A robust nonlinear identification algorithm using PRESS statistic and forward regression

This letter introduces a new robust nonlinear identification algorithm using the Predicted REsidual Sums of Squares (PRESS) statistic and for-ward regression. The major contribution is to compute the PRESS statistic within a framework of a forward orthogonalization process and hence construct a model with a good generalization property. Based on the properties of the PRESS statistic the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation.

Automatic nonlinear predictive model-construction algorithm using forward regression and the PRESS statistic

An automatic nonlinear predictive model-construction algorithm is introduced based on forward regression and the predicted-residual-sums-of-squares (PRESS) statistic. The proposed algorithm is based on the fundamental concept of evaluating a model's generalisation capability through crossvalidation. This is achieved by using the PRESS statistic as a cost function to optimise model structure. In particular, the proposed algorithm is developed with the aim of achieving computational efficiency, such that the computational effort, which would usually be extensive in the computation of the PRESS statistic, is reduced or minimised. The computation of PRESS is simplified by avoiding a matrix inversion through the use of the orthogonalisation procedure inherent in forward regression, and is further reduced significantly by the introduction of a forward-recursive formula. Based on the properties of the PRESS statistic, the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation. Numerical examples are used to demonstrate the efficacy of the algorithm.

Geostatistical analysis of rainfall

Rainfall can be modeled as a spatially correlated random field superimposed on a background mean value; therefore, geostatistical methods are appropriate for the analysis of rain gauge data. Nevertheless, there are certain typical features of these data that must be taken into account to produce useful results, including the generally non-Gaussian mixed distribution, the inhomogeneity and low density of observations, and the temporal and spatial variability of spatial correlation patterns. Many studies show that rigorous geostatistical analysis performs better than other available interpolation techniques for rain gauge data. Important elements are the use of climatological variograms and the appropriate treatment of rainy and nonrainy areas. Benefits of geostatistical analysis for rainfall include ease of estimating areal averages, estimation of uncertainties, and the possibility of using secondary information (e.g., topography). Geostatistical analysis also facilitates the generation of ensembles of rainfall fields that are consistent with a given set of observations, allowing for a more realistic exploration of errors and their propagation in downstream models, such as those used for agricultural or hydrological forecasting. This article provides a review of geostatistical methods used for kriging, exemplified where appropriate by daily rain gauge data from Ethiopia.

A model study of factors influencing projected changes in regional sea level over the 21st century

In addition to projected increases in global mean sea level over the 21st century, model simulations suggest there will also be changes in the regional distribution of sea level relative to the global mean. There is a considerable spread in the projected patterns of these changes by current models, as shown by the recent Intergovernmental Panel on Climate Change (IPCC) Fourth Assessment (AR4). This spread has not reduced from that given by the Third Assessment models. Comparison with projections by ensembles of models based on a single structure supports an earlier suggestion that models of similar formulation give more similar patterns of sea level change. Analysing an AR4 ensemble of model projections under a business-as-usual scenario shows that steric changes (associated with subsurface ocean density changes) largely dominate the sea level pattern changes. The relative importance of subsurface temperature or salinity changes in contributing to this differs from region to region and, to an extent, from model-to-model. In general, thermosteric changes give the spatial variations in the Southern Ocean, halosteric changes dominate in the Arctic and strong compensation between thermosteric and halosteric changes characterises the Atlantic. The magnitude of sea level and component changes in the Atlantic appear to be linked to the amount of Atlantic meridional overturning circulation (MOC) weakening. When the MOC weakening is substantial, the Atlantic thermosteric patterns of change arise from a dominant role of ocean advective heat flux changes.

