Ensemble prediction for nowcasting with a convection-permitting model—I: description of the system and the impact of radar-derived surface precipitation rates

A key strategy to improve the skill of quantitative predictions of precipitation, as well as hazardous weather such as severe thunderstorms and flash floods is to exploit the use of observations of convective activity (e.g. from radar). In this paper, a convection-permitting ensemble prediction system (EPS) aimed at addressing the problems of forecasting localized weather events with relatively short predictability time scale and based on a 1.5 km grid-length version of the Met Office Unified Model is presented. Particular attention is given to the impact of using predicted observations of radar-derived precipitation intensity in the ensemble transform Kalman filter (ETKF) used within the EPS. Our initial results based on the use of a 24-member ensemble of forecasts for two summer case studies show that the convective-scale EPS produces fairly reliable forecasts of temperature, horizontal winds and relative humidity at 1 h lead time, as evident from the inspection of rank histograms. On the other hand, the rank histograms seem also to show that the EPS generates too much spread for forecasts of (i) surface pressure and (ii) surface precipitation intensity. These may indicate that for (i) the value of surface pressure observation error standard deviation used to generate surface pressure rank histograms is too large and for (ii) may be the result of non-Gaussian precipitation observation errors. However, further investigations are needed to better understand these findings. Finally, the inclusion of predicted observations of precipitation from radar in the 24-member EPS considered in this paper does not seem to improve the 1-h lead time forecast skill.

An analysis of commercial real estate returns: is there a smoothing puzzle?

In this paper we investigate the commonly used autoregressive filter method of adjusting appraisal-based real estate returns to correct for the perceived biases induced in the appraisal process. Since the early work by Geltner (1989), many papers have been written on this topic but remarkably few have considered the relationship between smoothing at the individual property level and the amount of persistence in the aggregate appraised-based index. To investigate this issue in more detail we analyse a sample of individual property level appraisal data from the Investment Property Database (IPD). We find that commonly used unsmoothing estimates overstate the extent of smoothing that takes place at the individual property level. There is also strong support for an ARFIMA representation of appraisal returns.

The cyclical behaviour of sector and regional diversification benefits: 1987-2002

This paper investigates the time series behaviour of the relative benefits of sector and regional diversification strategies, using the notion of cross-sectional dispersion introduced by Solnik and Roulet (2000). Using monthly data over the period 1987:1 to 2002:12, four sector and four regional classifications are examined in the UK. The results indicate that sector and regional dispersion indices are highly time varying and so dwarf any lower frequency cyclical components that may be present. Nonetheless, periods of high dispersion are closely followed by periods of low dispersion, suggestive of cyclical behaviour of sector and regional diversification benefits. Then, using the HP-filter we isolated the cyclical component of the various dispersion indices and found that the sector dispersion indices are generally above the regional dispersion indices. This implies that a sector diversification strategy is likely to offer greater risk reduction benefits than a regional diversification approach. Nonetheless, we find that in some periods, certain regional diversification strategies are of equal or greater benefit than certain sector approaches. The results also appear to be quite sensitive to the classifications of sectors and regions. Hence, the appropriate definition of sectors and regions can have important implications for sector and regional diversification strategies.

Virulence of entomopathogenic bacteria Xenorhabdus bovienii and Photorhabdus luminescens against Galleria mellonella larvae

Keeping in view the serious health and environmental apprehensions associated with the use of pesticides, entomopathogenic symbiotic bacteria have the potential to supersede pesticides for the management of various pests. Lab experiments were conducted to test the toxicity of two bacteria Xenorhabdus bovienii and Photorhabdus luminescens at different bacterial concentrations against Galleria mellonella larvae and influence of different abiotic factors viz.: substrates, temperatures and moisture levels were ascertained on the efficacy of these bacteria. P. luminescens and X. bovienii caused the maximum mortality (99 and 90%, respectively) at a concentration of 4 x 107 cells/ml. Mortality caused by P. luminescens was significantly higher than that of X. bovienii. Highest mortality was observed on sand as compared to filter paper. A temperature of 30oC and a moisture level of 20 % were found optimum for the maximum mortality.

Electron paramagnetic resonance investigation of the free radicals in the gas and particulate phases of cigarette smoke using spin-trapping techniques

Free radicals in cigarette smoke have been studied using spin trapping EPR techniques. 2R4F reference cigarettes were smoked using 35 ml puff volumes of 2 seconds duration, once every 60 seconds. The particulate phase of the smoke was separated from the gas phase by passing the smoke through a Cambridge filter pad. For both phases, free radicals were measured and identified. A range of spin-traps was employed: PBN, DMPO, DEPMPO, and DPPH-PBN. In the gas-phase, short-lived carbon- and oxygen- centered radicals were identified; the ratios between them changed during the smoking runs. For the first puffs, C-centered radicals predominated while for the later puffs, O-centered radicals were mainly observed. The particulate phase and the ‘tar’ were studied as well.

