Intercomparison of the Arctic sea ice cover in global ocean–sea ice reanalyses from the ORA-IP project

Ocean–sea ice reanalyses are crucial for assessing the variability and recent trends in the Arctic sea ice cover. This is especially true for sea ice volume, as long-term and large scale sea ice thickness observations are inexistent. Results from the Ocean ReAnalyses Intercomparison Project (ORA-IP) are presented, with a focus on Arctic sea ice fields reconstructed by state-of-the-art global ocean reanalyses. Differences between the various reanalyses are explored in terms of the effects of data assimilation, model physics and atmospheric forcing on properties of the sea ice cover, including concentration, thickness, velocity and snow. Amongst the 14 reanalyses studied here, 9 assimilate sea ice concentration, and none assimilate sea ice thickness data. The comparison reveals an overall agreement in the reconstructed concentration fields, mainly because of the constraints in surface temperature imposed by direct assimilation of ocean observations, prescribed or assimilated atmospheric forcing and assimilation of sea ice concentration. However, some spread still exists amongst the reanalyses, due to a variety of factors. In particular, a large spread in sea ice thickness is found within the ensemble of reanalyses, partially caused by the biases inherited from their sea ice model components. Biases are also affected by the assimilation of sea ice concentration and the treatment of sea ice thickness in the data assimilation process. An important outcome of this study is that the spatial distribution of ice volume varies widely between products, with no reanalysis standing out as clearly superior as compared to altimetry estimates. The ice thickness from systems without assimilation of sea ice concentration is not worse than that from systems constrained with sea ice observations. An evaluation of the sea ice velocity fields reveals that ice drifts too fast in most systems. As an ensemble, the ORA-IP reanalyses capture trends in Arctic sea ice area and extent relatively well. However, the ensemble can not be used to get a robust estimate of recent trends in the Arctic sea ice volume. Biases in the reanalyses certainly impact the simulated air–sea fluxes in the polar regions, and questions the suitability of current sea ice reanalyses to initialize seasonal forecasts.

Evaluation of a polynya flux model by means of thermal infrared satellite estimates

We test the ability of a two-dimensional flux model to simulate polynya events with narrow open-water zones by comparing model results to ice-thickness and ice-production estimates derived from thermal infrared Moderate Resolution Imaging Spectroradiometer (MODIS) observations in conjunction with an atmospheric dataset. Given a polynya boundary and an atmospheric dataset, the model correctly reproduces the shape of an 11 day long event, using only a few simple conservation laws. Ice production is slightly overestimated by the model, owing to an underestimated ice thickness. We achieved best model results with the consolidation thickness parameterization developed by Biggs and others (2000). Observed regional discrepancies between model and satellite estimates might be a consequence of the missing representation of the dynamic of the thin-ice thickening (e.g. rafting). We conclude that this simplified polynya model is a valuable tool for studying polynya dynamics and estimating associated fluxes of single polynya events.

Reconstructing paleosalinity from δ18O: coupled model simulations of the Last Glacial Maximum, Last Interglacial and Late Holocene

Reconstructions of salinity are used to diagnose changes in the hydrological cycle and ocean circulation. A widely used method of determining past salinity uses oxygen isotope (δOw) residuals after the extraction of the global ice volume and temperature components. This method relies on a constant relationship between δOw and salinity throughout time. Here we use the isotope-enabled fully coupled General Circulation Model (GCM) HadCM3 to test the application of spatially and time-independent relationships in the reconstruction of past ocean salinity. Simulations of the Late Holocene (LH), Last Glacial Maximum (LGM), and Last Interglacial (LIG) climates are performed and benchmarked against existing compilations of stable oxygen isotopes in carbonates (δOc), which primarily reflect δOw and temperature. We find that HadCM3 produces an accurate representation of the surface ocean δOc distribution for the LH and LGM. Our simulations show considerable variability in spatial and temporal δOw-salinity relationships. Spatial gradients are generally shallower but within ∼50% of the actual simulated LH to LGM and LH to LIG temporal gradients and temporal gradients calculated from multi-decadal variability are generally shallower than both spatial and actual simulated gradients. The largest sources of uncertainty in salinity reconstructions are found to be caused by changes in regional freshwater budgets, ocean circulation, and sea ice regimes. These can cause errors in salinity estimates exceeding 4 psu. Our results suggest that paleosalinity reconstructions in the South Atlantic, Indian and Tropical Pacific Oceans should be most robust, since these regions exhibit relatively constant δOw-salinity relationships across spatial and temporal scales. Largest uncertainties will affect North Atlantic and high latitude paleosalinity reconstructions. Finally, the results show that it is difficult to generate reliable salinity estimates for regions of dynamic oceanography, such as the North Atlantic, without additional constraints.

