Assimilation of sea-ice concentration in a global climate model — physical and statistical aspects

We investigate the initialization of Northern-hemisphere sea ice in the global climate model ECHAM5/MPI-OM by assimilating sea-ice concentration data. The analysis updates for concentration are given by Newtonian relaxation, and we discuss different ways of specifying the analysis updates for mean thickness. Because the conservation of mean ice thickness or actual ice thickness in the analysis updates leads to poor assimilation performance, we introduce a proportional dependence between concentration and mean thickness analysis updates. Assimilation with these proportional mean-thickness analysis updates significantly reduces assimilation error both in identical-twin experiments and when assimilating sea-ice observations, reducing the concentration error by a factor of four to six, and the thickness error by a factor of two. To understand the physical aspects of assimilation errors, we construct a simple prognostic model of the sea-ice thermodynamics, and analyse its response to the assimilation. We find that the strong dependence of thermodynamic ice growth on ice concentration necessitates an adjustment of mean ice thickness in the analysis update. To understand the statistical aspects of assimilation errors, we study the model background error covariance between ice concentration and ice thickness. We find that the spatial structure of covariances is best represented by the proportional mean-thickness analysis updates. Both physical and statistical evidence supports the experimental finding that proportional mean-thickness updates are superior to the other two methods considered and enable us to assimilate sea ice in a global climate model using simple Newtonian relaxation.

Assimilation of sea-ice concentration in a global climate model — physical and statistical aspects

We investigate the initialisation of Northern Hemisphere sea ice in the global climate model ECHAM5/MPI-OM by assimilating sea-ice concentration data. The analysis updates for concentration are given by Newtonian relaxation, and we discuss different ways of specifying the analysis updates for mean thickness. Because the conservation of mean ice thickness or actual ice thickness in the analysis updates leads to poor assimilation performance, we introduce a proportional dependence between concentration and mean thickness analysis updates. Assimilation with these proportional mean-thickness analysis updates leads to good assimilation performance for sea-ice concentration and thickness, both in identical-twin experiments and when assimilating sea-ice observations. The simulation of other Arctic surface fields in the coupled model is, however, not significantly improved by the assimilation. To understand the physical aspects of assimilation errors, we construct a simple prognostic model of the sea-ice thermodynamics, and analyse its response to the assimilation. We find that an adjustment of mean ice thickness in the analysis update is essential to arrive at plausible state estimates. To understand the statistical aspects of assimilation errors, we study the model background error covariance between ice concentration and ice thickness. We find that the spatial structure of covariances is best represented by the proportional mean-thickness analysis updates. Both physical and statistical evidence supports the experimental finding that assimilation with proportional mean-thickness updates outperforms the other two methods considered. The method described here is very simple to implement, and gives results that are sufficiently good to be used for initialising sea ice in a global climate model for seasonal to decadal predictions.

A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate

This paper combines and generalizes a number of recent time series models of daily exchange rate series by using a SETAR model which also allows the variance equation of a GARCH specification for the error terms to be drawn from more than one regime. An application of the model to the French Franc/Deutschmark exchange rate demonstrates that out-of-sample forecasts for the exchange rate volatility are also improved when the restriction that the data it is drawn from a single regime is removed. This result highlights the importance of considering both types of regime shift (i.e. thresholds in variance as well as in mean) when analysing financial time series.

Diabatic balance model for the equatorial atmosphere

Using an asymptotic expansion, a balance model is derived for the shallow-water equations (SWE) on the equatorial beta-plane that is valid for planetary-scale equatorial dynamics and includes Kelvin waves. In contrast to many theories of tropical dynamics, neither a strict balance between diabatic heating and vertical motion nor a small Froude number is required. Instead, the expansion is based on the smallness of the ratio of meridional to zonal length scales, which can also be interpreted as a separation in time scale. The leading-order model is characterized by a semigeostrophic balance between the zonal wind and meridional pressure gradient, while the meridional wind v vanishes; the model is thus asymptotically nondivergent, and the nonzero correction to v can be found at the next order. Importantly for applications, the diagnostic balance relations are linear for winds when inferring the wind field from mass observations and the winds can be diagnosed without direct observations of diabatic heating. The accuracy of the model is investigated through a set of numerical examples. These examples show that the diagnostic balance relations can remain valid even when the dynamics do not, and the balance dynamics can capture the slow behavior of a rapidly varying solution.

