constitutive equation and an algebraic explicit model. This investigation was carried out to develop a simplified approach that can be applied to the extrudate swell problem. The relevant physics of this flow phenomenon is discussed in the paper and an algebraic model to predict the extrudate swell problem is presented. It is based on an explicit algebraic representation of the non-Newtonian extra-stress through a kinematic tensor formed with the scaled dyadic product of the velocity field. The elasticity of the fluid is governed by a single transport equation for a scalar quantity which has dimension of strain rate. Mass and momentum conservations, and the constitutive equation (UCM and algebraic model) were solved by a three-dimensional time-dependent finite difference method. The free surface of the fluid was modeled using a marker-and-cell approach. The algebraic model was validated by comparing the numerical predictions with analytic solutions for pipe flow. In comparison with the classical UCM model, one advantage of this approach is that computational workload is substantially reduced: the UCM model employs six differential equations while the algebraic model uses only one. The results showed stable flows with very large extrudate growths beyond those usually obtained with standard differential viscoelastic models. (C) 2010 Elsevier Ltd. All rights reserved.