A regionally informed abundance index for supporting integrative analyses across butterfly monitoring schemes

1. The rapid expansion of systematic monitoring schemes necessitates robust methods to reliably assess species' status and trends. Insect monitoring poses a challenge where there are strong seasonal patterns, requiring repeated counts to reliably assess abundance. Butterfly monitoring schemes (BMSs) operate in an increasing number of countries with broadly the same methodology, yet they differ in their observation frequency and in the methods used to compute annual abundance indices. 2. Using simulated and observed data, we performed an extensive comparison of two approaches used to derive abundance indices from count data collected via BMS, under a range of sampling frequencies. Linear interpolation is most commonly used to estimate abundance indices from seasonal count series. A second method, hereafter the regional generalized additive model (GAM), fits a GAM to repeated counts within sites across a climatic region. For the two methods, we estimated bias in abundance indices and the statistical power for detecting trends, given different proportions of missing counts. We also compared the accuracy of trend estimates using systematically degraded observed counts of the Gatekeeper Pyronia tithonus (Linnaeus 1767). 3. The regional GAM method generally outperforms the linear interpolation method. When the proportion of missing counts increased beyond 50%, indices derived via the linear interpolation method showed substantially higher estimation error as well as clear biases, in comparison to the regional GAM method. The regional GAM method also showed higher power to detect trends when the proportion of missing counts was substantial. 4. Synthesis and applications. Monitoring offers invaluable data to support conservation policy and management, but requires robust analysis approaches and guidance for new and expanding schemes. Based on our findings, we recommend the regional generalized additive model approach when conducting integrative analyses across schemes, or when analysing scheme data with reduced sampling efforts. This method enables existing schemes to be expanded or new schemes to be developed with reduced within-year sampling frequency, as well as affording options to adapt protocols to more efficiently assess species status and trends across large geographical scales.

Independent uncertainty estimates for coefficient based sea surface temperature retrieval from the Along-Trck Scanning Radiometer instruments

We establish a methodology for calculating uncertainties in sea surface temperature estimates from coefficient based satellite retrievals. The uncertainty estimates are derived independently of in-situ data. This enables validation of both the retrieved SSTs and their uncertainty estimate using in-situ data records. The total uncertainty budget is comprised of a number of components, arising from uncorrelated (eg. noise), locally systematic (eg. atmospheric), large scale systematic and sampling effects (for gridded products). The importance of distinguishing these components arises in propagating uncertainty across spatio-temporal scales. We apply the method to SST data retrieved from the Advanced Along Track Scanning Radiometer (AATSR) and validate the results for two different SST retrieval algorithms, both at a per pixel level and for gridded data. We find good agreement between our estimated uncertainties and validation data. This approach to calculating uncertainties in SST retrievals has a wider application to data from other instruments and retrieval of other geophysical variables.

Rossby wave propagation on potential vorticity fronts with finite width

The horizontal gradient of potential vorticity (PV) across the tropopause typically declines with lead time in global numerical weather forecasts and tends towards a steady value dependent on model resolution. This paper examines how spreading the tropopause PV contrast over a broader frontal zone affects the propagation of Rossby waves. The approach taken is to analyse Rossby waves on a PV front of finite width in a simple single-layer model. The dispersion relation for linear Rossby waves on a PV front of infinitesimal width is well known; here an approximate correction is derived for the case of a finite width front, valid in the limit that the front is narrow compared to the zonal wavelength. Broadening the front causes a decrease in both the jet speed and the ability of waves to propagate upstream. The contribution of these changes to Rossby wave phase speeds cancel at leading order. At second order the decrease in jet speed dominates, meaning phase speeds are slower on broader PV fronts. This asymptotic phase speed result is shown to hold for a wide class of single-layer dynamics with a varying range of PV inversion operators. The phase speed dependence on frontal width is verified by numerical simulations and also shown to be robust at finite wave amplitude, and estimates are made for the error in Rossby wave propagation speeds due to the PV gradient error present in numerical weather forecast models.

