Robust evaluation of fixed-event forecast rationality

In this paper we introduce a new testing procedure for evaluating the rationality of fixed-event forecasts based on a pseudo-maximum likelihood estimator. The procedure is designed to be robust to departures in the normality assumption. A model is introduced to show that such departures are likely when forecasters experience a credibility loss when they make large changes to their forecasts. The test is illustrated using monthly fixed-event forecasts produced by four UK institutions. Use of the robust test leads to the conclusion that certain forecasts are rational while use of the Gaussian-based test implies that certain forecasts are irrational. The difference in the results is due to the nature of the underlying data. Copyright © 2001 John Wiley & Sons, Ltd.

Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts

Techniques are proposed for evaluating forecast probabilities of events. The tools are especially useful when, as in the case of the Survey of Professional Forecasters (SPF) expected probability distributions of inflation, recourse cannot be made to the method of construction in the evaluation of the forecasts. The tests of efficiency and conditional efficiency are applied to the forecast probabilities of events of interest derived from the SPF distributions, and supplement a whole-density evaluation of the SPF distributions based on the probability integral transform approach.

The climate and biomes of Europe at 6000 yr BP: comparison of model simulations and pollen-based reconstructions

14C-dated pollen and lake-level data from Europe are used to assess the spatial patterns of climate change between 6000 yr BP and present, as simulated by the NCAR CCM1 (National Center for Atmospheric Research, Community Climate Model, version 1) in response to the change in the Earth’s orbital parameters during this perod. First, reconstructed 6000 yr BP values of bioclimate variables obtained from pollen and lake-level data with the constrained-analogue technique are compared with simulated values. Then a 6000 yr BP biome map obtained from pollen data with an objective biome reconstruction (biomization) technique is compared with BIOME model results derived from the same simulation. Data and simulations agree in some features: warmer-than-present growing seasons in N and C Europe allowed forests to extend further north and to higher elevations than today, and warmer winters in C and E Europe prevented boreal conifers from spreading west. More generally, however, the agreement is poor. Predominantly deciduous forest types in Fennoscandia imply warmer winters than the model allows. The model fails to simulate winters cold enough, or summers wet enough, to allow temperate deciduous forests their former extended distribution in S Europe, and it incorrectly simulates a much expanded area of steppe vegetation in SE Europe. Similar errors have also been noted in numerous 6000 yr BP simulations with prescribed modern sea surface temperatures. These errors are evidently not resolved by the inclusion of interactive sea-surface conditions in the CCM1. Accurate representation of mid-Holocene climates in Europe may require the inclusion of dynamical ocean–atmosphere and/or vegetation–atmosphere interactions that most palaeoclimate model simulations have so far disregarded.

An aggregated wind power generation model based on MERRA reanalysis data: MATLAB model and example data for the April 2014 wind farm distribution of Great Britain.

The MATLAB model is contained within the compressed folders (versions are available as .zip and .tgz). This model uses MERRA reanalysis data (>34 years available) to estimate the hourly aggregated wind power generation for a predefined (fixed) distribution of wind farms. A ready made example is included for the wind farm distribution of Great Britain, April 2014 ("CF.dat"). This consists of an hourly time series of GB-total capacity factor spanning the period 1980-2013 inclusive. Given the global nature of reanalysis data, the model can be applied to any specified distribution of wind farms in any region of the world. Users are, however, strongly advised to bear in mind the limitations of reanalysis data when using this model/data. This is discussed in our paper: Cannon, Brayshaw, Methven, Coker, Lenaghan. "Using reanalysis data to quantify extreme wind power generation statistics: a 33 year case study in Great Britain". Submitted to Renewable Energy in March, 2014. Additional information about the model is contained in the model code itself, in the accompanying ReadMe file, and on our website: http://www.met.reading.ac.uk/~energymet/data/Cannon2014/

Calibration of structure in a distributed forecasting model for a semiarid flash flood: dynamic surface storage and channel roughness

