Bayesian estimation of the double hurdle model in the presence of fixed costs

We present a model of market participation in which the presence of non-negligible fixed costs leads to random censoring of the traditional double-hurdle model. Fixed costs arise when household resources must be devoted a priori to the decision to participate in the market. These costs, usually of time, are manifested in non-negligible minimum-efficient supplies and supply correspondence that requires modification of the traditional Tobit regression. The costs also complicate econometric estimation of household behavior. These complications are overcome by application of the Gibbs sampler. The algorithm thus derived provides robust estimates of the fixed-costs, double-hurdle model. The model and procedures are demonstrated in an application to milk market participation in the Ethiopian highlands.

On the potential of assimilating meteorological analyses in a global climate model for the purpose of model validation

A simple four-dimensional assimilation technique, called Newtonian relaxation, has been applied to the Hamburg climate model (ECHAM), to enable comparison of model output with observations for short periods of time. The prognostic model variables vorticity, divergence, temperature, and surface pressure have been relaxed toward European Center for Medium-Range Weather Forecasts (ECMWF) global meteorological analyses. Several experiments have been carried out, in which the values of the relaxation coefficients have been varied to find out which values are most usable for our purpose. To be able to use the method for validation of model physics or chemistry, good agreement of the model simulated mass and wind field is required. In addition, the model physics should not be disturbed too strongly by the relaxation forcing itself. Both aspects have been investigated. Good agreement with basic observed quantities, like wind, temperature, and pressure is obtained for most simulations in the extratropics. Derived variables, like precipitation and evaporation, have been compared with ECMWF forecasts and observations. Agreement for these variables is smaller than for the basic observed quantities. Nevertheless, considerable improvement is obtained relative to a control run without assimilation. Differences between tropics and extratropics are smaller than for the basic observed quantities. Results also show that precipitation and evaporation are affected by a sort of continuous spin-up which is introduced by the relaxation: the bias (ECMWF-ECHAM) is increasing with increasing relaxation forcing. In agreement with this result we found that with increasing relaxation forcing the vertical exchange of tracers by turbulent boundary layer mixing and, in a lesser extent, by convection, is reduced.

On the use of a time sequence of surface pressures in four-dimensional data assimilation

The possibility of using a time sequence of surface pressure observations in four-dimensional data assimilation is being investigated. It is shown that a linear multilevel quasi-geostrophic model can be updated successfully with surface data alone, provided the number of time levels are at least as many as the number of vertical levels. It is further demonstrated that current statistical analysis procedures are very inefficient to assimilate surface observations, and it is shown by numerical experiments that the vertical interpolation must be carried out using the structure of the most dominating baroclinic mode in order to obtain a satisfactory updating. Different possible ways towards finding a practical solution are being discussed.

Summertime stratospheric processes at northern mid-latitudes: comparisons between MANTRA balloon measurements and the Canadian Middle Atmosphere Model

In this paper we report on a study conducted using the Middle Atmospheric Nitrogen TRend Assessment (MANTRA) balloon measurements of stratospheric constituents and temperature and the Canadian Middle Atmosphere Model (CMAM). Three different kinds of data are used to assess the inter-consistency of the combined dataset: single profiles of long-lived species from MANTRA 1998, sparse climatologies from the ozonesonde measurements during the four MANTRA campaigns and from HALOE satellite measurements, and the CMAM climatology. In doing so, we evaluate the ability of the model to reproduce the measured fields and to thereby test our ability to describe mid-latitude summertime stratospheric processes. The MANTRA campaigns were conducted at Vanscoy, Saskatchewan, Canada (52◦ N, 107◦ W)in late August and early September of 1998, 2000, 2002 and 2004. During late summer at mid-latitudes, the stratosphere is close to photochemical control, providing an ideal scenario for the study reported here. From this analysis we find that: (1) reducing the value for the vertical diffusion coefficient in CMAM to a more physically reasonable value results in the model better reproducing the measured profiles of long-lived species; (2) the existence of compact correlations among the constituents, as expected from independent measurements in the literature and from models, confirms the self-consistency of the MANTRA measurements; and (3) the 1998 measurements show structures in the chemical species profiles that can be associated with transport, adding to the growing evidence that the summertime stratosphere can be much more disturbed than anticipated. The mechanisms responsible for such disturbances need to be understood in order to assess the representativeness of the measurements and to isolate longterm trends.

