Correlation between process cheese meltability determined by sensory analysis, computer vision method and Olson and Price test

The meltabilities of 14 process cheese samples were determined at 2 and 4 weeks after manufacture using sensory analysis, a computer vision method, and the Olson and Price test. Sensory analysis meltability correlated with both computer vision meltability (R-2 = 0.71, P < 0.001) and Olson and Price meltability (R-2 = 0.69, P < 0.001). There was a marked lack of correlation between the computer vision method and the Olson and Price test. This study showed that the Olson and Price test gave greater repeatability than the computer vision method. Results showed process cheese meltability decreased with increasing inorganic salt content and with lower moisture/fat ratios. There was very little evidence in this study to show that process cheese meltability changed between 2 and 4 weeks after manufacture..

The correlation structure of spatial autoregressions

This paper investigates how the correlations implied by a first-order simultaneous autoregressive (SAR(1)) process are affected by the weights matrix and the autocorrelation parameter. A graph theoretic representation of the covariances in terms of walks connecting the spatial units helps to clarify a number of correlation properties of the processes. In particular, we study some implications of row-standardizing the weights matrix, the dependence of the correlations on graph distance, and the behavior of the correlations at the extremes of the parameter space. Throughout the analysis differences between directed and undirected networks are emphasized. The graph theoretic representation also clarifies why it is difficult to relate properties ofW to correlation properties of SAR(1) models defined on irregular lattices.

Global retrieval of ATSR cloud parameters and evaluation (GRAPE): dataset assessment

The Along-Track Scanning Radiometers (ATSRs) provide a long time-series of measurements suitable for the retrieval of cloud properties. This work evaluates the freely-available Global Retrieval of ATSR Cloud Parameters and Evaluation (GRAPE) dataset (version 3) created from the ATSR-2 (1995�2003) and Advanced ATSR (AATSR; 2002 onwards) records. Users are recommended to consider only retrievals flagged as high-quality, where there is a good consistency between the measurements and the retrieved state (corresponding to about 60% of converged retrievals over sea, and more than 80% over land). Cloud properties are found to be generally free of any significant spurious trends relating to satellite zenith angle. Estimates of the random error on retrieved cloud properties are suggested to be generally appropriate for optically-thick clouds, and up to a factor of two too small for optically-thin cases. The correspondence between ATSR-2 and AATSR cloud properties is high, but a relative calibration difference between the sensors of order 5�10% at 660 nm and 870 nm limits the potential of the current version of the dataset for trend analysis. As ATSR-2 is thought to have the better absolute calibration, the discussion focusses on this portion of the record. Cloud-top heights from GRAPE compare well to ground-based data at four sites, particularly for shallow clouds. Clouds forming in boundary-layer inversions are typically around 1 km too high in GRAPE due to poorly-resolved inversions in the modelled temperature profiles used. Global cloud fields are compared to satellite products derived from the Moderate Resolution Imaging Spectroradiometer (MODIS), Cloud-Aerosol Lidar with Orthogonal Polarization (CALIOP) measurements, and a climatology of liquid water content derived from satellite microwave radiometers. In all cases the main reasons for differences are linked to differing sensitivity to, and treatment of, multi-layer cloud systems. The correlation coefficient between GRAPE and the two MODIS products considered is generally high (greater than 0.7 for most cloud properties), except for liquid and ice cloud effective radius, which also show biases between the datasets. For liquid clouds, part of the difference is linked to choice of wavelengths used in the retrieval. Total cloud cover is slightly lower in GRAPE (0.64) than the CALIOP dataset (0.66). GRAPE underestimates liquid cloud water path relative to microwave radiometers by up to 100 g m�2 near the Equator and overestimates by around 50 g m�2 in the storm tracks. Finally, potential future improvements to the algorithm are outlined.

The GRAPE aerosol retrieval algorithm

The aerosol component of the Oxford-Rutherford Aerosol and Cloud (ORAC) combined cloud and aerosol retrieval scheme is described and the theoretical performance of the algorithm is analysed. ORAC is an optimal estimation retrieval scheme for deriving cloud and aerosol properties from measurements made by imaging satellite radiometers and, when applied to cloud free radiances, provides estimates of aerosol optical depth at a wavelength of 550 nm, aerosol effective radius and surface reflectance at 550 nm. The aerosol retrieval component of ORAC has several incarnations – this paper addresses the version which operates in conjunction with the cloud retrieval component of ORAC (described by Watts et al., 1998), as applied in producing the Global Retrieval of ATSR Cloud Parameters and Evaluation (GRAPE) data-set.

