865 resultados para extended regime-switching GARCH
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An in vitro colon extended physiologically based extraction test (CEPBET) which incorporates human gastrointestinal tract (GIT) parameters (including pH and chemistry, solid-to-fluid ratio, mixing and emptying rates) was applied for the first time to study the bioaccessibility of brominated flame retardants (BFRs) from the 3 main GIT compartments (stomach, small intestine and colon) following ingestion of indoor dust. Results revealed the bioaccessibility of γ-HBCD (72%) was less than that for α- and β-isomers (92% and 80% respectively) which may be attributed to the lower aqueous solubility of the γ-isomer (2 μg L−1) compared to the α- and β-isomers (45 and 15 μg L−1 respectively). No significant change in the enantiomeric fractions of HBCDs was observed in any of the studied samples. However, this does not completely exclude the possibility of in vivo enantioselective absorption of HBCDs, as the GIT cell lining and bacterial flora – which may act enantioselectively – are not included in the current CE-PBET model. While TBBP-A was almost completely (94%) bioaccessible, BDE-209 was the least (14%) bioaccessible of the studied BFRs. Bioaccessibility of tri-hepta BDEs ranged from 32–58%. No decrease in the bioaccessibility with increasing level of bromination was observed in the studied PBDEs.
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This article applies a three-regime Markov switching model to investigate the impact of the macroeconomy on the dynamics of the residential real estate market in the US. Focusing on the period between 1960 and 2011, the methodology implemented allows for a clearer understanding of the drivers of the real estate market in “boom”, “steady-state” and “crash” regimes. Our results show that the sensitivity of the real estate market to economic changes is regime-dependent. The paper then proceeds to examine whether policymakers are able to influence a regime switch away from the crash regime. We find that a decrease in interest rate spreads could be an effective catalyst to precipitate such a change of state.
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At the end of the 20th century, we can look back on a spectacular development of numerical weather prediction, which has, practically uninterrupted, been going on since the middle of the century. High-resolution predictions for more than a week ahead for any part of the globe are now routinely produced and anyone with an Internet connection can access many of these forecasts for anywhere in the world. Extended predictions for several seasons ahead are also being done — the latest El Niño event in 1997/1998 is an example of such a successful prediction. The great achievement is due to a number of factors including the progress in computational technology and the establishment of global observing systems, combined with a systematic research program with an overall strategy towards building comprehensive prediction systems for climate and weather. In this article, I will discuss the different evolutionary steps in this development and the way new scientific ideas have contributed to efficiently explore the computing power and in using observations from new types of observing systems. Weather prediction is not an exact science due to unavoidable errors in initial data and in the models. To quantify the reliability of a forecast is therefore essential and probably more so the longer the forecasts are. Ensemble prediction is thus a new and important concept in weather and climate prediction, which I believe will become a routine aspect of weather prediction in the future. The limit between weather and climate prediction is becoming more and more diffuse and in the final part of this article I will outline the way I think development may proceed in the future.
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The phase shift full bridge (PSFB) converter allows high efficiency power conversion at high frequencies through zero voltage switching (ZVS); the parasitic drain-to-source capacitance of the MOSFET is discharged by a resonant inductance before the switch is gated resulting in near zero turn-on switching losses. Typically, an extra inductance is added to the leakage inductance of a transformer to form the resonant inductance necessary to charge and discharge the parasitic capacitances of the PSFB converter. However, many PSFB models do not consider the effects of the magnetizing inductance or dead-time in selecting the resonant inductance required to achieve ZVS. The choice of resonant inductance is crucial to the ZVS operation of the PSFB converter. Incorrectly sized resonant inductance will not achieve ZVS or will limit the load regulation ability of the converter. This paper presents a unique and accurate equation for calculating the resonant inductance required to achieve ZVS over a wide load range incorporating the effects of the magnetizing inductance and dead-time. The derived equations are validated against PSPICE simulations of a PSFB converter and extensive hardware experimentations.
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We consider an equilibrium birth and death type process for a particle system in infinite volume, the latter is described by the space of all locally finite point configurations on Rd. These Glauber type dynamics are Markov processes constructed for pre-given reversible measures. A representation for the ``carré du champ'' and ``second carré du champ'' for the associate infinitesimal generators L are calculated in infinite volume and for a large class of functions in a generalized sense. The corresponding coercivity identity is derived and explicit sufficient conditions for the appearance and bounds for the size of the spectral gap of L are given. These techniques are applied to Glauber dynamics associated to Gibbs measure and conditions are derived extending all previous known results and, in particular, potentials with negative parts can now be treated. The high temperature regime is extended essentially and potentials with non-trivial negative part can be included. Furthermore, a special class of potentials is defined for which the size of the spectral gap is as least as large as for the free system and, surprisingly, the spectral gap is independent of the activity. This type of potentials should not show any phase transition for a given temperature at any activity.