Emulating AOGCM results using simple climate models

Three simple climate models (SCMs) are calibrated using simulations from atmosphere ocean general circulation models (AOGCMs). In addition to using two conventional SCMs, results from a third simpler model developed specifically for this study are obtained. An easy to implement and comprehensive iterative procedure is applied that optimises the SCM emulation of global-mean surface temperature and total ocean heat content, and, if available in the SCM, of surface temperature over land, over the ocean and in both hemispheres, and of the global-mean ocean temperature profile. The method gives best-fit estimates as well as uncertainty intervals for the different SCM parameters. For the calibration, AOGCM simulations with two different types of forcing scenarios are used: pulse forcing simulations performed with 2 AOGCMs and gradually changing forcing simulations from 15 AOGCMs obtained within the framework of the Fourth Assessment Report of the Intergovernmental Panel on Climate Change. The method is found to work well. For all possible combinations of SCMs and AOGCMs the emulation of AOGCM results could be improved. The obtained SCM parameters depend both on the AOGCM data and the type of forcing scenario. SCMs with a poor representation of the atmosphere thermal inertia are better able to emulate AOGCM results from gradually changing forcing than from pulse forcing simulations. Correct simultaneous emulation of both atmospheric temperatures and the ocean temperature profile by the SCMs strongly depends on the representation of the temperature gradient between the atmosphere and the mixed layer. Introducing climate sensitivities that are dependent on the forcing mechanism in the SCMs allows the emulation of AOGCM responses to carbon dioxide and solar insolation forcings equally well. Also, some SCM parameters are found to be very insensitive to the fitting, and the reduction of their uncertainty through the fitting procedure is only marginal, while other parameters change considerably. The very simple SCM is found to reproduce the AOGCM results as well as the other two comparably more sophisticated SCMs.

Space partitioning for scalable K-means

K-Means is a popular clustering algorithm which adopts an iterative refinement procedure to determine data partitions and to compute their associated centres of mass, called centroids. The straightforward implementation of the algorithm is often referred to as `brute force' since it computes a proximity measure from each data point to each centroid at every iteration of the K-Means process. Efficient implementations of the K-Means algorithm have been predominantly based on multi-dimensional binary search trees (KD-Trees). A combination of an efficient data structure and geometrical constraints allow to reduce the number of distance computations required at each iteration. In this work we present a general space partitioning approach for improving the efficiency and the scalability of the K-Means algorithm. We propose to adopt approximate hierarchical clustering methods to generate binary space partitioning trees in contrast to KD-Trees. In the experimental analysis, we have tested the performance of the proposed Binary Space Partitioning K-Means (BSP-KM) when a divisive clustering algorithm is used. We have carried out extensive experimental tests to compare the proposed approach to the one based on KD-Trees (KD-KM) in a wide range of the parameters space. BSP-KM is more scalable than KDKM, while keeping the deterministic nature of the `brute force' algorithm. In particular, the proposed space partitioning approach has shown to overcome the well-known limitation of KD-Trees in high-dimensional spaces and can also be adopted to improve the efficiency of other algorithms in which KD-Trees have been used.

Investigation of ultra wideband multi-channel dichroic beamsplitters from 0.3 to 52µm

The development of a set of multi-channel dichroics which includes a 6 channel dichroic operating over the wavelength region from 0.3 to 52µm is described. In order to achieve the optimum performance, the optical constants of PbTe, Ge and CdTe coatings in the strongly absorptive region have been determined by use of a new iterative method using normal incidence reflectance measurement of the multilayer together with initial values of energy gap Eg and infinite refractive index n for the semiconductor model. The design and manufacture of the dichroics is discussed and the final results are presented.

The impact of finer-resolution air-sea coupling on the intraseasonal oscillation of the Indian monsoon

The new HadKPP atmosphere–ocean coupled model is described and then used to determine the effects of sub-daily air–sea coupling and fine near-surface ocean vertical resolution on the representation of the Northern Hemisphere summer intra-seasonal oscillation. HadKPP comprises the Hadley Centre atmospheric model coupled to the K Profile Parameterization ocean-boundary-layer model. Four 30-member ensembles were performed that varied in oceanic vertical resolution between 1 m and 10 m and in coupling frequency between 3 h and 24 h. The 10 m, 24 h ensemble exhibited roughly 60% of the observed 30–50 day variability in sea-surface temperatures and rainfall and very weak northward propagation. Enhancing either only the vertical resolution or only the coupling frequency produced modest improvements in variability and only a standing intra-seasonal oscillation. Only the 1 m, 3 h configuration generated organized, northward-propagating convection similar to observations. Sub-daily surface forcing produced stronger upper-ocean temperature anomalies in quadrature with anomalous convection, which likely affected lower-atmospheric stability ahead of the convection, causing propagation. Well-resolved air–sea coupling did not improve the eastward propagation of the boreal summer intra-seasonal oscillation in this model. Upper-ocean vertical mixing and diurnal variability in coupled models must be improved to accurately resolve and simulate tropical sub-seasonal variability. In HadKPP, the mere presence of air–sea coupling was not sufficient to generate an intra-seasonal oscillation resembling observations.

