Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions

We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.

The 30-year TAMSAT African rainfall climatology and time-series (TARCAT) dataset

African societies are dependent on rainfall for agricultural and other water-dependent activities, yet rainfall is extremely variable in both space and time and reoccurring water shocks, such as drought, can have considerable social and economic impacts. To help improve our knowledge of the rainfall climate, we have constructed a 30-year (1983–2012), temporally consistent rainfall dataset for Africa known as TARCAT (TAMSAT African Rainfall Climatology And Time-series) using archived Meteosat thermal infra-red (TIR) imagery, calibrated against rain gauge records collated from numerous African agencies. TARCAT has been produced at 10-day (dekad) scale at a spatial resolution of 0.0375°. An intercomparison of TARCAT from 1983 to 2010 with six long-term precipitation datasets indicates that TARCAT replicates the spatial and seasonal rainfall patterns and interannual variability well, with correlation coefficients of 0.85 and 0.70 with the Climate Research Unit (CRU) and Global Precipitation Climatology Centre (GPCC) gridded-gauge analyses respectively in the interannual variability of the Africa-wide mean monthly rainfall. The design of the algorithm for drought monitoring leads to TARCAT underestimating the Africa-wide mean annual rainfall on average by −0.37 mm day−1 (21%) compared to other datasets. As the TARCAT rainfall estimates are historically calibrated across large climatically homogeneous regions, the data can provide users with robust estimates of climate related risk, even in regions where gauge records are inconsistent in time.

Mean climate and variability of the atmosphere and ocean on an aquaplanet

Numerical experiments are described that pertain to the climate of a coupled atmosphere–ocean–ice system in the absence of land, driven by modern-day orbital and CO2 forcing. Millennial time-scale simulations yield a mean state in which ice caps reach down to 55° of latitude and both the atmosphere and ocean comprise eastward- and westward-flowing zonal jets, whose structure is set by their respective baroclinic instabilities. Despite the zonality of the ocean, it is remarkably efficient at transporting heat meridionally through the agency of Ekman transport and eddy-driven subduction. Indeed the partition of heat transport between the atmosphere and ocean is much the same as the present climate, with the ocean dominating in the Tropics and the atmosphere in the mid–high latitudes. Variability of the system is dominated by the coupling of annular modes in the atmosphere and ocean. Stochastic variability inherent to the atmospheric jets drives variability in the ocean. Zonal flows in the ocean exhibit decadal variability, which, remarkably, feeds back to the atmosphere, coloring the spectrum of annular variability. A simple stochastic model can capture the essence of the process. Finally, it is briefly reviewed how the aquaplanet can provide information about the processes that set the partition of heat transport and the climate of Earth.

Twentieth-century global-mean sea-level rise: is the whole greater than the sum of the parts?

Confidence in projections of global-mean sea level rise (GMSLR) depends on an ability to account for GMSLR during the twentieth century. There are contributions from ocean thermal expansion, mass loss from glaciers and ice sheets, groundwater extraction, and reservoir impoundment. Progress has been made toward solving the “enigma” of twentieth-century GMSLR, which is that the observed GMSLR has previously been found to exceed the sum of estimated contributions, especially for the earlier decades. The authors propose the following: thermal expansion simulated by climate models may previously have been underestimated because of their not including volcanic forcing in their control state; the rate of glacier mass loss was larger than previously estimated and was not smaller in the first half than in the second half of the century; the Greenland ice sheet could have made a positive contribution throughout the century; and groundwater depletion and reservoir impoundment, which are of opposite sign, may have been approximately equal in magnitude. It is possible to reconstruct the time series of GMSLR from the quantified contributions, apart from a constant residual term, which is small enough to be explained as a long-term contribution from the Antarctic ice sheet. The reconstructions account for the observation that the rate of GMSLR was not much larger during the last 50 years than during the twentieth century as a whole, despite the increasing anthropogenic forcing. Semiempirical methods for projecting GMSLR depend on the existence of a relationship between global climate change and the rate of GMSLR, but the implication of the authors' closure of the budget is that such a relationship is weak or absent during the twentieth century.