State estimation using the particle filter with mode tracking

A particle filter is a data assimilation scheme that employs a fully nonlinear, non-Gaussian analysis step. Unfortunately as the size of the state grows the number of ensemble members required for the particle filter to converge to the true solution increases exponentially. To overcome this Vaswani [Vaswani N. 2008. IEEE Trans Signal Process 56:4583–97] proposed a new method known as mode tracking to improve the efficiency of the particle filter. When mode tracking, the state is split into two subspaces. One subspace is forecast using the particle filter, the other is treated so that its values are set equal to the mode of the marginal pdf. There are many ways to split the state. One hypothesis is that the best results should be obtained from the particle filter with mode tracking when we mode track the maximum number of unimodal dimensions. The aim of this paper is to test this hypothesis using the three dimensional stochastic Lorenz equations with direct observations. It is found that mode tracking the maximum number of unimodal dimensions does not always provide the best result. The best choice of states to mode track depends on the number of particles used and the accuracy and frequency of the observations.

An analysis of commercial real estate returns: an anatomy of smoothing in asset and index returns

In this article, we investigate the commonly used autoregressive filter method of adjusting appraisal-based real estate returns to correct for the perceived biases induced in the appraisal process. Many articles have been written on appraisal smoothing but remarkably few have considered the relationship between smoothing at the individual property level and the amount of persistence in the aggregate appraisal-based index. To investigate this issue we analyze a large sample of appraisal data at the individual property level from the Investment Property Databank. We find that commonly used unsmoothing estimates at the index level overstate the extent of smoothing that takes place at the individual property level. There is also strong support for an ARFIMA representation of appraisal returns at the index level and an ARMA model at the individual property level.

Reduction of vestigial sideband effects due to multipath transmission in terrestrial broadcast television

In terrestrial television transmission multiple paths of various lengths can occur between the transmitter and the receiver. Such paths occur because of reflections from objects outside the direct transmission path. The multipath signals arriving at the receiver are all detected along with the intended signal causing time displaced replicas called 'ghosts' to appear on the television picture. With an increasing number of people living within built up areas, ghosting is becoming commonplace and therefore deghosting is becoming increasingly important. This thesis uses a deterministic time domain approach to deghosting, resulting in a simple solution to the problem of removing ghosts. A new video detector is presented which reduces the synchronous detector local oscillator phase error, caused by any practical size of ghost, to a lower level than has ever previously been achieved. From the new detector, dispersion of the video signal is minimised and a known closed-form time domain description of the individual ghost components within the detected video is subsequently obtained. Developed from mathematical descriptions of the detected video, a new specific deghoster filter structure is presented which is capable of removing both inphase (I) and also the phase quadrature (Q) induced ghost signals derived from the VSB operation. The new deghoster filter requires much less hardware than any previous deghoster which is capable of removing both I and Q ghost components. A new channel identification algorithm was also required and written which is based upon simple correlation techniques to find the delay and complex amplitude characteristics of individual ghosts. The result of the channel identification is then passed to the new I and Q deghoster filter for ghost cancellation. Generated from the research work performed for this thesis, five papers have been published. D

Ensemble data assimilation in the presence of cloud

In numerical weather prediction (NWP) data assimilation (DA) methods are used to combine available observations with numerical model estimates. This is done by minimising measures of error on both observations and model estimates with more weight given to data that can be more trusted. For any DA method an estimate of the initial forecast error covariance matrix is required. For convective scale data assimilation, however, the properties of the error covariances are not well understood. An effective way to investigate covariance properties in the presence of convection is to use an ensemble-based method for which an estimate of the error covariance is readily available at each time step. In this work, we investigate the performance of the ensemble square root filter (EnSRF) in the presence of cloud growth applied to an idealised 1D convective column model of the atmosphere. We show that the EnSRF performs well in capturing cloud growth, but the ensemble does not cope well with discontinuities introduced into the system by parameterised rain. The state estimates lose accuracy, and more importantly the ensemble is unable to capture the spread (variance) of the estimates correctly. We also find, counter-intuitively, that by reducing the spatial frequency of observations and/or the accuracy of the observations, the ensemble is able to capture the states and their variability successfully across all regimes.

Measures of observation impact in non-Gaussian data assimilation

ABSTRACT Non-Gaussian/non-linear data assimilation is becoming an increasingly important area of research in the Geosciences as the resolution and non-linearity of models are increased and more and more non-linear observation operators are being used. In this study, we look at the effect of relaxing the assumption of a Gaussian prior on the impact of observations within the data assimilation system. Three different measures of observation impact are studied: the sensitivity of the posterior mean to the observations, mutual information and relative entropy. The sensitivity of the posterior mean is derived analytically when the prior is modelled by a simplified Gaussian mixture and the observation errors are Gaussian. It is found that the sensitivity is a strong function of the value of the observation and proportional to the posterior variance. Similarly, relative entropy is found to be a strong function of the value of the observation. However, the errors in estimating these two measures using a Gaussian approximation to the prior can differ significantly. This hampers conclusions about the effect of the non-Gaussian prior on observation impact. Mutual information does not depend on the value of the observation and is seen to be close to its Gaussian approximation. These findings are illustrated with the particle filter applied to the Lorenz ’63 system. This article is concluded with a discussion of the appropriateness of these measures of observation impact for different situations.