Improved information about the vertical location and extent of monolayer clouds from POLDER3 measurements in the oxygen A-band

This paper describes new advances in the exploitation of oxygen A-band measurements from POLDER3 sensor onboard PARASOL, satellite platform within the A-Train. These developments result from not only an account of the dependence of POLDER oxygen parameters to cloud optical thickness τ and to the scene's geometrical conditions but also, and more importantly, from the finer understanding of the sensitivity of these parameters to cloud vertical extent. This sensitivity is made possible thanks to the multidirectional character of POLDER measurements. In the case of monolayer clouds that represent most of cloudy conditions, new oxygen parameters are obtained and calibrated from POLDER3 data colocalized with the measurements of the two active sensors of the A-Train: CALIOP/CALIPSO and CPR/CloudSat. From a parameterization that is (μs, τ) dependent, with μs the cosine of the solar zenith angle, a cloud top oxygen pressure (CTOP) and a cloud middle oxygen pressure (CMOP) are obtained, which are estimates of actual cloud top and middle pressures (CTP and CMP). Performances of CTOP and CMOP are presented by class of clouds following the ISCCP classification. In 2008, the coefficient of the correlation between CMOP and CMP is 0.81 for cirrostratus, 0.79 for stratocumulus, 0.75 for deep convective clouds. The coefficient of the correlation between CTOP and CTP is 0.75, 0.73, and 0.79 for the same cloud types. The score obtained by CTOP, defined as the confidence in the retrieval for a particular range of inferred value and for a given error, is higher than the one of MODIS CTP estimate. Scores of CTOP are the highest for bin value of CTP superior in numbers. For liquid (ice) clouds and an error of 30 hPa (50 hPa), the score of CTOP reaches 50% (70%). From the difference between CTOP and CMOP, a first estimate of the cloud vertical extent h is possible. A second estimate of h comes from the correlation between the angular standard deviation of POLDER oxygen pressure σPO2 and the cloud vertical extent. This correlation is studied in detail in the case of liquid clouds. It is shown to be spatially and temporally robust, except for clouds above land during winter months. The analysis of the correlation's dependence on the scene's characteristics leads to a parameterization providing h from σPO2. For liquid water clouds above ocean in 2008, the mean difference between the actual cloud vertical extent and the one retrieved from σPO2 (from the pressure difference) is 5 m (−12 m). The standard deviation of the mean difference is close to 1000 m for the two methods. POLDER estimates of the cloud geometrical thickness obtain a global score of 50% confidence for a relative error of 20% (40%) of the estimate for ice (liquid) clouds over ocean. These results need to be validated outside of the CALIPSO/CloudSat track.

Essays on robust portfolio selection and pension finance

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.

Uncertainties in tidally adjusted estimates of sea level rise flooding (bathtub model) for the Greater London

Sea-level rise (SLR) from global warming may have severe consequences for coastal cities, particularly when combined with predicted increases in the strength of tidal surges. Predicting the regional impact of SLR flooding is strongly dependent on the modelling approach and accuracy of topographic data. Here, the areas under risk of sea water flooding for London boroughs were quantified based on the projected SLR scenarios reported in Intergovernmental Panel on Climate Change (IPCC) fifth assessment report (AR5) and UK climatic projections 2009 (UKCP09) using a tidally-adjusted bathtub modelling approach. Medium- to very high-resolution digital elevation models (DEMs) are used to evaluate inundation extents as well as uncertainties. Depending on the SLR scenario and DEMs used, it is estimated that 3%–8% of the area of Greater London could be inundated by 2100. The boroughs with the largest areas at risk of flooding are Newham, Southwark, and Greenwich. The differences in inundation areas estimated from a digital terrain model and a digital surface model are much greater than the root mean square error differences observed between the two data types, which may be attributed to processing levels. Flood models from SRTM data underestimate the inundation extent, so their results may not be reliable for constructing flood risk maps. This analysis provides a broad-scale estimate of the potential consequences of SLR and uncertainties in the DEM-based bathtub type flood inundation modelling for London boroughs.

A generalised background correction algorithm for a Halo Doppler lidar and its application to data from Finland

Current commercially available Doppler lidars provide an economical and robust solution for measuring vertical and horizontal wind velocities, together with the ability to provide co- and cross-polarised backscatter profiles. The high temporal resolution of these instruments allows turbulent properties to be obtained from studying the variation in radial velocities. However, the instrument specifications mean that certain characteristics, especially the background noise behaviour, become a limiting factor for the instrument sensitivity in regions where the aerosol load is low. Turbulent calculations require an accurate estimate of the contribution from velocity uncertainty estimates, which are directly related to the signal-to-noise ratio. Any bias in the signal-to-noise ratio will propagate through as a bias in turbulent properties. In this paper we present a method to correct for artefacts in the background noise behaviour of commercially available Doppler lidars and reduce the signal-to-noise ratio threshold used to discriminate between noise, and cloud or aerosol signals. We show that, for Doppler lidars operating continuously at a number of locations in Finland, the data availability can be increased by as much as 50 % after performing this background correction and subsequent reduction in the threshold. The reduction in bias also greatly improves subsequent calculations of turbulent properties in weak signal regimes.