Acrylamide in potato crisps prepared from 20 UK-grown varieties: effects of variety and tuber storage time

Twenty varieties of field-grown potato were stored for 2 months and 6 months at 8 °C. Mean acrylamide contents in crisps prepared from all varieties at both storage times ranged from 131 μg per kg in Verdi to 5360 μg per kg in Pentland Dell. In contrast to previous studies, the longer storage period did not affect acrylamide formation significantly for most varieties, the exceptions being Innovator, where acrylamide formation increased, and Saturna, where it decreased. Four of the five varieties designated as suitable for crisping produced crisps with acrylamide levels below the European Commission indicative value of 1000 μg per kg (Saturna, Lady Rosetta, Lady Claire, and Verdi); the exception was Hermes. Two varieties more often used for French fries, Markies and Fontane, also produced crisps with less than 1000 μg per kg acrylamide. Correlations between acrylamide, its precursors and crisp colour are described, and the implications of the results for production of potato crisps are discussed.

Oxytocin increases eye contact during a real-time, naturalistic social interaction in males with and without autism

Autism spectrum conditions (autism) affect ~1% of the population and are characterized by deficits in social communication. Oxytocin has been widely reported to affect social-communicative function and its neural underpinnings. Here we report the first evidence that intranasal oxytocin administration improves a core problem that individuals with autism have in using eye contact appropriately in real-world social settings. A randomized double-blind, placebo-controlled, within-subjects design is used to examine how intranasal administration of 24 IU of oxytocin affects gaze behavior for 32 adult males with autism and 34 controls in a real-time interaction with a researcher. This interactive paradigm bypasses many of the limitations encountered with conventional static or computer-based stimuli. Eye movements are recorded using eye tracking, providing an objective measurement of looking patterns. The measure is shown to be sensitive to the reduced eye contact commonly reported in autism, with the autism group spending less time looking to the eye region of the face than controls. Oxytocin administration selectively enhanced gaze to the eyes in both the autism and control groups (transformed mean eye-fixation difference per second=0.082; 95% CI:0.025–0.14, P=0.006). Within the autism group, oxytocin has the most effect on fixation duration in individuals with impaired levels of eye contact at baseline (Cohen’s d=0.86). These findings demonstrate that the potential benefits of oxytocin in autism extend to a real-time interaction, providing evidence of a therapeutic effect in a key aspect of social communication.

Extracting planetary waves from geomagnetic time series using Empirical Mode Decomposition

Empirical Mode Decomposition is presented as an alternative to traditional analysis methods to decompose geomagnetic time series into spectral components. Important comments on the algorithm and its variations will be given. Using this technique, planetary wave modes of 5-, 10-, and 16-day mean periods can be extracted from magnetic field components of three different stations in Germany. In a second step, the amplitude modulation functions of these wave modes can be shown to contain significant contribution from solar cycle variation through correlation with smoothed sunspot numbers. Additionally, the data indicate connections with geomagnetic jerk occurrences, supported by a second set of data providing reconstructed near-Earth magnetic field for 150 years. Usually attributed to internal dynamo processes within the Earth's outer core, the question of who is impacting whom will be briefly discussed here.