Flash floods pose a significant danger for life and property. Unfortunately, in arid and semiarid environment the runoff generation shows a complex non-linear behavior with a strong spatial and temporal non-uniformity. As a result, the predictions made by physically-based simulations in semiarid areas are subject to great uncertainty, and a failure in the predictive behavior of existing models is common. Thus better descriptions of physical processes at the watershed scale need to be incorporated into the hydrological model structures. For example, terrain relief has been systematically considered static in flood modelling at the watershed scale. Here, we show that the integrated effect of small distributed relief variations originated through concurrent hydrological processes within a storm event was significant on the watershed scale hydrograph. We model these observations by introducing dynamic formulations of two relief-related parameters at diverse scales: maximum depression storage, and roughness coefficient in channels. In the final (a posteriori) model structure these parameters are allowed to be both time-constant or time-varying. The case under study is a convective storm in a semiarid Mediterranean watershed with ephemeral channels and high agricultural pressures (the Rambla del Albujón watershed; 556 km 2 ), which showed a complex multi-peak response. First, to obtain quasi-sensible simulations in the (a priori) model with time-constant relief-related parameters, a spatially distributed parameterization was strictly required. Second, a generalized likelihood uncertainty estimation (GLUE) inference applied to the improved model structure, and conditioned to observed nested hydrographs, showed that accounting for dynamic relief-related parameters led to improved simulations. The discussion is finally broadened by considering the use of the calibrated model both to analyze the sensitivity of the watershed to storm motion and to attempt the flood forecasting of a stratiform event with highly different behavior.

Coordinated Cluster, ground-based instrumentation and low-altitude satellite observations of transient poleward-moving events in the ionosphere and in the tail lobe

During the interval between 8:00-9:30 on 14 January 2001, the four Cluster spacecraft were moving from the central magnetospheric lobe, through the dusk sector mantle, on their way towards intersecting the magnetopause near 15:00 MLT and 15:00 UT. Throughout this interval, the EIS-CAT Svalbard Radar (ESR) at Longyearbyen observed a series of poleward-moving transient events of enhanced F-region plasma concentration ("polar cap patches"), with a repetition period of the order of 10 min. Allowing for the estimated solar wind propagation delay of 75 ( 5) min, the interplanetary magnetic field (IMF) had a southward component during most of the interval. The magnetic footprint of the Cluster spacecraft, mapped to the ionosphere using the Tsyganenko T96 model (with input conditions prevailing during this event), was to the east of the ESR beams. Around 09:05 UT, the DMSP-F12 satellite flew over the ESR and showed a sawtooth cusp ion dispersion signature that also extended into the electrons on the equatorward edge of the cusp, revealing a pulsed magnetopause reconnection. The consequent enhanced ionospheric flow events were imaged by the SuperDARN HF backscatter radars. The average convection patterns (derived using the AMIE technique on data from the magnetometers, the EISCAT and SuperDARN radars, and the DMSP satellites) show that the associated poleward-moving events also convected over the predicted footprint of the Cluster spacecraft. Cluster observed enhancements in the fluxes of both electrons and ions. These events were found to be essentially identical at all four spacecraft, indicating that they had a much larger spatial scale than the satellite separation of the order of 600 km. Some of the events show a correspondence between the lowest energy magnetosheath electrons detected by the PEACE instrument on Cluster (10-20 eV) and the topside ionospheric enhancements seen by the ESR (at 400-700 km). We suggest that a potential barrier at the magnetopause, which prevents the lowest energy electrons from entering the magnetosphere, is reduced when and where the boundary-normal magnetic field is enhanced and that the observed polar cap patches are produced by the consequent enhanced precipitation of the lowest energy electrons, making them and the low energy electron precipitation fossil remnants of the magnetopause reconnection rate pulses.

