A low-order model investigation of the analysis of gravity waves in the ensemble Kalman filter.

The behavior of the ensemble Kalman filter (EnKF) is examined in the context of a model that exhibits a nonlinear chaotic (slow) vortical mode coupled to a linear (fast) gravity wave of a given amplitude and frequency. It is shown that accurate recovery of both modes is enhanced when covariances between fast and slow normal-mode variables (which reflect the slaving relations inherent in balanced dynamics) are modeled correctly. More ensemble members are needed to recover the fast, linear gravity wave than the slow, vortical motion. Although the EnKF tends to diverge in the analysis of the gravity wave, the filter divergence is stable and does not lead to a great loss of accuracy. Consequently, provided the ensemble is large enough and observations are made that reflect both time scales, the EnKF is able to recover both time scales more accurately than optimal interpolation (OI), which uses a static error covariance matrix. For OI it is also found to be problematic to observe the state at a frequency that is a subharmonic of the gravity wave frequency, a problem that is in part overcome by the EnKF.However, error in themodeled gravity wave parameters can be detrimental to the performance of the EnKF and remove its implied advantages, suggesting that a modified algorithm or a method for accounting for model error is needed.

Data assimilation with correlated observation errors: experiments with a 1-D shallow water model

Remote sensing observations often have correlated errors, but the correlations are typically ignored in data assimilation for numerical weather prediction. The assumption of zero correlations is often used with data thinning methods, resulting in a loss of information. As operational centres move towards higher-resolution forecasting, there is a requirement to retain data providing detail on appropriate scales. Thus an alternative approach to dealing with observation error correlations is needed. In this article, we consider several approaches to approximating observation error correlation matrices: diagonal approximations, eigendecomposition approximations and Markov matrices. These approximations are applied in incremental variational assimilation experiments with a 1-D shallow water model using synthetic observations. Our experiments quantify analysis accuracy in comparison with a reference or ‘truth’ trajectory, as well as with analyses using the ‘true’ observation error covariance matrix. We show that it is often better to include an approximate correlation structure in the observation error covariance matrix than to incorrectly assume error independence. Furthermore, by choosing a suitable matrix approximation, it is feasible and computationally cheap to include error correlation structure in a variational data assimilation algorithm.

Influences of increasing temperature on Indian wheat: quantifying limits to predictability

As climate changes, temperatures will play an increasing role in determining crop yield. Both climate model error and lack of constrained physiological thresholds limit the predictability of yield. We used a perturbed-parameter climate model ensemble with two methods of bias-correction as input to a regional-scale wheat simulation model over India to examine future yields. This model configuration accounted for uncertainty in climate, planting date, optimization, temperature-induced changes in development rate and reproduction. It also accounts for lethal temperatures, which have been somewhat neglected to date. Using uncertainty decomposition, we found that fractional uncertainty due to temperature-driven processes in the crop model was on average larger than climate model uncertainty (0.56 versus 0.44), and that the crop model uncertainty is dominated by crop development. Simulations with the raw compared to the bias-corrected climate data did not agree on the impact on future wheat yield, nor its geographical distribution. However the method of bias-correction was not an important source of uncertainty. We conclude that bias-correction of climate model data and improved constraints on especially crop development are critical for robust impact predictions.

Model estimation of cerebral hemodynamics between blood flow and volume changes: A data-based modeling approach

It is well known that there is a dynamic relationship between cerebral blood flow (CBF) and cerebral blood volume (CBV). With increasing applications of functional MRI, where the blood oxygen-level-dependent signals are recorded, the understanding and accurate modeling of the hemodynamic relationship between CBF and CBV becomes increasingly important. This study presents an empirical and data-based modeling framework for model identification from CBF and CBV experimental data. It is shown that the relationship between the changes in CBF and CBV can be described using a parsimonious autoregressive with exogenous input model structure. It is observed that neither the ordinary least-squares (LS) method nor the classical total least-squares (TLS) method can produce accurate estimates from the original noisy CBF and CBV data. A regularized total least-squares (RTLS) method is thus introduced and extended to solve such an error-in-the-variables problem. Quantitative results show that the RTLS method works very well on the noisy CBF and CBV data. Finally, a combination of RTLS with a filtering method can lead to a parsimonious but very effective model that can characterize the relationship between the changes in CBF and CBV.