Controlling the computational modes of the arbitrarily structured C-grid

The arbitrarily structured C-grid, TRiSK (Thuburn, Ringler, Skamarock and Klemp, 2009, 2010) is being used in the ``Model for Prediction Across Scales'' (MPAS) and is being considered by the UK Met Office for their next dynamical core. However the hexagonal C-grid supports a branch of spurious Rossby modes which lead to erroneous grid-scale oscillations of potential vorticity (PV). It is shown how these modes can be harmlessly controlled by using upwind-biased interpolation schemes for PV. A number of existing advection schemes for PV are tested, including that used in MPAS, and none are found to give adequate results for all grids and all cases. Therefore a new scheme is proposed; continuous, linear-upwind stabilised transport (CLUST), a blend between centred and linear-upwind with the blend dependent on the flow direction with respect to the cell edge. A diagnostic of grid-scale oscillations is proposed which gives further discrimination between schemes than using potential enstrophy alone and indeed some schemes are found to destroy potential enstrophy while grid-scale oscillations grow. CLUST performs well on hexagonal-icosahedral grids and unrotated skipped latitude-longitude grids of the sphere for various shallow water test cases. Despite the computational modes, the hexagonal icosahedral grid performs well since these modes are easy and harmless to filter. As a result TRiSK appears to perform better than a spectral shallow water model.

A comparison of two identification and tracking methods for polar lows

In this study, we compare two different cyclone-tracking algorithms to detect North Atlantic polar lows, which are very intense mesoscale cyclones. Both approaches include spatial filtering, detection, tracking and constraints specific to polar lows. The first method uses digital bandpass-filtered mean sea level pressure (MSLP) fieldsin the spatial range of 200�600 km and is especially designed for polar lows. The second method also uses a bandpass filter but is based on the discrete cosine transforms (DCT) and can be applied to MSLP and vorticity fields. The latter was originally designed for cyclones in general and has been adapted to polar lows for this study. Both algorithms are applied to the same regional climate model output fields from October 1993 to September 1995 produced from dynamical downscaling of the NCEP/NCAR reanalysis data. Comparisons between these two methods show that different filters lead to different numbers and locations of tracks. The DCT is more precise in scale separation than the digital filter and the results of this study suggest that it is more suited for the bandpass filtering of MSLP fields. The detection and tracking parts also influence the numbers of tracks although less critically. After a selection process that applies criteria to identify tracks of potential polar lows, differences between both methods are still visible though the major systems are identified in both.

Probabilistic evaluation of time series models : a comparison of several approaches

Several methods are examined which allow to produce forecasts for time series in the form of probability assignments. The necessary concepts are presented, addressing questions such as how to assess the performance of a probabilistic forecast. A particular class of models, cluster weighted models (CWMs), is given particular attention. CWMs, originally proposed for deterministic forecasts, can be employed for probabilistic forecasting with little modification. Two examples are presented. The first involves estimating the state of (numerically simulated) dynamical systems from noise corrupted measurements, a problem also known as filtering. There is an optimal solution to this problem, called the optimal filter, to which the considered time series models are compared. (The optimal filter requires the dynamical equations to be known.) In the second example, we aim at forecasting the chaotic oscillations of an experimental bronze spring system. Both examples demonstrate that the considered time series models, and especially the CWMs, provide useful probabilistic information about the underlying dynamical relations. In particular, they provide more than just an approximation to the conditional mean.

Isolation of recombinant antibodies against EspA and intimin of Escherichia coli O157:H7

Intimin, Tir, and EspA proteins are expressed by attaching-effacing Escherichia coli, which include enteropathogenic and enterohemorrhagic E. coli pathotypes. EspA proteins are part of the type three secretion system needle complex that delivers Tir to the host epithelial cell, while surface arrayed intimin docks the bacterium to the translocated Tir. This intimate attachment leads to attaching and effacing lesions. Recombinant forms of these effector proteins from enterohemorrhagic E. coli O157:H7 were produced by using E. coli expression vectors. Binding of intimin and Tir fragments in enzyme-linked immunosorbent assay (ELISAs) demonstrated the interaction of intimin fragments containing the C-terminal 282 or 188 amino acids to a Tir fragment containing amino acid residues 258 to 361. Recombinant intimin and EspA proteins were used to elicit immune responses in rabbits and immune phage-display antibody libraries were produced. Screening of these immune libraries by conventional phage-antibody panning and colony filter screening produced a panel of antibodies with specificity for EspA or intimin. Antibodies recognizing different C-terminal epitopes on intimin bound specifically to the gamma intimin of O157:H7 and not to other classes of intimin. Antibodies recognizing EspA from E. coli O157 also recognized the protein from the eae-deficient O157 mutant DM3 and from E. coli O111. Anti-intimin antibodies were also produced as fusion proteins coupled to the reporter molecule alkaline phosphatase, allowing the one-step detection of gamma intimin. The isolated recombinant monoclonal antibodies were functional in a range of assay formats, including ELISA, Western blotting, and dot blots, thus demonstrating their diagnostic potential.