A method for merging nadir-sounding climate records, with an application to the global-mean stratospheric temperature data sets from SSU and AMSU

A method is proposed for merging different nadir-sounding climate data records using measurements from high-resolution limb sounders to provide a transfer function between the different nadir measurements. The two nadir-sounding records need not be overlapping so long as the limb-sounding record bridges between them. The method is applied to global-mean stratospheric temperatures from the NOAA Climate Data Records based on the Stratospheric Sounding Unit (SSU) and the Advanced Microwave Sounding Unit-A (AMSU), extending the SSU record forward in time to yield a continuous data set from 1979 to present, and providing a simple framework for extending the SSU record into the future using AMSU. SSU and AMSU are bridged using temperature measurements from the Michelson Interferometer for Passive Atmospheric Sounding (MIPAS), which is of high enough vertical resolution to accurately represent the weighting functions of both SSU and AMSU. For this application, a purely statistical approach is not viable since the different nadir channels are not sufficiently linearly independent, statistically speaking. The near-global-mean linear temperature trends for extended SSU for 1980–2012 are −0.63 ± 0.13, −0.71 ± 0.15 and −0.80 ± 0.17 K decade−1 (95 % confidence) for channels 1, 2 and 3, respectively. The extended SSU temperature changes are in good agreement with those from the Microwave Limb Sounder (MLS) on the Aura satellite, with both exhibiting a cooling trend of ~ 0.6 ± 0.3 K decade−1 in the upper stratosphere from 2004 to 2012. The extended SSU record is found to be in agreement with high-top coupled atmosphere–ocean models over the 1980–2012 period, including the continued cooling over the first decade of the 21st century.

Representing the Arctic in global surface temperature time series of recent climate change

The Arctic is an important region in the study of climate change, but monitoring surface temperatures in this region is challenging, particularly in areas covered by sea ice. Here in situ, satellite and reanalysis data were utilised to investigate whether global warming over recent decades could be better estimated by changing the way the Arctic is treated in calculating global mean temperature. The degree of difference arising from using five different techniques, based on existing temperature anomaly dataset techniques, to estimate Arctic SAT anomalies over land and sea ice were investigated using reanalysis data as a testbed. Techniques which interpolated anomalies were found to result in smaller errors than non-interpolating techniques. Kriging techniques provided the smallest errors in anomaly estimates. Similar accuracies were found for anomalies estimated from in situ meteorological station SAT records using a kriging technique. Whether additional data sources, which are not currently utilised in temperature anomaly datasets, would improve estimates of Arctic surface air temperature anomalies was investigated within the reanalysis testbed and using in situ data. For the reanalysis study, the additional input anomalies were reanalysis data sampled at certain supplementary data source locations over Arctic land and sea ice areas. For the in situ data study, the additional input anomalies over sea ice were surface temperature anomalies derived from the Advanced Very High Resolution Radiometer satellite instruments. The use of additional data sources, particularly those located in the Arctic Ocean over sea ice or on islands in sparsely observed regions, can lead to substantial improvements in the accuracy of estimated anomalies. Decreases in Root Mean Square Error can be up to 0.2K for Arctic-average anomalies and more than 1K for spatially resolved anomalies. Further improvements in accuracy may be accomplished through the use of other data sources.

Customer retention management in the recession

The purpose of this article is to explore customer retention strategies and tactics implemented by firms in recession. Our investigations show just how big a challenge many organizations face in their ability to manage customer retention effectively. While leading organizations have embedded real-time customer life cycle management, developed accurate early warning systems, price elasticity models and ‘deal calculators’, the organizations we spoke to have only gone as far as calculating the value at risk and building simple predictive models.

Intake, water consumption, ruminal fermentation, and stress response of beef heifers fed after different lengths of delays in the daily feed delivery time

