The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.

This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

Model-Based Matching by Linear Combinations of Prototypes

We describe a method for modeling object classes (such as faces) using 2D example images and an algorithm for matching a model to a novel image. The object class models are "learned'' from example images that we call prototypes. In addition to the images, the pixelwise correspondences between a reference prototype and each of the other prototypes must also be provided. Thus a model consists of a linear combination of prototypical shapes and textures. A stochastic gradient descent algorithm is used to match a model to a novel image by minimizing the error between the model and the novel image. Example models are shown as well as example matches to novel images. The robustness of the matching algorithm is also evaluated. The technique can be used for a number of applications including the computation of correspondence between novel images of a certain known class, object recognition, image synthesis and image compression.

Model-Based Matching of Line Drawings by Linear Combinations of Prototypes

We describe a technique for finding pixelwise correspondences between two images by using models of objects of the same class to guide the search. The object models are 'learned' from example images (also called prototypes) of an object class. The models consist of a linear combination ofsprototypes. The flow fields giving pixelwise correspondences between a base prototype and each of the other prototypes must be given. A novel image of an object of the same class is matched to a model by minimizing an error between the novel image and the current guess for the closest modelsimage. Currently, the algorithm applies to line drawings of objects. An extension to real grey level images is discussed.

Convex linear combination processes for compositions

Aitchison and Bacon-Shone (1999) considered convex linear combinations of compositions. In other words, they investigated compositions of compositions, where the mixing composition follows a logistic Normal distribution (or a perturbation process) and the compositions being mixed follow a logistic Normal distribution. In this paper, I investigate the extension to situations where the mixing composition varies with a number of dimensions. Examples would be where the mixing proportions vary with time or distance or a combination of the two. Practical situations include a river where the mixing proportions vary along the river, or across a lake and possibly with a time trend. This is illustrated with a dataset similar to that used in the Aitchison and Bacon-Shone paper, which looked at how pollution in a loch depended on the pollution in the three rivers that feed the loch. Here, I explicitly model the variation in the linear combination across the loch, assuming that the mean of the logistic Normal distribution depends on the river flows and relative distance from the source origins

A mixed H2/H∞-based semiactive control for vibration mitigation in flexible structures

In this paper, we address this problem through the design of a semiactive controller based on the mixed H2/H∞ control theory. The vibrations caused by the seismic motions are mitigated by a semiactive damper installed in the bottom of the structure. It is meant by semiactive damper, a device that absorbs but cannot inject energy into the system. Sufficient conditions for the design of a desired control are given in terms of linear matrix inequalities (LMIs). A controller that guarantees asymptotic stability and a mixed H2/H∞ performance is then developed. An algorithm is proposed to handle the semiactive nature of the actuator. The performance of the controller is experimentally evaluated in a real-time hybrid testing facility that consists of a physical specimen (a small-scale magnetorheological damper) and a numerical model (a large-scale three-story building)

The two-way mixed model : A long and winding controversy

Resumen tomado de la publicación

New delay-dependent stability criteria for uncertain neutral systems with mixed time-varying delays and nonlinear perturbations

The problem of stability analysis for a class of neutral systems with mixed time-varying neutral, discrete and distributed delays and nonlinear parameter perturbations is addressed. By introducing a novel Lyapunov-Krasovskii functional and combining the descriptor model transformation, the Leibniz-Newton formula, some free-weighting matrices, and a suitable change of variables, new sufficient conditions are established for the stability of the considered system, which are neutral-delay-dependent, discrete-delay-range dependent, and distributeddelay-dependent. The conditions are presented in terms of linear matrix inequalities (LMIs) and can be efficiently solved using convex programming techniques. Two numerical examples are given to illustrate the efficiency of the proposed method