Four-dimensional data assimilation and balanced dynamics

The problem of spurious excitation of gravity waves in the context of four-dimensional data assimilation is investigated using a simple model of balanced dynamics. The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode, and can be initialized such that the model evolves on a so-called slow manifold, where the fast motion is suppressed. Identical twin assimilation experiments are performed, comparing the extended and ensemble Kalman filters (EKF and EnKF, respectively). The EKF uses a tangent linear model (TLM) to estimate the evolution of forecast error statistics in time, whereas the EnKF uses the statistics of an ensemble of nonlinear model integrations. Specifically, the case is examined where the true state is balanced, but observation errors project onto all degrees of freedom, including the fast modes. It is shown that the EKF and EnKF will assimilate observations in a balanced way only if certain assumptions hold, and that, outside of ideal cases (i.e., with very frequent observations), dynamical balance can easily be lost in the assimilation. For the EKF, the repeated adjustment of the covariances by the assimilation of observations can easily unbalance the TLM, and destroy the assumptions on which balanced assimilation rests. It is shown that an important factor is the choice of initial forecast error covariance matrix. A balance-constrained EKF is described and compared to the standard EKF, and shown to offer significant improvement for observation frequencies where balance in the standard EKF is lost. The EnKF is advantageous in that balance in the error covariances relies only on a balanced forecast ensemble, and that the analysis step is an ensemble-mean operation. Numerical experiments show that the EnKF may be preferable to the EKF in terms of balance, though its validity is limited by ensemble size. It is also found that overobserving can lead to a more unbalanced forecast ensemble and thus to an unbalanced analysis.

Metabifurcation analysis of a mean field model of the cortex

Mean field models (MFMs) of cortical tissue incorporate salient, average features of neural masses in order to model activity at the population level, thereby linking microscopic physiology to macroscopic observations, e.g., with the electroencephalogram (EEG). One of the common aspects of MFM descriptions is the presence of a high-dimensional parameter space capturing neurobiological attributes deemed relevant to the brain dynamics of interest. We study the physiological parameter space of a MFM of electrocortical activity and discover robust correlations between physiological attributes of the model cortex and its dynamical features. These correlations are revealed by the study of bifurcation plots, which show that the model responses to changes in inhibition belong to two archetypal categories or “families”. After investigating and characterizing them in depth, we discuss their essential differences in terms of four important aspects: power responses with respect to the modeled action of anesthetics, reaction to exogenous stimuli such as thalamic input, and distributions of model parameters and oscillatory repertoires when inhibition is enhanced. Furthermore, while the complexity of sustained periodic orbits differs significantly between families, we are able to show how metamorphoses between the families can be brought about by exogenous stimuli. We here unveil links between measurable physiological attributes of the brain and dynamical patterns that are not accessible by linear methods. They instead emerge when the nonlinear structure of parameter space is partitioned according to bifurcation responses. We call this general method “metabifurcation analysis”. The partitioning cannot be achieved by the investigation of only a small number of parameter sets and is instead the result of an automated bifurcation analysis of a representative sample of 73,454 physiologically admissible parameter sets. Our approach generalizes straightforwardly and is well suited to probing the dynamics of other models with large and complex parameter spaces.

Diversity of cultivars and other plant resources used at habitation sites in the Llanos de Mojos, Beni, Bolivia: Evidence from macrobotanical remains, starch grains, and phytoliths

Although sparsely populated today, the Llanos de Mojos, Bolivia, sustained large sedentary societies in the Late Holocene (ca. 500 to 1400 AD). In order to gain insight into the subsistence of these people, we undertook macrobotanical and phytolith analyses of sediment samples, and starch grain and phytolith analyses of artifact residues, from four large habitation sites within this region. Macrobotanical remains show the presence of maize (Zea mays), squash (Cucurbita sp.), peanut (Arachis hypogaea), cotton (Gossypium sp.), and palm fruits (Arecaceae). Microbotanical results confirm the widespread use of maize at all sites, along with manioc (Manihot esculenta), squash, and yam (Dioscorea sp.). These integrated results present the first comprehensive archaeobotanical evidence of the diversity of plants cultivated, processed, and consumed, by the pre-Hispanic inhabitants of the Amazonian lowlands of Bolivia.

