Modelling methodology and forecast failure

We analyse by simulation the impact of model-selection strategies (sometimes called pre-testing) on forecast performance in both constant-and non-constant-parameter processes. Restricted, unrestricted and selected models are compared when either of the first two might generate the data. We find little evidence that strategies such as general-to-specific induce significant over-fitting, or thereby cause forecast-failure rejection rates to greatly exceed nominal sizes. Parameter non-constancies put a premium on correct specification, but in general, model-selection effects appear to be relatively small, and progressive research is able to detect the mis-specifications.

Morphosyntactic processing in advanced second language (L2) learners: An event-related potential investigation of the effects of L1-L2 similarity and structural distance

Different theoretical accounts of second language (L2) acquisition differ with respect to whether or not advanced learners are predicted to show native like processing for features not instantiated in the native language (L1). We examined how native speakers of English, a language with number but not gender agreement, process number and gender agreement in Spanish. We compare agreement within a determiner phrase (órgano muy complejo “[DP organ-MASC-SG very complex-MASC-SG]”) and across a verb phrase (cuadro es auténtico “painting-MASC-SG [VP is authentic-MASC-SG]”) in order to investigate whether native like processing is limited to local domains (e.g. within the phrase), in line with Clahsen and Felser (2006). We also examine whether morphological differences in how the L1 and L2 realize a shared feature impact processing by comparing number agreement between nouns and adjectives, where only Spanish instantiates agreement, and between demonstratives and nouns, where English also instantiates agreement. Similar to Spanish natives, advanced learners showed a P600 for both number and gender violations overall, in line with the Full Transfer/Full Access Hypothesis (Schwartz and Sprouse, 1996), which predicts that learners can show native-like processing for novel features. Results also show that learners can establish syntactic dependencies outside of local domains, as suggested by the presence of a P600 for both within and across phrase violations. Moreover, similar to native speakers, learners were impacted by the structural distance (number of intervening phrases) between the agreeing elements, as suggested by the more positive waveforms for within than across-phrase agreement overall. These results are consistent with the proposal that learners are sensitive to hierarchical structure.

The cyclical relations between traded property stock prices and aggregate time-series

This paper examines the cyclical regularities of macroeconomic, financial and property market aggregates in relation to the property stock price cycle in the UK. The Hodrick Prescott filter is employed to fit a long-term trend to the raw data, and to derive the short-term cycles of each series. It is found that the cycles of consumer expenditure, total consumption per capita, the dividend yield and the long-term bond yield are moderately correlated, and mainly coincident, with the property price cycle. There is also evidence that the nominal and real Treasury Bill rates and the interest rate spread lead this cycle by one or two quarters, and therefore that these series can be considered leading indicators of property stock prices. This study recommends that macroeconomic and financial variables can provide useful information to explain and potentially to forecast movements of property-backed stock returns in the UK.

Can we predict when “dying” will be difficult?: Progressive achievements in L2 English

A large body of research has focused on the observation that second language (L2) learners are limited in their production of temporal and aspectual forms. For example, in L2 English, it has been shown learners use progressive marking with activity verbs and only rarely extend the form to telic verb phrases such as accomplishments or achievements (Bardovi-Harlig and Reynolds, 1995; Bardovi-Harlig, 2000; Robison, 1995). Shirai and Andersen (1995) proposed that activities represent the prototype for the category of progressive aspect and learners generally acquire the prototype first. However, very little research has focused explicitly on advanced learners to see if they eventually extend beyond the prototype. In addition, properties of the native language have not systematically been taken into account. Achievements such as "die" are especially interesting in that they interact differently with markers of progressive aspect across languages. The present study investigated the acquisition of progressive achievements in English by native speakers of Chinese and Korean in order to examine whether there is evidence of universal difficulty, as would be predicted by the prototype account, or whether similarity between the L1 and L2 (as in the case of English and Korean) can facilitate acquisition, as would be predicted by transfer. Our results suggest that the properties of the native language play an important role, supporting the transfer account. However, neither L1 group performs at the level of native speakers. We argue that the acquisition of aspect is influenced by both the properties of the native language and the semantic and pragmatic complexity of the target computation.