Four rumen-fistulated Holstein heifers (134 +/- 1 kg initial BW) were used in a 4 x 4 Latin square design to determine the effects of delaying daily feed delivery time on intake, ruminal fermentation, behavior, and stress response. Each 3-wk experimental period was preceded by 1 wk in which all animals were fed at 0800 h. Feed bunks were cleaned at 0745 h and feed offered at 0800 h (T0, no delay), 0900 (T1), 1000 (T2), and 1100 (T3) from d1 to 21 with measurements taken during wk 1 and 3. Heifers were able to see each other at all times. Concentrate and barley straw were offered in separate compartments of the feed bunks, once daily and for ad libitum intake. Ruminal pH and saliva cortisol concentrations were measured at 0, 4, 8, and 12 h postfeeding on d 3 and 17 of each experimental period. Fecal glucocorticoid metabolites were measured on d 17. Increasing length of delay in daily feed delivery time resulted in a quadratic response in concentrate DMI (low in T1 and T2; P = 0.002), whereas straw DMI was greatest in T1 and T3 (cubic P = 0.03). Treatments affected the distribution of DMI within the day with a linear decrease observed between 0800 and 1200 h but a linear increase during nighttimes (2000 to 0800 h), whereas T1 and T2 had reduced DMI between 1200 and 1600 h (quadratic P = 0.04). Water consumption (L/d) was not affected but decreased linearly when expressed as liters per kilogram of DMI (P = 0.01). Meal length was greatest and eating rate slowest in T1 and T2 (quadratic P <= 0.001). Size of the first meal after feed delivery was reduced in T1 on d 1 (cubic P = 0.05) and decreased linearly on d 2 (P = 0.01) after change. Concentrate eating and drinking time (shortest in T1) and straw eating time (longest in T1) followed a cubic trend (P = 0.02). Time spent lying down was shortest and ruminating in standing position longest in T1 and T2. Delay of feeding time resulted in greater daily maximum salivary cortisol concentration (quadratic P = 0.04), which was greatest at 0 h in T1 and at 12 h after feeding in T2 (P < 0.05). Daily mean fecal glucocorticoid metabolites were greatest in T1 and T3 (cubic P = 0.04). Ruminal pH showed a treatment effect at wk 1 because of increased values in T1 and T3 (cubic P = 0.01). Delaying feed delivery time was not detrimental for rumen function because a stress response was triggered, which led to reduced concentrate intake, eating rate, and size of first meal, and increased straw intake. Increased salivary cortisol suggests that animal welfare is compromised.

On the development of summer thunderstorms in the city of Sao Paulo: Mean meteorological characteristics and pollution effect

This study investigates how the summer thunderstorms developed over the city of Sao Paulo and if the pollution might affect its development or characteristics during the austral summer (December-January-February-March, DJFM months). A total of 605 days from December 1999 to March 2004 was separated as 241 thunderstorms days (TDs) and 364 non-thunderstorm days (NTDs). The analyses are performed by using hourly measurements of air temperature (T), web-bulb temperature (Tw), surface atmospheric pressure (P), wind velocity and direction, rainfall and thunder and lightning observations collected at the Meteorological Station of the University of Sao Paulo in conjunction with aerosol measurements obtained by AERONET (Aerosol Robotic Network), and the NCEP-DOE (National Centers for Environmental Prediction Department of Energy) reanalysis and radiosondes. The wind diurnal cycle shows that for TDs the morning flow is from the northwest rotating to the southeast after 16: 00 local time (LT) and it remains from the east until the night. For the NTDs, the wind is well characterized by the sea-breeze circulation that in the morning has the wind blowing from the northeast and in the afternoon from the southeast. The TDs show that the air temperature diurnal cycle presents higher amplitude and the maximum temperature of the day is 3.2 degrees C higher than in NTDs. Another important factor found is the difference between moisture that is higher during TDs. In terms of precipitation, the TDs represent 40% of total of days analyzed and those days are responsible for more than 60% of the total rain accumulation during the summer, for instance 50% of the TDs had more than 15.5mm day(-1) while the NTDs had 4 mm day(-1). Moreover, the rainfall distribution shows that TDs have higher rainfall rate intensities and an afternoon precipitation maximum; while in the NTDs there isn`t a defined precipitation diurnal cycle. The wind and temperature fields from NCEP reanalysis concur with the local weather station and radiosonde observations. The NCEP composites show that TDs are controlled by synoptic circulation characterized by a pre-frontal situation, with a baroclinic zone situated at southern part of Sao Paulo. In terms of pollution, this study employed the AERONET data to obtain the main aerosol characteristics in the atmospheric column for both TDs and NTDs. The particle size distribution and particle volume size distribution have similar concentrations for both TDs and NTDs and present a similar fine and coarse mode mean radius. In respect to the atmospheric loading, the aerosol optical depth (AOD) at different frequencies presented closed mean values for both TDs and NTDs that were statistically significant at 95% level. The spectral dependency of those values in conjunction with the Angstrom parameter reveal the higher concentration of the fine mode particles that are more likely to be hygroscopic and from urban areas. In summary, no significant aerosol effect could be found on the development of summer thunderstorms, suggesting the strong synoptic control by the baroclinic forcing for deep convective development. (C) 2010 Published by Elsevier B. V.