Estimation of sea surface temperature from the Spinning Enhanced Visible and Infra Red Imager, improved using numerical weather prediction

Most of the operational Sea Surface Temperature (SST) products derived from satellite infrared radiometry use multi-spectral algorithms. They show, in general, reasonable performances with root mean square (RMS) residuals around 0.5 K when validated against buoy measurements, but have limitations, particularly a component of the retrieval error that relates to such algorithms' limited ability to cope with the full variability of atmospheric absorption and emission. We propose to use forecast atmospheric profiles and a radiative transfer model to simulate the algorithmic errors of multi-spectral algorithms. In the practical case of SST derived from the Spinning Enhanced Visible and Infrared Imager (SEVIRI) onboard Meteosat Second Generation (MSG), we demonstrate that simulated algorithmic errors do explain a significant component of the actual errors observed for the non linear (NL) split window algorithm in operational use at the Centre de Météorologie Spatiale (CMS). The simulated errors, used as correction terms, reduce significantly the regional biases of the NL algorithm as well as the standard deviation of the differences with drifting buoy measurements. The availability of atmospheric profiles associated with observed satellite-buoy differences allows us to analyze the origins of the main algorithmic errors observed in the SEVIRI field of view: a negative bias in the inter-tropical zone, and a mid-latitude positive bias. We demonstrate how these errors are explained by the sensitivity of observed brightness temperatures to the vertical distribution of water vapour, propagated through the SST retrieval algorithm.

Sparse model construction using coordinate descent optimization

We propose a new sparse model construction method aimed at maximizing a model’s generalisation capability for a large class of linear-in-the-parameters models. The coordinate descent optimization algorithm is employed with a modified l1- penalized least squares cost function in order to estimate a single parameter and its regularization parameter simultaneously based on the leave one out mean square error (LOOMSE). Our original contribution is to derive a closed form of optimal LOOMSE regularization parameter for a single term model, for which we show that the LOOMSE can be analytically computed without actually splitting the data set leading to a very simple parameter estimation method. We then integrate the new results within the coordinate descent optimization algorithm to update model parameters one at the time for linear-in-the-parameters models. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.

A 27 day persistence model of near-Earth solar wind conditions: a long lead-time forecast and a benchmark for dynamical models

Geomagnetic activity has long been known to exhibit approximately 27 day periodicity, resulting from solar wind structures repeating each solar rotation. Thus a very simple near-Earth solar wind forecast is 27 day persistence, wherein the near-Earth solar wind conditions today are assumed to be identical to those 27 days previously. Effective use of such a persistence model as a forecast tool, however, requires the performance and uncertainty to be fully characterized. The first half of this study determines which solar wind parameters can be reliably forecast by persistence and how the forecast skill varies with the solar cycle. The second half of the study shows how persistence can provide a useful benchmark for more sophisticated forecast schemes, namely physics-based numerical models. Point-by-point assessment methods, such as correlation and mean-square error, find persistence skill comparable to numerical models during solar minimum, despite the 27 day lead time of persistence forecasts, versus 2–5 days for numerical schemes. At solar maximum, however, the dynamic nature of the corona means 27 day persistence is no longer a good approximation and skill scores suggest persistence is out-performed by numerical models for almost all solar wind parameters. But point-by-point assessment techniques are not always a reliable indicator of usefulness as a forecast tool. An event-based assessment method, which focusses key solar wind structures, finds persistence to be the most valuable forecast throughout the solar cycle. This reiterates the fact that the means of assessing the “best” forecast model must be specifically tailored to its intended use.

On the Nusselt number for frazil ice growth—a correction to ”Frazil evolution in channels“ by Lars Hammar and Hung-Tao Shen

The growth (melt) rate of frazil ice is governed by heat transfer away from (towards) the ice crystal, which can be represented by the Nusselt number. We discuss choices for the Nusselt number and turbulent length scale appropriate for frazil ice and note an inaccuracy in the study ”Frazil evolution in channels“ by Lars Hammar and Hung-Tao Shen, which has also led to potentially significant errors in several other papers. We correct this error and suggest an appropriate strategy for determining the Nusselt number applicable to frazil ice growth and melting.

Problems with binary pattern measures for flood model evaluation

As the calibration and evaluation of flood inundation models are a prerequisite for their successful application, there is a clear need to ensure that the performance measures that quantify how well models match the available observations are fit for purpose. This paper evaluates the binary pattern performance measures that are frequently used to compare flood inundation models with observations of flood extent. This evaluation considers whether these measures are able to calibrate and evaluate model predictions in a credible and consistent way, i.e. identifying the underlying model behaviour for a number of different purposes such as comparing models of floods of different magnitudes or on different catchments. Through theoretical examples, it is shown that the binary pattern measures are not consistent for floods of different sizes, such that for the same vertical error in water level, a model of a flood of large magnitude appears to perform better than a model of a smaller magnitude flood. Further, the commonly used Critical Success Index (usually referred to as F<2 >) is biased in favour of overprediction of the flood extent, and is also biased towards correctly predicting areas of the domain with smaller topographic gradients. Consequently, it is recommended that future studies consider carefully the implications of reporting conclusions using these performance measures. Additionally, future research should consider whether a more robust and consistent analysis could be achieved by using elevation comparison methods instead.

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%.