Coargumenthood and the processing of reflexives

We report three eye-movement experiments and an antecedent choice task investigating the interpretation of reflexives in different syntactic contexts. This included contexts in which the reflexive and a local antecedent were coarguments of the same verbal predicate (John heard that the soldier had injured himself), and also so-called picture noun phrases, either with a possessor (John heard about the soldier’s picture of himself) or without (John heard that the soldier had a picture of himself). While results from the antecedent choice task indicated that comprehenders would choose a nonlocal antecedent (‘John’ above) for reflexives in either type of picture noun phrase, the eye-movement experiments suggested that participants preferred to initially interpret the reflexive in each context as referring to the local antecedent (‘the soldier’), as indexed by longer reading times when it mismatched in gender with the reflexive. We also observed a difference in the time-course of this effect. While it was observed during first-pass processing at the reflexive for coargument reflexives and those in picture noun phrases with a possessor, it was comparatively delayed for reflexives in possessorless picture noun phrases. These results suggest that locality constraints are more strongly weighted cues to retrieval than gender agreement for both coargument reflexives and those inside picture noun phrases. We interpret the observed time-course differences as indexing the relative ease of accessing the local antecedent in different syntactic contexts.

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.

Modulation of UK lightning by heliospheric magnetic field polarity

Observational studies have reported solar magnetic modulation of terrestrial lightning on a range of time scales, from days to decades. The proposed mechanism is two-step: lightning rates vary with galactic cosmic ray (GCR) flux incident on Earth, either via changes in atmospheric conductivity and/or direct triggering of lightning. GCR flux is, in turn, primarily controlled by the heliospheric magnetic field (HMF) intensity. Consequently, global changes in lightning rates are expected. This study instead considers HMF polarity, which doesnʼt greatly affect total GCR flux. Opposing HMF polarities are, however, associated with a 40–60% difference in observed UK lightning and thunder rates. As HMF polarity skews the terrestrial magnetosphere from its nominal position, this perturbs local ionospheric potential at high latitudes and local exposure to energetic charged particles from the magnetosphere. We speculate as to the mechanism(s) by which this may, in turn, redistribute the global location and/or intensity of thunderstorm activity.

Real-time factor model forecasting and the effects of instability

Factor forecasting models are shown to deliver real-time gains over autoregressive models for US real activity variables during the recent period, but are less successful for nominal variables. The gains are largely due to the Financial Crisis period, and are primarily at the shortest (one quarter ahead) horizon. Excluding the pre-Great Moderation years from the factor forecasting model estimation period (but not from the data used to extract factors) results in a marked fillip in factor model forecast accuracy, but does the same for the AR model forecasts. The relative performance of the factor models compared to the AR models is largely unaffected by whether the exercise is in real time or is pseudo out-of-sample.

Technical note: how accurate can stalagmite formation temperatures be determined using vapour bubble radius measurements in fluid inclusions?

Stalagmites are natural archives containing detailed information on continental climate variability of the past. Microthermometric measurements of fluid inclusion homogenisation temperatures allow determination of stalagmite formation temperatures by measuring the radius of stable laser-induced vapour bubbles inside the inclusions. A reliable method for precisely measuring the radius of vapour bubbles is presented. The method is applied to stalagmite samples for which the formation temperature is known. An assessment of the bubble radius measurement accuracy and how this error influences the uncertainty in determining the formation temperature is provided. We demonstrate that the nominal homogenisation temperature of a single inclusion can be determined with an accuracy of ±0.25 °C, if the volume of the inclusion is larger than 105 μm3. With this method, we could measure in a proof-of-principle investigation that the formation temperature of 10–20 yr old inclusions in a stalagmite taken from the Milandre cave is 9.87 ± 0.80 °C, while the mean annual surface temperature, that in the case of the Milandre cave correlates well with the cave temperature, was 9.6 ± 0.15 °C, calculated from actual measurements at that time, showing a very good agreement. Formation temperatures of inclusions formed during the last 450 yr are found in a temperature range between 8.4 and 9.6 °C, which corresponds to the calculated average surface temperature. Paleotemperatures can thus be determined within ±1.0 °C.

The Acquisition of Aspect in L2 Portuguese & Spanish: Exploring Native/Non-Native Performance Differences.

This study investigates the possibility of native-like ultimate attainment by analyzing L2 knowledge of aspect as seen in the Preterit/Imperfect contrast of highly successful English L2 learners of Portuguese and Spanish. Building on innovative work by Montrul & Slabakova (2003) and Slabakova & Montrul (2003), we test knowledge of semantic entailments associated with the acquisition of [+/- perfective] features checked in higher AspP. Additionally, we investigate the possibility of a specific pattern of associated target-deviant L2 performance. We hypothesize that L2 performance can be affected by explicit positive evidence (pedagogical rules) despite otherwise demonstrable native-like competence. Indeed, the data reveal a pattern of target-deviant performance noted only in three specific contexts, all of which can be linked to traditional instruction: (a) with particular stative verbs not used in the Preterit (b) when preceded by certain adverbial phrases (e.g.,siempre) and (c) so-called semantic shifting verbs (e.g., sabía vs. supe).