Multi-instrument ground-based observations of a travelling convection vortices event

A coordinated ground-based observational campaign using the IMAGE magnetometer network, EISCAT radars and optical instruments on Svalbard has made possible detailed studies of a travelling convection vortices (TCV) event on 6 January 1992. Combining the data from these facilities allows us to draw a very detailed picture of the features and dynamics of this TCV event. On the way from the noon to the drawn meridian, the vortices went through a remarkable development. The propagation velocity in the ionosphere increased from 2.5 to 7.4 km s−1, and the orientation of the major axes of the vortices rotated from being almost parallel to the magnetic meridian near noon to essentially perpendicular at dawn. By combining electric fields obtained by EISCAT and ionospheric currents deduced from magnetic field recordings, conductivities associated with the vortices could be estimated. Contrary to expectations we found higher conductivities below the downward field aligned current (FAC) filament than below the upward directed. Unexpected results also emerged from the optical observations. For most of the time there were no discrete aurora at 557.7 nm associated with the TCVs. Only once did a discrete form appear at the foot of the upward FAC. This aurora subsequently expanded eastward and westward leaving its centre at the same longitude while the TCV continued to travel westward. Also we try to identify the source regions of TCVs in the magnetosphere and discuss possible generation mechanisms.

The statistical cusp: a flux transfer event model

Traditionally, the cusp has been described in terms of a time-stationary feature of the magnetosphere which allows access of magnetosheath-like plasma to low altitudes. Statistical surveys of data from low-altitude spacecraft have shown the average characteristics and position of the cusp. Recently, however, it has been suggested that the ionospheric footprint of flux transfer events (FTEs) may be identified as variations of the “cusp” on timescales of a few minutes. In this model, the cusp can vary in form between a steady-state feature in one limit and a series of discrete ionospheric FTE signatures in the other limit. If this time-dependent cusp scenario is correct, then the signatures of the transient reconnection events must be able, on average, to reproduce the statistical cusp occurrence previously determined from the satellite observations. In this paper, we predict the precipitation signatures which are associated with transient magnetopause reconnection, following recent observations of the dependence of dayside ionospheric convection on the orientation of the IMF. We then employ a simple model of the longitudinal motion of FTE signatures to show how such events can easily reproduce the local time distribution of cusp occurrence probabilities, as observed by low-altitude satellites. This is true even in the limit where the cusp is a series of discrete events. Furthermore, we investigate the existence of double cusp patches predicted by the simple model and show how these events may be identified in the data.

Marine protected areas in artisanal fisheries: a spatial bio-economic model based on observations in Costa Rica and Tanzania

In many lower-income countries, the establishment of marine protected areas (MPAs) involves significant opportunity costs for artisanal fishers, reflected in changes in how they allocate their labor in response to the MPA. The resource economics literature rarely addresses such labor allocation decisions of artisanal fishers and how, in turn, these contribute to the impact of MPAs on fish stocks, yield, and income. This paper develops a spatial bio-economic model of a fishery adjacent to a village of people who allocate their labor between fishing and on-shore wage opportunities to establish a spatial Nash equilibrium at a steady state fish stock in response to various locations for no-take zone MPAs and managed access MPAs. Villagers’ fishing location decisions are based on distance costs, fishing returns, and wages. Here, the MPA location determines its impact on fish stocks, fish yield, and villager income due to distance costs, congestion, and fish dispersal. Incorporating wage labor opportunities into the framework allows examination of the MPA’s impact on rural incomes, with results determining that win-wins between yield and stocks occur in very different MPA locations than do win-wins between income and stocks. Similarly, villagers in a high-wage setting face a lower burden from MPAs than do those in low-wage settings. Motivated by issues of central importance in Tanzania and Costa Rica, we impose various policies on this fishery – location specific no-take zones, increasing on-shore wages, and restricting MPA access to a subset of villagers – to analyze the impact of an MPA on fish stocks and rural incomes in such settings.