Modeling data with structural and temporal correlation using lower level and higher level multilevel models

Novel imaging techniques are playing an increasingly important role in drug development, providing insight into the mechanism of action of new chemical entities. The data sets obtained by these methods can be large with complex inter-relationships, but the most appropriate statistical analysis for handling this data is often uncertain - precisely because of the exploratory nature of the way the data are collected. We present an example from a clinical trial using magnetic resonance imaging to assess changes in atherosclerotic plaques following treatment with a tool compound with established clinical benefit. We compared two specific approaches to handle the correlations due to physical location and repeated measurements: two-level and four-level multilevel models. The two methods identified similar structural variables, but higher level multilevel models had the advantage of explaining a greater proportion of variation, and the modeling assumptions appeared to be better satisfied.

A 3D cloud-construction algorithm for the EarthCARE satellite mission

This article presents and assesses an algorithm that constructs 3D distributions of cloud from passive satellite imagery and collocated 2D nadir profiles of cloud properties inferred synergistically from lidar, cloud radar and imager data. It effectively widens the active–passive retrieved cross-section (RXS) of cloud properties, thereby enabling computation of radiative fluxes and radiances that can be compared with measured values in an attempt to perform radiative closure experiments that aim to assess the RXS. For this introductory study, A-train data were used to verify the scene-construction algorithm and only 1D radiative transfer calculations were performed. The construction algorithm fills off-RXS recipient pixels by computing sums of squared differences (a cost function F) between their spectral radiances and those of potential donor pixels/columns on the RXS. Of the RXS pixels with F lower than a certain value, the one with the smallest Euclidean distance to the recipient pixel is designated as the donor, and its retrieved cloud properties and other attributes such as 1D radiative heating rates are consigned to the recipient. It is shown that both the RXS itself and Moderate Resolution Imaging Spectroradiometer (MODIS) imagery can be reconstructed extremely well using just visible and thermal infrared channels. Suitable donors usually lie within 10 km of the recipient. RXSs and their associated radiative heating profiles are reconstructed best for extensive planar clouds and less reliably for broken convective clouds. Domain-average 1D broadband radiative fluxes at the top of theatmosphere(TOA)for (21 km)2 domains constructed from MODIS, CloudSat andCloud–Aerosol Lidar and Infrared Pathfinder Satellite Observations (CALIPSO) data agree well with coincidental values derived from Clouds and the Earth’s Radiant Energy System (CERES) radiances: differences betweenmodelled and measured reflected shortwave fluxes are within±10Wm−2 for∼35% of the several hundred domains constructed for eight orbits. Correspondingly, for outgoing longwave radiation∼65% are within ±10Wm−2.

Performance assessment of a volcanic ash transport model mini-ensemble used for inverse modeling of the 2010 Eyjafjallajökull eruption

The requirement to forecast volcanic ash concentrations was amplified as a response to the 2010 Eyjafjallajökull eruption when ash safety limits for aviation were introduced in the European area. The ability to provide accurate quantitative forecasts relies to a large extent on the source term which is the emissions of ash as a function of time and height. This study presents source term estimations of the ash emissions from the Eyjafjallajökull eruption derived with an inversion algorithm which constrains modeled ash emissions with satellite observations of volcanic ash. The algorithm is tested with input from two different dispersion models, run on three different meteorological input data sets. The results are robust to which dispersion model and meteorological data are used. Modeled ash concentrations are compared quantitatively to independent measurements from three different research aircraft and one surface measurement station. These comparisons show that the models perform reasonably well in simulating the ash concentrations, and simulations using the source term obtained from the inversion are in overall better agreement with the observations (rank correlation = 0.55, Figure of Merit in Time (FMT) = 25–46%) than simulations using simplified source terms (rank correlation = 0.21, FMT = 20–35%). The vertical structures of the modeled ash clouds mostly agree with lidar observations, and the modeled ash particle size distributions agree reasonably well with observed size distributions. There are occasionally large differences between simulations but the model mean usually outperforms any individual model. The results emphasize the benefits of using an ensemble-based forecast for improved quantification of uncertainties in future ash crises.