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The extended Canadian Middle Atmosphere Model is used to investigate the large-scale dynamics of the mesosphere and lower thermosphere (MLT). It is shown that the 4-day wave is substantially amplified in southern polar winter in the presence of instabilities arising from strong vertical shears in the MLT zonal mean zonal winds brought about by parameterized nonorographic gravity wave drag. A weaker 4-day wave in northern polar winter is attributed to the weaker wind shears that result from weaker parameterized wave drag. The 2-day wave also exhibits a strong dependence on zonal wind shears, in agreement with previous modeling studies. In the equatorial upper mesosphere, the migrating diurnal tide provides most of the resolved westward wave forcing, which varies semiannually in conjunction with the tide itself; resolved forcing by eastward traveling disturbances is dominated by smaller scales. Nonmigrating tides and other planetary-scale waves play only a minor role in the zonal mean zonal momentum budget in the tropics at these heights. Resolved waves are shown to play a significant role in the zonal mean meridional momentum budget in the MLT, impacting significantly on gradient wind balance. Balance fails at low latitudes as a result of a strong Reynolds stress associated with the migrating diurnal tide, an effect which is most pronounced at equinox when the tide is strongest. Resolved and parameterized waves account for most of the imbalance at higher latitudes in summer. This results in the gradient wind underestimating the actual eastward wind reversal by up to 40%.
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The recovery of the Arctic polar vortex following stratospheric sudden warmings is found to take upward of 3 months in a particular subset of cases, termed here polar-night jet oscillation (PJO) events. The anomalous zonal-mean circulation above the pole during this recovery is characterized by a persistently warm lower stratosphere, and above this a cold midstratosphere and anomalously high stratopause, which descends as the event unfolds. Composites of these events in the Canadian Middle Atmosphere Model show the persistence of the lower-stratospheric anomaly is a result of strongly suppressed wave driving and weak radiative cooling at these heights. The upper-stratospheric and lower-mesospheric anomalies are driven immediately following the warming by anomalous planetary-scale eddies, following which, anomalous parameterized nonorographic and orographic gravity waves play an important role. These details are found to be robust for PJO events (as opposed to sudden warmings in general) in that many details of individual PJO events match the composite mean. Azonal-mean quasigeostrophic model on the sphere is shown to reproduce the response to the thermal and mechanical forcings produced during a PJO event. The former is well approximated by Newtonian cooling. The response can thus be considered as a transient approach to the steady-state, downward control limit. In this context, the time scale of the lower-stratospheric anomaly is determined by the transient, radiative response to the extended absence of wave driving. The extent to which the dynamics of the wave-driven descent of the stratopause can be considered analogous to the descending phases of the quasi-biennial oscillation (QBO) is also discussed.
Resumo:
This paper describes the energetics and zonal-mean state of the upward extension of the Canadian Middle Atmosphere Model, which extends from the ground to ~210 km. The model includes realistic parameterizations of the major physical processes from the ground up to the lower thermosphere and exhibits a broad spectrum of geophysical variability. The rationale for the extended model is to examine the nature of the physical and dynamical processes in the mesosphere/lower thermosphere (MLT) region without the artificial effects of an imposed sponge layer which can modify the circulation in an unrealistic manner. The zonal-mean distributions of temperature and zonal wind are found to be in reasonable agreement with observations in most parts of the model domain below ~150 km. Analysis of the global-average energy and momentum budgets reveals a balance between solar extreme ultraviolet heating and molecular diffusion and a thermally direct viscous meridional circulation above 130 km, with the viscosity coming from molecular diffusion and ion drag. Below 70 km, radiative equilibrium prevails in the global mean. In the MLT region between ~70 and 120 km, many processes contribute to the global energy budget. At solstice, there is a thermally indirect meridional circulation driven mainly by parameterized nonorographic gravity-wave drag. This circulation provides a net global cooling of up to 25 K d^-1.
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The theory of homogeneous barotropic beta-plane turbulence is here extended to include effects arising from spatial inhomogeneity in the form of a zonal shear flow. Attention is restricted to the geophysically important case of zonal flows that are barotropically stable and are of larger scale than the resulting transient eddy field. Because of the presumed scale separation, the disturbance enstrophy is approximately conserved in a fully nonlinear sense, and the (nonlinear) wave-mean-flow interaction may be characterized as a shear-induced spectral transfer of disturbance enstrophy along lines of constant zonal wavenumber k. In this transfer the disturbance energy is generally not conserved. The nonlinear interactions between different disturbance components are turbulent for scales smaller than the inverse of Rhines's cascade-arrest scale κβ[identical with] (β0/2urms)½ and in this regime their leading-order effect may be characterized as a tendency to spread the enstrophy (and energy) along contours of constant total wavenumber κ [identical with] (k2 + l2)½. Insofar as this process of turbulent isotropization involves spectral transfer of disturbance enstrophy across lines of constant zonal wavenumber k, it can be readily distinguished from the shear-induced transfer which proceeds along them. However, an analysis in terms of total wavenumber K alone, which would be justified if the flow were homogeneous, would tend to mask the differences. The foregoing theoretical ideas are tested by performing direct numerical simulation experiments. It is found that the picture of classical beta-plane turbulence is altered, through the effect of the large-scale zonal flow, in the following ways: (i) while the turbulence is still confined to K Kβ, the disturbance field penetrates to the largest scales of motion; (ii) the larger disturbance scales K < Kβ exhibit a tendency to meridional rather than zonal anisotropy, namely towards v2 > u2 rather than vice versa; (iii) the initial spectral transfer rate away from an isotropic intermediate-scale source is significantly enhanced by the shear-induced transfer associated with straining by the zonal flow. This last effect occurs even when the large-scale shear appears weak to the energy-containing eddies, in the sense that dU/dy [double less-than sign] κ for typical eddy length and velocity scales.