Incremental processing in head-final child language: online comprehension of relative clauses in Turkish-speaking children and adults

The present study investigates the parsing of pre-nominal relative clauses (RCs) in children for the first time with a realtime methodology that reveals moment-to-moment processing patterns as the sentence unfolds. A self-paced listening experiment with Turkish-speaking children (aged 5–8) and adults showed that both groups display a sign of processing cost both in subject and object RCs at different points through the flow of the utterance when integrating the cues that are uninformative (i.e., ambiguous in function) and that are structurally and probabilistically unexpected. Both groups show a processing facilitation as soon as the morphosyntactic dependencies are completed and parse the unbounded dependencies rapidly using the morphosyntactic cues rather than waiting for the clause-final filler. These findings show that five-year-old children show similar patterns to adults in processing the morphosyntactic cues incrementally and in forming expectations about the rest of the utterance on the basis of the probabilistic model of their language.

Probabilistic wind power forecasts with an inverse power curve transformation and censored regression

Forecasting wind power is an important part of a successful integration of wind power into the power grid. Forecasts with lead times longer than 6 h are generally made by using statistical methods to post-process forecasts from numerical weather prediction systems. Two major problems that complicate this approach are the non-linear relationship between wind speed and power production and the limited range of power production between zero and nominal power of the turbine. In practice, these problems are often tackled by using non-linear non-parametric regression models. However, such an approach ignores valuable and readily available information: the power curve of the turbine's manufacturer. Much of the non-linearity can be directly accounted for by transforming the observed power production into wind speed via the inverse power curve so that simpler linear regression models can be used. Furthermore, the fact that the transformed power production has a limited range can be taken care of by employing censored regression models. In this study, we evaluate quantile forecasts from a range of methods: (i) using parametric and non-parametric models, (ii) with and without the proposed inverse power curve transformation and (iii) with and without censoring. The results show that with our inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than non-linear models with or without the frequently used wind-to-power transformation.

Meta-analysis to integrate effect sizes within a paper: Possible misuse and Type-1 error inflation

In recent years an increasing number of papers have employed meta-analysis to integrate effect sizes of researchers’ own series of studies within a single paper (“internal meta-analysis”). Although this approach has the obvious advantage of obtaining narrower confidence intervals, we show that it could inadvertently inflate false-positive rates if researchers are motivated to use internal meta-analysis in order to obtain a significant overall effect. Specifically, if one decides whether to stop or continue a further replication experiment depending on the significance of the results in an internal meta-analysis, false-positive rates would increase beyond the nominal level. We conducted a set of Monte-Carlo simulations to demonstrate our argument, and provided a literature review to gauge awareness and prevalence of this issue. Furthermore, we made several recommendations when using internal meta-analysis to make a judgment on statistical significance.

Interfaces in the acquisition of syntax

We introduce empirical work on Romance language acquisition with respect to the interfaces of syntax with other modules of grammar (internal interfaces) and other domains of cognition (external interfaces). We do so by choosing specific phenomena within the following interfaces: syntax-morphology, syntax-semantics and syn-tax-pragmatics. In the domain of syntax-morphology we focus on grammatical gender, with respect to the syntax-semantics interface we focus on adjectival placement (pre- and post-nominal) and with regard to the syntax-discourse/pragmatics interface we review work on the null/overt subject distribution. Finally, we summarize research on articles, suggesting that articles represent a multiple interface. We provide examples from different types of learners and across the four major Romance languages French, Italian, Portuguese and Spanish. While our central goal is to summarize and generalize across major findings, we will also point to potential problems concerning the interface approach, e.g. the association of particular phenomena with a specific interface and the assumption that internal interfaces are less problematic than external ones.

The interface of syntax with pragmatics and prosody in children with Autism Spectrum Disorders

In order to study problems of individuals with Autism Spectrum Disorders (ASD) with morphosyntax, we investigated twenty high-functioning Greek-speaking children (mean age:6;11) and twenty age- and language-matched typically developing children on environments that allow or forbid object clitics or their corresponding noun phrase. Children with ASD fell behind typically developing in comprehending and producing simple clitics and producing noun phrases in focus structures. The two groups performed similarly in comprehending and producing clitics in clitic left dislocation and in producing noun phrases in non-focus structures. We argue that children with ASD have difficulties at the interface of(morpho)syntax with pragmatics and prosody, namely, distinguishing a discourse prominent element, and considering intonation relevant for a particular interpretation that excludes clitics.