Hydrology and geomorphology of the Upper White Nile lakes and their relevance for water resources management in the Nile basin

Remote sensing data and digital elevation models were utilized to extract the catchment hydrological parameters and to delineate storage areas for the Ugandan Equatorial Lakes region. Available rainfall/discharge data are integrated with these morphometric data to construct a hydrological model that simulates the water balance of the different interconnected basins and enables the impact of potential management options to be examined. The total annual discharges of the basins are generally very low (less than 7% of the total annual rainfall). The basin of the shallow (5 m deep) Lake Kioga makes only a minor hydrological contribution compared with other Equatorial Lakes, because most of the overflow from Lake Victoria basin into Lake Kioga is lost by evaporation and evapotranspiration. The discharge from Lake Kioga could be significantly increased by draining the swamps through dredging and deepening certain channel reaches. Development of hydropower dams on the Equatorial Lakes will have an adverse impact on the annual water discharge downstream, including the occasional reduction of flow required for filling up to designed storage capacities and permanently increasing the surface areas of water that is exposed to evaporation. On the basis of modelling studies, alternative sites are proposed for hydropower development and water storage schemes

Nutrient-limited toxin production and the dynamics of two phytoplankton in culture media: a mathematical model

In this paper we have proposed and analyzed a simple mathematical model consisting of four variables, viz., nutrient concentration, toxin producing phytoplankton (TPP), non-toxic phytoplankton (NTP), and toxin concentration. Limitation in the concentration of the extracellular nutrient has been incorporated as an environmental stress condition for the plankton population, and the liberation of toxic chemicals has been described by a monotonic function of extracellular nutrient. The model is analyzed and simulated to reproduce the experimental findings of Graneli and Johansson [Graneli, E., Johansson, N., 2003. Increase in the production of allelopathic Prymnesium parvum cells grown under N- or P-deficient conditions. Harmful Algae 2, 135–145]. The robustness of the numerical experiments are tested by a formal parameter sensitivity analysis. As the first theoretical model consistent with the experiment of Graneli and Johansson (2003), our results demonstrate that, when nutrient-deficient conditions are favorable for the TPP population to release toxic chemicals, the TPP species control the bloom of other phytoplankton species which are non-toxic. Consistent with the observations made by Graneli and Johansson (2003), our model overcomes the limitation of not incorporating the effect of nutrient-limited toxic production in several other models developed on plankton dynamics.

A universal agro-hydrological model for water and nitrogen cycles in the soil-crop system SMCR_N: critical update and further validation

Agro-hydrological models have widely been used for optimizing resources use and minimizing environmental consequences in agriculture. SMCRN is a recently developed sophisticated model which simulates crop response to nitrogen fertilizer for a wide range of crops, and the associated leaching of nitrate from arable soils. In this paper, we describe the improvements of this model by replacing the existing approximate hydrological cascade algorithm with a new simple and explicit algorithm for the basic soil water flow equation, which not only enhanced the model performance in hydrological simulation, but also was essential to extend the model application to the situations where the capillary flow is important. As a result, the updated SMCRN model could be used for more accurate study of water dynamics in the soil-crop system. The success of the model update was demonstrated by the simulated results that the updated model consistently out-performed the original model in drainage simulations and in predicting time course soil water content in different layers in the soil-wheat system. Tests of the updated SMCRN model against data from 4 field crop experiments showed that crop nitrogen offtakes and soil mineral nitrogen in the top 90 cm were in a good agreement with the measured values, indicating that the model could make more reliable predictions of nitrogen fate in the crop-soil system, and thus provides a useful platform to assess the impacts of nitrogen fertilizer on crop yield and nitrogen leaching from different production systems. (C) 2010 Elsevier B.V. All rights reserved.