Spatial analysis of the error in a model of soil nitrogen

Models of the dynamics of nitrogen in soil (soil-N) can be used to aid the fertilizer management of a crop. The predictions of soil-N models can be validated by comparison with observed data. Validation generally involves calculating non-spatial statistics of the observations and predictions, such as their means, their mean squared-difference, and their correlation. However, when the model predictions are spatially distributed across a landscape the model requires validation with spatial statistics. There are three reasons for this: (i) the model may be more or less successful at reproducing the variance of the observations at different spatial scales; (ii) the correlation of the predictions with the observations may be different at different spatial scales; (iii) the spatial pattern of model error may be informative. In this study we used a model, parameterized with spatially variable input information about the soil, to predict the mineral-N content of soil in an arable field, and compared the results with observed data. We validated the performance of the N model spatially with a linear mixed model of the observations and model predictions, estimated by residual maximum likelihood. This novel approach allowed us to describe the joint variation of the observations and predictions as: (i) independent random variation that occurred at a fine spatial scale; (ii) correlated random variation that occurred at a coarse spatial scale; (iii) systematic variation associated with a spatial trend. The linear mixed model revealed that, in general, the performance of the N model changed depending on the spatial scale of interest. At the scales associated with random variation, the N model underestimated the variance of the observations, and the predictions were correlated poorly with the observations. At the scale of the trend, the predictions and observations shared a common surface. The spatial pattern of the error of the N model suggested that the observations were affected by the local soil condition, but this was not accounted for by the N model. In summary, the N model would be well-suited to field-scale management of soil nitrogen, but suited poorly to management at finer spatial scales. This information was not apparent with a non-spatial validation. (c),2007 Elsevier B.V. All rights reserved.

Coupled simulations of the Indian monsoon intraseasonal oscillation using a fine-resolution mixed-layer ocean model

The intraseasonal variability (ISV) of the Indian summer monsoon is dominated by a 30–50 day oscillation between “active” and “break” events of enhanced and reduced rainfall over the subcontinent, respectively. These organized convective events form in the equatorial Indian Ocean and propagate north to India. Atmosphere–ocean coupled processes are thought to play a key role the intensity and propagation of these events. A high-resolution, coupled atmosphere–mixed-layer-oceanmodel is assembled: HadKPP. HadKPP comprises the Hadley Centre Atmospheric Model (HadAM3) and the K Profile Parameterization (KPP) mixed-layer ocean model. Following studies that upper-ocean vertical resolution and sub-diurnal coupling frequencies improve the simulation of ISV in SSTs, KPP is run at 1 m vertical resolution near the surface; the atmosphere and ocean are coupled every three hours. HadKPP accurately simulates the 30–50 day ISV in rainfall and SSTs over India and the Bay of Bengal, respectively, but suffers from low ISV on the equator. This is due to the HadAM3 convection scheme producing limited ISV in surface fluxes. HadKPP demonstrates little of the observed northward propagation of intraseasonal events, producing instead a standing oscillation. The lack of equatorial ISV in convection in HadAM3 constrains the ability of KPP to produce equatorial SST anomalies, which further weakens the ISV of convection. It is concluded that while atmosphere–ocean interactions are undoubtedly essential to an accurate simulation of ISV, they are not a panacea for model deficiencies. In regions where the atmospheric forcing is adequate, such as the Bay of Bengal, KPP produces SST anomalies that are comparable to the Tropical Rainfall Measuring Mission Microwave Imager (TMI) SST analyses in both their magnitude and their timing with respect to rainfall anomalies over India. HadKPP also displays a much-improved phase relationship between rainfall and SSTs over a HadAM3 ensemble forced by observed SSTs, when both are compared to observations. Coupling to mixed-layer models such as KPP has the potential to improve operational predictions of ISV, particularly when the persistence time of SST anomalies is shorter than the forecast lead time.