Use of a predictive model for food insecurity estimates in Brazil

In 2004 the National Household Survey (Pesquisa Nacional par Amostras de Domicilios - PNAD) estimated the prevalence of food and nutrition insecurity in Brazil. However, PNAD data cannot be disaggregated at the municipal level. The objective of this study was to build a statistical model to predict severe food insecurity for Brazilian municipalities based on the PNAD dataset. Exclusion criteria were: incomplete food security data (19.30%); informants younger than 18 years old (0.07%); collective households (0.05%); households headed by indigenous persons (0.19%). The modeling was carried out in three stages, beginning with the selection of variables related to food insecurity using univariate logistic regression. The variables chosen to construct the municipal estimates were selected from those included in PNAD as well as the 2000 Census. Multivariate logistic regression was then initiated, removing the non-significant variables with odds ratios adjusted by multiple logistic regression. The Wald Test was applied to check the significance of the coefficients in the logistic equation. The final model included the variables: per capita income; years of schooling; race and gender of the household head; urban or rural residence; access to public water supply; presence of children; total number of household inhabitants and state of residence. The adequacy of the model was tested using the Hosmer-Lemeshow test (p=0.561) and ROC curve (area=0.823). Tests indicated that the model has strong predictive power and can be used to determine household food insecurity in Brazilian municipalities, suggesting that similar predictive models may be useful tools in other Latin American countries.

Extended time weather forecasts contributes to agricultural productivity estimates

Weather conditions in critical periods of the vegetative crop development influence crop productivity, thus being a basic parameter for crop forecast. Reliable extended period weather forecasts may contribute to improve the estimation of agricultural productivity. The production of soybean plays an important role in the Brazilian economy, because this country is ranked among the largest producers of soybeans in the world. This culture can be significantly affected by water conditions, depending on the intensity of water deficit. This work explores the role of extended period weather forecasts for estimating soybean productivity in the southern part of Brazil, Passo Fundo, and Londrina (State of Rio Grande do Sul and Parana, respectively) in the 2005/2006 harvest. The goal was to investigate the possible contribution of precipitation forecasts as a substitute for the use of climatological data on crop forecasts. The results suggest that the use of meteorological forecasts generate more reliable productivity estimates during the growth period than those generated only through climatological information.

Downward longwave radiation estimates for clear and all-sky conditions in the Sertozinho region of So Paulo, Brazil

The accurate estimate of the surface longwave fluxes contribution is important for the calculation of the surface radiation budget, which in turn controls all the components of the surface energy budget, such as evaporation and the sensible heat fluxes. This study evaluates the performance of the various downward longwave radiation parameterizations for clear and all-sky days applied to the Sertozinho region in So Paulo, Brazil. Equations have been adjusted to the observations of longwave radiation. The adjusted equations were evaluated for every hour throughout the day and the results showed good fits for most of the day, except near dawn and sunset, followed by nighttime. The seasonal variation was studied by comparing the dry period against the rainy period in the dataset. The least square linear regressions resulted in coefficients equal to the coefficients found for the complete period, both in the dry period and in the rainy period. It is expected that the best fit equation to the observed data for this site be used to produce estimates in other regions of the State of So Paulo, where such information is not available.

Genetic algorithm inversion of the average 1D crustal structure using local and regional earthquakes

Knowing the best 1D model of the crustal and upper mantle structure is useful not only for routine hypocenter determination, but also for linearized joint inversions of hypocenters and 3D crustal structure, where a good choice of the initial model can be very important. Here, we tested the combination of a simple GA inversion with the widely used HYPO71 program to find the best three-layer model (upper crust, lower crust, and upper mantle) by minimizing the overall P- and S-arrival residuals, using local and regional earthquakes in two areas of the Brazilian shield. Results from the Tocantins Province (Central Brazil) and the southern border of the Sao Francisco craton (SE Brazil) indicated an average crustal thickness of 38 and 43 km, respectively, consistent with previous estimates from receiver functions and seismic refraction lines. The GA + HYPO71 inversion produced correct Vp/Vs ratios (1.73 and 1.71, respectively), as expected from Wadati diagrams. Tests with synthetic data showed that the method is robust for the crustal thickness, Pn velocity, and Vp/Vs ratio when using events with distance up to about 400 km, despite the small number of events available (7 and 22, respectively). The velocities of the upper and lower crusts, however, are less well constrained. Interestingly, in the Tocantins Province, the GA + HYPO71 inversion showed a secondary solution (local minimum) for the average crustal thickness, besides the global minimum solution, which was caused by the existence of two distinct domains in the Central Brazil with very different crustal thicknesses. (C) 2010 Elsevier Ltd. All rights reserved.