Updated empirical model of genetically-modified maize grain production practices to achieve European Union labeling thresholds

An updated empirical approach is proposed for specifying coexistence requirements for genetically modified (GM) maize (Zea mays L.) production to ensure compliance with the 0.9% labeling threshold for food and feed in the European Union. The model improves on a previously published (Gustafson et al., 2006) empirical model by adding recent data sources to supplement the original database and including the following additional cases: (i) more than one GM maize source field adjacent to the conventional or organic field, (ii) the possibility of so-called “stacked” varieties with more than one GM trait, and (iii) lower pollen shed in the non-GM receptor field. These additional factors lead to the possibility for somewhat wider combinations of isolation distance and border rows than required in the original version of the empirical model. For instance, in the very conservative case of a 1-ha square non-GM maize field surrounded on all four sides by homozygous GM maize with 12 m isolation (the effective isolation distance for a single GM field), non-GM border rows of 12 m are required to be 95% confident of gene flow less than 0.9% in the non-GM field (with adventitious presence of 0.3%). Stacked traits of higher GM mass fraction and receptor fields of lower pollen shed would require a greater number of border rows to comply with the 0.9% threshold, and an updated extension to the model is provided to quantify these effects.

Sociodemographic determinants of diet quality of the EU elderly: a comparative analysis in four countries

Objective: To investigate the sociodemographic determinants of diet quality of the elderly in four EU countries. Design: Cross-sectional study. For each country, a regression was performed of a multidimensional index of dietary quality v. sociodemographic variables. Setting In Finland, Finnish Household Budget Survey (1998 and 2006); in Sweden, SNAC-K (2001–2004); in the UK, Expenditure & Food Survey (2006–07); in Italy, Multi-purpose Survey of Daily Life (2009). Subjects: One- and two-person households of over-50s (Finland, n 2994; UK, n 4749); over-50 s living alone or in two-person households (Italy, n 7564); over-60 s (Sweden, n 2023). Results: Diet quality among the EU elderly is both low on average and heterogeneous across individuals. The regression models explained a small but significant part of the observed heterogeneity in diet quality. Resource availability was associated with diet quality either negatively (Finland and UK) or in a non-linear or non-statistically significant manner (Italy and Sweden), as was the preference for food parameter. Education, not living alone and female gender were characteristics positively associated with diet quality with consistency across the four countries, unlike socio-professional status, age and seasonality. Regional differences within countries persisted even after controlling for the other sociodemographic variables. Conclusions: Poor dietary choices among the EU elderly were not caused by insufficient resources and informational measures could be successful in promoting healthy eating for healthy ageing. On the other hand, food habits appeared largely set in the latter part of life, with age and retirement having little influence on the healthiness of dietary choices.

The vertical structure of oceanic Rossby waves: a comparison of high-resolution model data to theoretical vertical structures