Resumo:
A version of the Canadian Middle Atmosphere Model (CMAM) that is nudged toward reanalysis data up to 1 hPa is used to examine the impacts of parameterized orographic and non-orographic gravity wave drag (OGWD and NGWD) on the zonal-mean circulation of the mesosphere during the extended northern winters of 2006 and 2009 when there were two large stratospheric sudden warmings. The simulations are compared to Aura Microwave Limb Sounder (MLS) observations of mesospheric temperature, carbon monoxide (CO) and derived zonal winds. The control simulation, which uses both OGWD and NGWD, is shown to be in good agreement with MLS. The impacts of OGWD and NGWD are assessed using simulations in which those sources of wave drag are removed. In the absence of OGWD the mesospheric zonal winds in the months preceding the warmings are too strong, causing increased mesospheric NGWD, which drives excessive downwelling, resulting in overly large lower mesospheric values of CO prior to the warming. NGWD is found to be most important following the warmings when the underlying westerlies are too weak to allow much vertical propagation of the orographic gravity waves to the mesosphere. NGWD is primarily responsible for driving the circulation that results in the descent of CO from the thermosphere following the warmings. Zonal mean mesospheric winds and temperatures in all simulations are shown to be strongly constrained by (i.e. slaved to) the stratosphere. Finally, it is demonstrated that the responses to OGWD and NGWD are non-additive due to their dependence and influence on the background winds and temperatures.
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It is widely accepted that some of the most accurate Value-at-Risk (VaR) estimates are based on an appropriately specified GARCH process. But when the forecast horizon is greater than the frequency of the GARCH model, such predictions have typically required time-consuming simulations of the aggregated returns distributions. This paper shows that fast, quasi-analytic GARCH VaR calculations can be based on new formulae for the first four moments of aggregated GARCH returns. Our extensive empirical study compares the Cornish–Fisher expansion with the Johnson SU distribution for fitting distributions to analytic moments of normal and Student t, symmetric and asymmetric (GJR) GARCH processes to returns data on different financial assets, for the purpose of deriving accurate GARCH VaR forecasts over multiple horizons and significance levels.
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The reality of the current international order makes it imperative that a just and effective climate regime balance the historical responsibility of developed countries with the increasing absolute emissions from many developing nations. In this short outlook article, key pillars are proposed for a new international climate architecture that envisions replacing the current annex system with two new annexes –Annex α, for countries with high current emissions and historically high emissions, and Annex β, for countries with high current emissions and historically low emissions. Countries in both annexes would implement legally binding targets under this framework. Additionally, this proposal includes tweaks and revisions to funding and technology transfer mechanisms to correct for weaknesses and inequities under the current Kyoto architecture. The proposed framework stems from a belief that a top-down, international approach to climate policy remains the most effective for ensuring environmental integrity. Given the slow rate of institutional learning, reforming and improving the current system is held as a more efficient course of action than abandoning the progress already achieved. It is argued that the proposed framework effectively accommodates key equity, environmental integrity and political feasibility concerns.
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Sea surface temperature (SST) can be estimated from day and night observations of the Spinning Enhanced Visible and Infra-Red Imager (SEVIRI) by optimal estimation (OE). We show that exploiting the 8.7 μm channel, in addition to the “traditional” wavelengths of 10.8 and 12.0 μm, improves OE SST retrieval statistics in validation. However, the main benefit is an improvement in the sensitivity of the SST estimate to variability in true SST. In a fair, single-pixel comparison, the 3-channel OE gives better results than the SST estimation technique presently operational within the Ocean and Sea Ice Satellite Application Facility. This operational technique is to use SST retrieval coefficients, followed by a bias-correction step informed by radiative transfer simulation. However, the operational technique has an additional “atmospheric correction smoothing”, which improves its noise performance, and hitherto had no analogue within the OE framework. Here, we propose an analogue to atmospheric correction smoothing, based on the expectation that atmospheric total column water vapour has a longer spatial correlation length scale than SST features. The approach extends the observations input to the OE to include the averaged brightness temperatures (BTs) of nearby clear-sky pixels, in addition to the BTs of the pixel for which SST is being retrieved. The retrieved quantities are then the single-pixel SST and the clear-sky total column water vapour averaged over the vicinity of the pixel. This reduces the noise in the retrieved SST significantly. The robust standard deviation of the new OE SST compared to matched drifting buoys becomes 0.39 K for all data. The smoothed OE gives SST sensitivity of 98% on average. This means that diurnal temperature variability and ocean frontal gradients are more faithfully estimated, and that the influence of the prior SST used is minimal (2%). This benefit is not available using traditional atmospheric correction smoothing.