Spatiotemporal behavior of the TIGGE medium-range ensemble forecasts

Using the recently-developed mean–variance of logarithms (MVL) diagram, together with the TIGGE archive of medium-range ensemble forecasts from nine different centres, an analysis is presented of the spatiotemporal dynamics of their perturbations, showing how the differences between models and perturbation techniques can explain the shape of their characteristic MVL curves. In particular, a divide is seen between ensembles based on singular vectors or empirical orthogonal functions, and those based on bred vector, Ensemble Transform with Rescaling or Ensemble Kalman Filter techniques. Consideration is also given to the use of the MVL diagram to compare the growth of perturbations within the ensemble with the growth of the forecast error, showing that there is a much closer correspondence for some models than others. Finally, the use of the MVL technique to assist in selecting models for inclusion in a multi-model ensemble is discussed, and an experiment suggested to test its potential in this context.

Application of a novel optimal control algorithm to a benchmark fed-batch fermentation process

A novel algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimisation and Parameter Estimation (DISOPE) which has been designed to achieve the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimisation procedure. A method based on Broyden's ideas is used for approximating some derivative trajectories required. Ways for handling con straints on both manipulated and state variables are described. Further, a method for coping with batch-to- batch dynamic variations in the process, which are common in practice, is introduced. It is shown that the iterative procedure associated with the algorithm naturally suits applications to batch processes. The algorithm is success fully applied to a benchmark problem consisting of the input profile optimisation of a fed-batch fermentation process.

Optimal control of nonlinear systems represented by differential algebraic equations

An iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified simplified model based problem with parameter updating in such a manner that the correct solution of the original nonlinear problem is achieved.

New developments in batch process input profile optimisation

A novel algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses dynamic integrated system optimisation and parameter estimation (DISOPE) which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimisation procedure. A new method for approximating some Jacobian trajectories required by the algorithm is introduced. It is shown that the iterative procedure associated with the algorithm naturally suits applications to batch chemical processes.

Optimal control of nonlinear differential algebraic equation systems

A novel iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified linear quadratic model based problem with parameter updating in such a manner that the correct solution of the original non-linear problem is achieved. The resulting algorithm has a particular advantage in that the solution is achieved without the need to solve the differential algebraic equations . Convergence aspects are discussed and a simulation example is described which illustrates the performance of the technique. 1. Introduction When modelling industrial processes often the resulting equations consist of coupled differential and algebraic equations (DAEs). In many situations these equations are nonlinear and cannot readily be directly reduced to ordinary differential equations.

A simple, coherent framework for partitioning uncertainty in climate predictions

A simple and coherent framework for partitioning uncertainty in multi-model climate ensembles is presented. The analysis of variance (ANOVA) is used to decompose a measure of total variation additively into scenario uncertainty, model uncertainty and internal variability. This approach requires fewer assumptions than existing methods and can be easily used to quantify uncertainty related to model-scenario interaction - the contribution to model uncertainty arising from the variation across scenarios of model deviations from the ensemble mean. Uncertainty in global mean surface air temperature is quantified as a function of lead time for a subset of the Coupled Model Intercomparison Project phase 3 ensemble and results largely agree with those published by other authors: scenario uncertainty dominates beyond 2050 and internal variability remains approximately constant over the 21st century. Both elements of model uncertainty, due to scenario-independent and scenario-dependent deviations from the ensemble mean, are found to increase with time. Estimates of model deviations that arise as by-products of the framework reveal significant differences between models that could lead to a deeper understanding of the sources of uncertainty in multi-model ensembles. For example, three models are shown diverging pattern over the 21st century, while another model exhibits an unusually large variation among its scenario-dependent deviations.

Efficient non-linear data assimilation in geophysical fluid dynamics

New ways of combining observations with numerical models are discussed in which the size of the state space can be very large, and the model can be highly nonlinear. Also the observations of the system can be related to the model variables in highly nonlinear ways, making this data-assimilation (or inverse) problem highly nonlinear. First we discuss the connection between data assimilation and inverse problems, including regularization. We explore the choice of proposal density in a Particle Filter and show how the ’curse of dimensionality’ might be beaten. In the standard Particle Filter ensembles of model runs are propagated forward in time until observations are encountered, rendering it a pure Monte-Carlo method. In large-dimensional systems this is very inefficient and very large numbers of model runs are needed to solve the data-assimilation problem realistically. In our approach we steer all model runs towards the observations resulting in a much more efficient method. By further ’ensuring almost equal weight’ we avoid performing model runs that are useless in the end. Results are shown for the 40 and 1000 dimensional Lorenz 1995 model.