Evaluation of a large-eddy model simulation of a mixed-phase altocumulus cloud using microwave radiometer, lidar and Doppler radar data

Using the Met Office large-eddy model (LEM) we simulate a mixed-phase altocumulus cloud that was observed from Chilbolton in southern England by a 94 GHz Doppler radar, a 905 nm lidar, a dual-wavelength microwave radiometer and also by four radiosondes. It is important to test and evaluate such simulations with observations, since there are significant differences between results from different cloud-resolving models for ice clouds. Simulating the Doppler radar and lidar data within the LEM allows us to compare observed and modelled quantities directly, and allows us to explore the relationships between observed and unobserved variables. For general-circulation models, which currently tend to give poor representations of mixed-phase clouds, the case shows the importance of using: (i) separate prognostic ice and liquid water, (ii) a vertical resolution that captures the thin layers of liquid water, and (iii) an accurate representation the subgrid vertical velocities that allow liquid water to form. It is shown that large-scale ascents and descents are significant for this case, and so the horizontally averaged LEM profiles are relaxed towards observed profiles to account for these. The LEM simulation then gives a reasonable. cloud, with an ice-water path approximately two thirds of that observed, with liquid water at the cloud top, as observed. However, the liquid-water cells that form in the updraughts at cloud top in the LEM have liquid-water paths (LWPs) up to half those observed, and there are too few cells, giving a mean LWP five to ten times smaller than observed. In reality, ice nucleation and fallout may deplete ice-nuclei concentrations at the cloud top, allowing more liquid water to form there, but this process is not represented in the model. Decreasing the heterogeneous nucleation rate in the LEM increased the LWP, which supports this hypothesis. The LEM captures the increase in the standard deviation in Doppler velocities (and so vertical winds) with height, but values are 1.5 to 4 times smaller than observed (although values are larger in an unforced model run, this only increases the modelled LWP by a factor of approximately two). The LEM data show that, for values larger than approximately 12 cm s(-1), the standard deviation in Doppler velocities provides an almost unbiased estimate of the standard deviation in vertical winds, but provides an overestimate for smaller values. Time-smoothing the observed Doppler velocities and modelled mass-squared-weighted fallspeeds shows that observed fallspeeds are approximately two-thirds of the modelled values. Decreasing the modelled fallspeeds to those observed increases the modelled IWC, giving an IWP 1.6 times that observed.

Flux comparison of Eulerian and Lagrangian estimates of Agulhas leakage: A case study using a numerical model

Estimating the magnitude of Agulhas leakage, the volume flux of water from the Indian to the Atlantic Ocean, is difficult because of the presence of other circulation systems in the Agulhas region. Indian Ocean water in the Atlantic Ocean is vigorously mixed and diluted in the Cape Basin. Eulerian integration methods, where the velocity field perpendicular to a section is integrated to yield a flux, have to be calibrated so that only the flux by Agulhas leakage is sampled. Two Eulerian methods for estimating the magnitude of Agulhas leakage are tested within a high-resolution two-way nested model with the goal to devise a mooring-based measurement strategy. At the GoodHope line, a section halfway through the Cape Basin, the integrated velocity perpendicular to that line is compared to the magnitude of Agulhas leakage as determined from the transport carried by numerical Lagrangian floats. In the first method, integration is limited to the flux of water warmer and more saline than specific threshold values. These threshold values are determined by maximizing the correlation with the float-determined time series. By using the threshold values, approximately half of the leakage can directly be measured. The total amount of Agulhas leakage can be estimated using a linear regression, within a 90% confidence band of 12 Sv. In the second method, a subregion of the GoodHope line is sought so that integration over that subregion yields an Eulerian flux as close to the float-determined leakage as possible. It appears that when integration is limited within the model to the upper 300 m of the water column within 900 km of the African coast the time series have the smallest root-mean-square difference. This method yields a root-mean-square error of only 5.2 Sv but the 90% confidence band of the estimate is 20 Sv. It is concluded that the optimum thermohaline threshold method leads to more accurate estimates even though the directly measured transport is a factor of two lower than the actual magnitude of Agulhas leakage in this model.