Development of a wind gust model to estimate gust speeds and their return periods

Spatially dense observations of gust speeds are necessary for various applications, but their availability is limited in space and time. This work presents an approach to help to overcome this problem. The main objective is the generation of synthetic wind gust velocities. With this aim, theoretical wind and gust distributions are estimated from 10 yr of hourly observations collected at 123 synoptic weather stations provided by the German Weather Service. As pre-processing, an exposure correction is applied on measurements of the mean wind velocity to reduce the influence of local urban and topographic effects. The wind gust model is built as a transfer function between distribution parameters of wind and gust velocities. The aim of this procedure is to estimate the parameters of gusts at stations where only wind speed data is available. These parameters can be used to generate synthetic gusts, which can improve the accuracy of return periods at test sites with a lack of observations. The second objective is to determine return periods much longer than the nominal length of the original time series by considering extreme value statistics. Estimates for both local maximum return periods and average return periods for single historical events are provided. The comparison of maximum and average return periods shows that even storms with short average return periods may lead to local wind gusts with return periods of several decades. Despite uncertainties caused by the short length of the observational records, the method leads to consistent results, enabling a wide range of possible applications.

Simple M-factor algorithm for improved estimation of the basic maximum usable frequency of radio waves reflected from the ionospheric F-region

The equations of Milsom are evaluated, giving the ground range and group delay of radio waves propagated via the horizontally stratified model ionosphere proposed by Bradley and Dudeney. Expressions for the ground range which allow for the effects of the underlying E- and F1-regions are used to evaluate the basic maximum usable frequency or M-factors for single F-layer hops. An algorithm for the rapid calculation of the M-factor at a given range is developed, and shown to be accurate to within 5%. The results reveal that the M(3000)F2-factor scaled from vertical-incidence ionograms using the standard URSI procedure can be up to 7.5% in error. A simple addition to the algorithm effects a correction to ionogram values to make these accurate to 0.5%.

A single-column model ensemble approach applied to the TWP-ICE experiment

Single-column models (SCM) are useful test beds for investigating the parameterization schemes of numerical weather prediction and climate models. The usefulness of SCM simulations are limited, however, by the accuracy of the best estimate large-scale observations prescribed. Errors estimating the observations will result in uncertainty in modeled simulations. One method to address the modeled uncertainty is to simulate an ensemble where the ensemble members span observational uncertainty. This study first derives an ensemble of large-scale data for the Tropical Warm Pool International Cloud Experiment (TWP-ICE) based on an estimate of a possible source of error in the best estimate product. These data are then used to carry out simulations with 11 SCM and two cloud-resolving models (CRM). Best estimate simulations are also performed. All models show that moisture-related variables are close to observations and there are limited differences between the best estimate and ensemble mean values. The models, however, show different sensitivities to changes in the forcing particularly when weakly forced. The ensemble simulations highlight important differences in the surface evaporation term of the moisture budget between the SCM and CRM. Differences are also apparent between the models in the ensemble mean vertical structure of cloud variables, while for each model, cloud properties are relatively insensitive to forcing. The ensemble is further used to investigate cloud variables and precipitation and identifies differences between CRM and SCM particularly for relationships involving ice. This study highlights the additional analysis that can be performed using ensemble simulations and hence enables a more complete model investigation compared to using the more traditional single best estimate simulation only.