Exploiting satellite-based rainfall for weather index insurance: the challenges of spatial and temporal aggregation

Lack of access to insurance exacerbates the impact of climate variability on smallholder famers in Africa. Unlike traditional insurance, which compensates proven agricultural losses, weather index insurance (WII) pays out in the event that a weather index is breached. In principle, WII could be provided to farmers throughout Africa. There are two data-related hurdles to this. First, most farmers do not live close enough to a rain gauge with sufficiently long record of observations. Second, mismatches between weather indices and yield may expose farmers to uncompensated losses, and insurers to unfair payouts – a phenomenon known as basis risk. In essence, basis risk results from complexities in the progression from meteorological drought (rainfall deficit) to agricultural drought (low soil moisture). In this study, we use a land-surface model to describe the transition from meteorological to agricultural drought. We demonstrate that spatial and temporal aggregation of rainfall results in a clearer link with soil moisture, and hence a reduction in basis risk. We then use an advanced statistical method to show how optimal aggregation of satellite-based rainfall estimates can reduce basis risk, enabling remotely sensed data to be utilized robustly for WII.

Closed-loop feedback computation model of dynamical reputation based on the local trust evaluation in business-to-consumer e-commerce

Trust and reputation are important factors that influence the success of both traditional transactions in physical social networks and modern e-commerce in virtual Internet environments. It is difficult to define the concept of trust and quantify it because trust has both subjective and objective characteristics at the same time. A well-reported issue with reputation management system in business-to-consumer (BtoC) e-commerce is the “all good reputation” problem. In order to deal with the confusion, a new computational model of reputation is proposed in this paper. The ratings of each customer are set as basic trust score events. In addition, the time series of massive ratings are aggregated to formulate the sellers’ local temporal trust scores by Beta distribution. A logical model of trust and reputation is established based on the analysis of the dynamical relationship between trust and reputation. As for single goods with repeat transactions, an iterative mathematical model of trust and reputation is established with a closed-loop feedback mechanism. Numerical experiments on repeated transactions recorded over a period of 24 months are performed. The experimental results show that the proposed method plays guiding roles for both theoretical research into trust and reputation and the practical design of reputation systems in BtoC e-commerce.

Evaluation of the Plant–Craig stochastic convection scheme (v2.0) in the ensemble forecasting system MOGREPS-R (24 km) based on the Unified Model (v7.3)

The Plant–Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic scheme only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant–Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant–Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

The log-exponentiated Weibull regression model for interval-censored data

In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the exponentiated Weibull distribution is proposed for modeling interval-censored data. We show that the proposed log-exponentiated Weibull regression model for interval-censored data represents a parametric family of models that include other regression models that are broadly used in lifetime data analysis. Assuming the use of interval-censored data, we employ a frequentist analysis, a jackknife estimator, a parametric bootstrap and a Bayesian analysis for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Furthermore, for different parameter settings, sample sizes and censoring percentages, various simulations are performed; in addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to a modified deviance residual in log-exponentiated Weibull regression models for interval-censored data. (C) 2009 Elsevier B.V. All rights reserved.

Scalable model-based configuration management of security services in complex enterprise networks

Security administrators face the challenge of designing, deploying and maintaining a variety of configuration files related to security systems, especially in large-scale networks. These files have heterogeneous syntaxes and follow differing semantic concepts. Nevertheless, they are interdependent due to security services having to cooperate and their configuration to be consistent with each other, so that global security policies are completely and correctly enforced. To tackle this problem, our approach supports a comfortable definition of an abstract high-level security policy and provides an automated derivation of the desired configuration files. It is an extension of policy-based management and policy hierarchies, combining model-based management (MBM) with system modularization. MBM employs an object-oriented model of the managed system to obtain the details needed for automated policy refinement. The modularization into abstract subsystems (ASs) segment the system-and the model-into units which more closely encapsulate related system components and provide focused abstract views. As a result, scalability is achieved and even comprehensive IT systems can be modelled in a unified manner. The associated tool MoBaSeC (Model-Based-Service-Configuration) supports interactive graphical modelling, automated model analysis and policy refinement with the derivation of configuration files. We describe the MBM and AS approaches, outline the tool functions and exemplify their applications and results obtained. Copyright (C) 2010 John Wiley & Sons, Ltd.