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

Correlation shifts and real estate portfolio management

The success of any diversification strategy depends upon the quality of the estimated correlation between assets. It is well known, however, that there is a tendency for the average correlation among assets to increase when the market falls and vice-versa. Thus, assuming that the correlation between assets is a constant over time seems unrealistic. Nonetheless, these changes in the correlation structure as a consequence of changes in the market’s return suggests that correlation shifts can be modelled as a function of the market return. This is the idea behind the model of Spurgin et al (2000), which models the beta or systematic risk, of the asset as a function of the returns in the market. This is an approach that offers particular attractions to fund managers as it suggest ways by which they can adjust their portfolios to benefit from changes in overall market conditions. In this paper the Spurgin et al (2000) model is applied to 31 real estate market segments in the UK using monthly data over the period 1987:1 to 2000:12. The results show that a number of market segments display significant negative correlation shifts, while others show significantly positive correlation shifts. Using this information fund managers can make strategic and tactical portfolio allocation decisions based on expectations of market volatility alone and so help them achieve greater portfolio performance overall and especially during different phases of the real estate cycle.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

An improvement in clear-air turbulence forecasting based on spontaneous imbalance theory: the ULTURB algorithm

Recent research has shown that Lighthill–Ford spontaneous gravity wave generation theory, when applied to numerical model data, can help predict areas of clear-air turbulence. It is hypothesized that this is the case because spontaneously generated atmospheric gravity waves may initiate turbulence by locally modifying the stability and wind shear. As an improvement on the original research, this paper describes the creation of an ‘operational’ algorithm (ULTURB) with three modifications to the original method: (1) extending the altitude range for which the method is effective downward to the top of the boundary layer, (2) adding turbulent kinetic energy production from the environment to the locally produced turbulent kinetic energy production, and, (3) transforming turbulent kinetic energy dissipation to eddy dissipation rate, the turbulence metric becoming the worldwide ‘standard’. In a comparison of ULTURB with the original method and with the Graphical Turbulence Guidance second version (GTG2) automated procedure for forecasting mid- and upper-level aircraft turbulence ULTURB performed better for all turbulence intensities. Since ULTURB, unlike GTG2, is founded on a self-consistent dynamical theory, it may offer forecasters better insight into the causes of the clear-air turbulence and may ultimately enhance its predictability.

A simple analysis of thermodynamic properties for classical plasmas: I. theory

By eliminating the short range negative divergence of the Debye–Hückel pair distribution function, but retaining the exponential charge screening known to operate at large interparticle separation, the thermodynamic properties of one-component plasmas of point ions or charged hard spheres can be well represented even in the strong coupling regime. Predicted electrostatic free energies agree within 5% of simulation data for typical Coulomb interactions up to a factor of 10 times the average kinetic energy. Here, this idea is extended to the general case of a uniform ionic mixture, comprising an arbitrary number of components, embedded in a rigid neutralizing background. The new theory is implemented in two ways: (i) by an unambiguous iterative algorithm that requires numerical methods and breaks the symmetry of cross correlation functions; and (ii) by invoking generalized matrix inverses that maintain symmetry and yield completely analytic solutions, but which are not uniquely determined. The extreme computational simplicity of the theory is attractive when considering applications to complex inhomogeneous fluids of charged particles.

Aerosol-induced correlation between visibility and atmospheric electricity.

Atmospheric aerosol acts to both reduce the background concentration of natural cluster ions, and to attenuate optical propagation. Hence, the presence of aerosol has two consequences, the reduction of the air’s electrical conductivity and the visual range. Ion-aerosol theory and Koschmieder’s visibility theory are combined here to derive the related non-linear variation of the atmospheric electric potential gradient with visual range. A substantial sensitivity is found under poor visual range conditions, but, for good visual range conditions the sensitivity diminishes and little influence of local aerosol on the fair weather potential gradient occurs. This allows visual range measurements, made simply and routinely at many meteorological sites, to provide inference about the local air’s electrical properties.