A dynamic mechanistic model of lactic acid metabolism in the rumen

Current feed evaluation systems for ruminants are too imprecise to describe diets in terms of their acidosis risk. The dynamic mechanistic model described herein arises from the integration of a lactic acid (La) metabolism module into an extant model of whole-rumen function. The model was evaluated using published data from cows and sheep fed a range of diets or infused with various doses of La. The model performed well in simulating peak rumen La concentrations (coefficient of determination = 0.96; root mean square prediction error = 16.96% of observed mean), although frequency of sampling for the published data prevented a comprehensive comparison of prediction of time to peak La accumulation. The model showed a tendency for increased La accumulation following feeding of diets rich in nonstructural carbohydrates, although less-soluble starch sources such as corn tended to limit rumen La concentration. Simulated La absorption from the rumen remained low throughout the feeding cycle. The competition between bacteria and protozoa for rumen La suggests a variable contribution of protozoa to total La utilization. However, the model was unable to simulate the effects of defaunation on rumen La metabolism, indicating a need for a more detailed description of protozoal metabolism. The model could form the basis of a feed evaluation system with regard to rumen La metabolism.

Satellite-supported flood forecasting in river networks: a real case study

Satellite-based (e.g., Synthetic Aperture Radar [SAR]) water level observations (WLOs) of the floodplain can be sequentially assimilated into a hydrodynamic model to decrease forecast uncertainty. This has the potential to keep the forecast on track, so providing an Earth Observation (EO) based flood forecast system. However, the operational applicability of such a system for floods developed over river networks requires further testing. One of the promising techniques for assimilation in this field is the family of ensemble Kalman (EnKF) filters. These filters use a limited-size ensemble representation of the forecast error covariance matrix. This representation tends to develop spurious correlations as the forecast-assimilation cycle proceeds, which is a further complication for dealing with floods in either urban areas or river junctions in rural environments. Here we evaluate the assimilation of WLOs obtained from a sequence of real SAR overpasses (the X-band COSMO-Skymed constellation) in a case study. We show that a direct application of a global Ensemble Transform Kalman Filter (ETKF) suffers from filter divergence caused by spurious correlations. However, a spatially-based filter localization provides a substantial moderation in the development of the forecast error covariance matrix, directly improving the forecast and also making it possible to further benefit from a simultaneous online inflow error estimation and correction. Additionally, we propose and evaluate a novel along-network metric for filter localization, which is physically-meaningful for the flood over a network problem. Using this metric, we further evaluate the simultaneous estimation of channel friction and spatially-variable channel bathymetry, for which the filter seems able to converge simultaneously to sensible values. Results also indicate that friction is a second order effect in flood inundation models applied to gradually varied flow in large rivers. The study is not conclusive regarding whether in an operational situation the simultaneous estimation of friction and bathymetry helps the current forecast. Overall, the results indicate the feasibility of stand-alone EO-based operational flood forecasting.

Estimation of Gaussian process regression model using probability distance measures

A new class of parameter estimation algorithms is introduced for Gaussian process regression (GPR) models. It is shown that the integration of the GPR model with probability distance measures of (i) the integrated square error and (ii) Kullback–Leibler (K–L) divergence are analytically tractable. An efficient coordinate descent algorithm is proposed to iteratively estimate the kernel width using golden section search which includes a fast gradient descent algorithm as an inner loop to estimate the noise variance. Numerical examples are included to demonstrate the effectiveness of the new identification approaches.

On-line Gaussian mixture density estimator for adaptive minimum bit-error-rate beamforming receivers

We develop an on-line Gaussian mixture density estimator (OGMDE) in the complex-valued domain to facilitate adaptive minimum bit-error-rate (MBER) beamforming receiver for multiple antenna based space-division multiple access systems. Specifically, the novel OGMDE is proposed to adaptively model the probability density function of the beamformer’s output by tracking the incoming data sample by sample. With the aid of the proposed OGMDE, our adaptive beamformer is capable of updating the beamformer’s weights sample by sample to directly minimize the achievable bit error rate (BER). We show that this OGMDE based MBER beamformer outperforms the existing on-line MBER beamformer, known as the least BER beamformer, in terms of both the convergence speed and the achievable BER.