Rural property size drives patterns of upland and riparian forest retention in a tropical deforestation frontier

Deforestation in Brazilian Amazonia accounts for a disproportionate global scale fraction of both carbon emissions from biomass burning and biodiversity erosion through habitat loss. Here we use field- and remote-sensing data to examine the effects of private landholding size on the amount and type of forest cover retained within economically active rural properties in an aging southern Amazonian deforestation frontier. Data on both upland and riparian forest cover from a survey of 300 rural properties indicated that 49.4% (SD = 29.0%) of the total forest cover was maintained as of 2007. and that property size is a key regional-scale determinant of patterns of deforestation and land-use change. Small properties (<= 150 ha) retained a lower proportion of forest (20.7%, SD = 17.6) than did large properties (>150 ha; 55.6%, SD = 27.2). Generalized linear models showed that property size had a positive effect on remaining areas of both upland and total forest cover. Using a Landsat time-series, the age of first clear-cutting that could be mapped within the boundaries of each property had a negative effect on the proportion of upland, riparian, and total forest cover retained. Based on these data, we show contrasts in land-use strategies between smallholders and largeholders, as well as differences in compliance with legal requirements in relation to minimum forest cover set-asides within private landholdings. This suggests that property size structure must be explicitly considered in landscape-scale conservation planning initiatives guiding agro-pastoral frontier expansion into remaining areas of tropical forest. (C) 2010 Elsevier Ltd. All rights reserved.

Changes of a mutualistic network over time: reanalysis over a 10-year period

We analyzed the structure of a multispecific network or interacting ants and plants bearing extrafloral nectaries recorded in 1990 and again in 2000 in La Mancha, Veracruz, Mexico. We assessed the replicability of the number of interactions found among species and also whether there had been changes in the network structure associated with appearance of new ant and plant species during. that 10-year period. Our results show that the nested topology of the network was similar between sampling dates, group dissimilarity increased, mean number of interactions for ant species increased, the frequency distribution of standardized degrees reached higher values for plant species, more ant species and fewer plant species constituted the core of the more recent network, and the presence of new ant and plant species increased while their contribution to nestedness remained the same. Generalist species (i.e., those with the most links or interactions) appeared to maintain the stability of the network because the new species incorporated into the communities were linked to this core of generalists. Camponotus planatus was the most extreme generalist ant species (the one with the most links) in both networks, followed by four other ant species; but other species changed either their position along the continuum of generalists relative to specialists or their presence or absence within the network. Even though new species moved into the area during the decade between the surveys, the overall network structure remained unmodified.

Mean Motion in Stochastic Plasmas With a Space-Dependent Diffusion Coefficient

Radial transport in the tokamap, which has been proposed as a simple model for the motion in a stochastic plasma, is investigated. A theory for previous numerical findings is presented. The new results are stimulated by the fact that the radial diffusion coefficients is space-dependent. The space-dependence of the transport coefficient has several interesting effects which have not been elucidated so far. Among the new findings are the analytical predictions for the scaling of the mean radial displacement with time and the relation between the Fokker-Planck diffusion coefficient and the diffusion coefficient from the mean square displacement. The applicability to other systems is also discussed. (c) 2009 WILEY-VCH GmbH & Co. KGaA, Weinheim