Tests of the new Rossby wave theories that have been developed over the past decade to account for discrepancies between theoretical wave speeds and those observed by satellite altimeters have focused primarily on the surface signature of such waves. It appears, however, that the surface signature of the waves acts only as a rather weak constraint, and that information on the vertical structure of the waves is required to better discriminate between competing theories. Due to the lack of 3-D observations, this paper uses high-resolution model data to construct realistic vertical structures of Rossby waves and compares these to structures predicted by theory. The meridional velocity of a section at 24° S in the Atlantic Ocean is pre-processed using the Radon transform to select the dominant westward signal. Normalized profiles are then constructed using three complementary methods based respectively on: (1) averaging vertical profiles of velocity, (2) diagnosing the amplitude of the Radon transform of the westward propagating signal at different depths, and (3) EOF analysis. These profiles are compared to profiles calculated using four different Rossby wave theories: standard linear theory (SLT), SLT plus mean flow, SLT plus topographic effects, and theory including mean flow and topographic effects. Our results support the classical theoretical assumption that westward propagating signals have a well-defined vertical modal structure associated with a phase speed independent of depth, in contrast with the conclusions of a recent study using the same model but for different locations in the North Atlantic. The model structures are in general surface intensified, with a sign reversal at depth in some regions, notably occurring at shallower depths in the East Atlantic. SLT provides a good fit to the model structures in the top 300 m, but grossly overestimates the sign reversal at depth. The addition of mean flow slightly improves the latter issue, but is too surface intensified. SLT plus topography rectifies the overestimation of the sign reversal, but overestimates the amplitude of the structure for much of the layer above the sign reversal. Combining the effects of mean flow and topography provided the best fit for the mean model profiles, although small errors at the surface and mid-depths are carried over from the individual effects of mean flow and topography respectively. Across the section the best fitting theory varies between SLT plus topography and topography with mean flow, with, in general, SLT plus topography performing better in the east where the sign reversal is less pronounced. None of the theories could accurately reproduce the deeper sign reversals in the west. All theories performed badly at the boundaries. The generalization of this method to other latitudes, oceans, models and baroclinic modes would provide greater insight into the variability in the ocean, while better observational data would allow verification of the model findings.

A global assessment of the impact of climate change on water scarcity

This paper presents a global scale assessment of the impact of climate change on water scarcity. Patterns of climate change from 21 Global Climate Models (GCMs) under four SRES scenarios are applied to a global hydrological model to estimate water resources across 1339 watersheds. The Water Crowding Index (WCI) and the Water Stress Index (WSI) are used to calculate exposure to increases and decreases in global water scarcity due to climate change. 1.6 (WCI) and 2.4 (WSI) billion people are estimated to be currently living within watersheds exposed to water scarcity. Using the WCI, by 2050 under the A1B scenario, 0.5 to 3.1 billion people are exposed to an increase in water scarcity due to climate change (range across 21 GCMs). This represents a higher upper-estimate than previous assessments because scenarios are constructed from a wider range of GCMs. A substantial proportion of the uncertainty in the global-scale effect of climate change on water scarcity is due to uncertainty in the estimates for South Asia and East Asia. Sensitivity to the WCI and WSI thresholds that define water scarcity can be comparable to the sensitivity to climate change pattern. More of the world will see an increase in exposure to water scarcity than a decrease due to climate change but this is not consistent across all climate change patterns. Additionally, investigation of the effects of a set of prescribed global mean temperature change scenarios show rapid increases in water scarcity due to climate change across many regions of the globe, up to 2°C, followed by stabilisation to 4°C.

The global-scale impacts of climate change on water resources and flooding under new climate and socio-economic scenarios

This paper presents a preliminary assessment of the relative effects of rate of climate change (four Representative Concentration Pathways - RCPs), assumed future population (five Shared Socio-economic Pathways - SSPs), and pattern of climate change (19 CMIP5 climate models) on regional and global exposure to water resources stress and river flooding. Uncertainty in projected future impacts of climate change on exposure to water stress and river flooding is dominated by uncertainty in the projected spatial and seasonal pattern of change in climate. There is little clear difference in impact between RCP2.6, RCP4.5 and RCP6.0 in 2050, and between RCP4.5 and RCP6.0 in 2080. Impacts under RCP8.5 are greater than under the other RCPs in 2050 and 2080. For a given RCP, there is a difference in the absolute numbers of people exposed to increased water resources stress or increased river flood frequency between the five SSPs. With the ‘middle-of-the-road’ SSP2, climate change by 2050 would increase exposure to water resources stress for between approximately 920 and 3400 million people under the highest RCP, and increase exposure to river flood risk for between 100 and 580 million people. Under RCP2.6, exposure to increased water scarcity would be reduced in 2050 by 22-24%, compared to impacts under the RCP8.5, and exposure to increased flood frequency would be reduced by around 16%. The implications of climate change for actual future losses and adaptation depend not only on the numbers of people exposed to changes in risk, but also on the qualitative characteristics of future worlds as described in the different SSPs. The difference in ‘actual’ impact between SSPs will therefore be greater than the differences in numbers of people exposed to impact.