Comparing hybrid data assimilation methods on the Lorenz 1963 model with increasing nonlinearity

We systematically compare the performance of ETKF-4DVAR, 4DVAR-BEN and 4DENVAR with respect to two traditional methods (4DVAR and ETKF) and an ensemble transform Kalman smoother (ETKS) on the Lorenz 1963 model. We specifically investigated this performance with increasing nonlinearity and using a quasi-static variational assimilation algorithm as a comparison. Using the analysis root mean square error (RMSE) as a metric, these methods have been compared considering (1) assimilation window length and observation interval size and (2) ensemble size to investigate the influence of hybrid background error covariance matrices and nonlinearity on the performance of the methods. For short assimilation windows with close to linear dynamics, it has been shown that all hybrid methods show an improvement in RMSE compared to the traditional methods. For long assimilation window lengths in which nonlinear dynamics are substantial, the variational framework can have diffculties fnding the global minimum of the cost function, so we explore a quasi-static variational assimilation (QSVA) framework. Of the hybrid methods, it is seen that under certain parameters, hybrid methods which do not use a climatological background error covariance do not need QSVA to perform accurately. Generally, results show that the ETKS and hybrid methods that do not use a climatological background error covariance matrix with QSVA outperform all other methods due to the full flow dependency of the background error covariance matrix which also allows for the most nonlinearity.

The error of representation: basic understanding

Representation error arises from the inability of the forecast model to accurately simulate the climatology of the truth. We present a rigorous framework for understanding this kind of error of representation. This framework shows that the lack of an inverse in the relationship between the true climatology (true attractor) and the forecast climatology (forecast attractor) leads to the error of representation. A new gain matrix for the data assimilation problem is derived that illustrates the proper approaches one may take to perform Bayesian data assimilation when the observations are of states on one attractor but the forecast model resides on another. This new data assimilation algorithm is the optimal scheme for the situation where the distributions on the true attractor and the forecast attractors are separately Gaussian and there exists a linear map between them. The results of this theory are illustrated in a simple Gaussian multivariate model.

The effect of the equivalent-weights particle filter on dynamical balance in a primitive equation model

The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

A route to systematic error in forecasts of Rossby waves

Recent work has shown that both the amplitude of upper-level Rossby waves and the tropopause sharpness decrease with forecast lead time for several days in some operational weather forecast systems. In this contribution, the evolution of error growth in a case study of this forecast error type is diagnosed through analysis of operational forecasts and hindcast simulations. Potential vorticity (PV) on the 320-K isentropic surface is used to diagnose Rossby waves. The Rossby-wave forecast error in the operational ECMWF high-resolution forecast is shown to be associated with errors in the forecast of a warm conveyor belt (WCB) through trajectory analysis and an error metric for WCB outflows. The WCB forecast error is characterised by an overestimation of WCB amplitude, a location of the WCB outflow regions that is too far to the southeast, and a resulting underestimation of the magnitude of the negative PV anomaly in the outflow. Essentially the same forecast error development also occurred in all members of the ECMWF Ensemble Prediction System and the Met Office MOGREPS-15 suggesting that in this case model error made an important contribution to the development of forecast error in addition to initial condition error. Exploiting this forecast error robustness, a comparison was performed between the realised flow evolution, proxied by a sequence of short-range simulations, and a contemporaneous forecast. Both the proxy to the realised flow and the contemporaneous forecast a were produced with the Met Office Unified Model enhanced with tracers of diabatic processes modifying potential temperature and PV. Clear differences were found in the way potential temperature and PV are modified in the WCB between proxy and forecast. These results demonstrate that differences in potential temperature and PV modification in the WCB can be responsible for forecast errors in Rossby waves.