Validation of improved TAMANN neural network for operational satellite-derived rainfall estimation in Africa

Real-time rainfall monitoring in Africa is of great practical importance for operational applications in hydrology and agriculture. Satellite data have been used in this context for many years because of the lack of surface observations. This paper describes an improved artificial neural network algorithm for operational applications. The algorithm combines numerical weather model information with the satellite data. Using this algorithm, daily rainfall estimates were derived for 4 yr of the Ethiopian and Zambian main rainy seasons and were compared with two other algorithms-a multiple linear regression making use of the same information as that of the neural network and a satellite-only method. All algorithms were validated against rain gauge data. Overall, the neural network performs best, but the extent to which it does so depends on the calibration/validation protocol. The advantages of the neural network are most evident when calibration data are numerous and close in space and time to the validation data. This result emphasizes the importance of a real-time calibration system.

Adjoint goal-based error norms for adaptive mesh ocean modelling

Flow in the world's oceans occurs at a wide range of spatial scales, from a fraction of a metre up to many thousands of kilometers. In particular, regions of intense flow are often highly localised, for example, western boundary currents, equatorial jets, overflows and convective plumes. Conventional numerical ocean models generally use static meshes. The use of dynamically-adaptive meshes has many potential advantages but needs to be guided by an error measure reflecting the underlying physics. A method of defining an error measure to guide an adaptive meshing algorithm for unstructured tetrahedral finite elements, utilizing an adjoint or goal-based method, is described here. This method is based upon a functional, encompassing important features of the flow structure. The sensitivity of this functional, with respect to the solution variables, is used as the basis from which an error measure is derived. This error measure acts to predict those areas of the domain where resolution should be changed. A barotropic wind driven gyre problem is used to demonstrate the capabilities of the method. The overall objective of this work is to develop robust error measures for use in an oceanographic context which will ensure areas of fine mesh resolution are used only where and when they are required. (c) 2006 Elsevier Ltd. All rights reserved.

Adaptive routing in active networks

New conceptual ideas on network architectures have been proposed in the recent past. Current store-andforward routers are replaced by active intermediate systems, which are able to perform computations on transient packets, in a way that results very helpful for developing and deploying new protocols in a short time. This paper introduces a new routing algorithm, based on a congestion metric, and inspired by the behavior of ants in nature. The use of the Active Networks paradigm associated with a cooperative learning environment produces a robust, decentralized algorithm capable of adapting quickly to changing conditions.

Parameter estimation using a particle method: inferring mixing coefficients from sea level observations

This paper presents a first attempt to estimate mixing parameters from sea level observations using a particle method based on importance sampling. The method is applied to an ensemble of 128 members of model simulations with a global ocean general circulation model of high complexity. Idealized twin experiments demonstrate that the method is able to accurately reconstruct mixing parameters from an observed mean sea level field when mixing is assumed to be spatially homogeneous. An experiment with inhomogeneous eddy coefficients fails because of the limited ensemble size. This is overcome by the introduction of local weighting, which is able to capture spatial variations in mixing qualitatively. As the sensitivity of sea level for variations in mixing is higher for low values of mixing coefficients, the method works relatively well in regions of low eddy activity.

Bayesian estimation of co-integrating thresholds in the term structure of interest rates.

Threshold Error Correction Models are used to analyse the term structure of interest Rates. The paper develops and uses a generalisation of existing models that encompasses both the Band and Equilibrium threshold models of [Balke and Fomby ((1997) Threshold cointegration. Int Econ Rev 38(3):627–645)] and estimates this model using a Bayesian approach. Evidence is found for threshold effects in pairs of longer rates but not in pairs of short rates. The Band threshold model is supported in preference to the Equilibrium model.

Bayesian estimation of willingness-to-pay where respondents mis-report their preferences

We introduce a modified conditional logit model that takes account of uncertainty associated with mis-reporting in revealed preference experiments estimating willingness-to-pay (WTP). Like Hausman et al. [Journal of Econometrics (1988) Vol. 87, pp. 239-269], our model captures the extent and direction of uncertainty by respondents. Using a Bayesian methodology, we apply our model to a choice modelling (CM) data set examining UK consumer preferences for non-pesticide food. We compare the results of our model with the Hausman model. WTP estimates are produced for different groups of consumers and we find that modified estimates of WTP, that take account of mis-reporting, are substantially revised downwards. We find a significant proportion of respondents mis-reporting in favour of the non-pesticide option. Finally, with this data set, Bayes factors suggest that our model is preferred to the Hausman model.

Model selection for the mixed logit with Bayesian estimation

In this paper, the mixed logit (ML) using Bayesian methods was employed to examine willingness-to-pay (WTP) to consume bread produced with reduced levels of pesticides so as to ameliorate environmental quality, from data generated by a choice experiment. Model comparison used the marginal likelihood, which is preferable for Bayesian model comparison and testing. Models containing constant and random parameters for a number of distributions were considered, along with models in ‘preference space’ and ‘WTP space’ as well as those allowing for misreporting. We found: strong support for the ML estimated in WTP space; little support for fixing the price coefficient a common practice advocated and adopted in the environmental economics literature; and, weak evidence for misreporting.

Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

Estimation of the stoichiometry of volatile fatty acid production in the rumen of lactating cows

The purpose of this study was to improve the prediction of the quantity and type of Volatile Fatty Acids (VFA) produced from fermented substrate in the rumen of lactating cows. A model was formulated that describes the conversion of substrate (soluble carbohydrates, starch, hemi-cellulose, cellulose, and protein) into VFA (acetate, propionate, butyrate, and other VFA). Inputs to the model were observed rates of true rumen digestion of substrates, whereas outputs were observed molar proportions of VFA in rumen fluid. A literature survey generated data of 182 diets (96 roughage and 86 concentrate diets). Coefficient values that define the conversion of a specific substrate into VFA were estimated meta-analytically by regression of the model against observed VFA molar proportions using non-linear regression techniques. Coefficient estimates significantly differed for acetate and propionate production in particular, between different types of substrate and between roughage and concentrate diets. Deviations of fitted from observed VFA molar proportions could be attributed to random error for 100%. In addition to regression against observed data, simulation studies were performed to investigate the potential of the estimation method. Fitted coefficient estimates from simulated data sets appeared accurate, as well as fitted rates of VFA production, although the model accounted for only a small fraction (maximally 45%) of the variation in VFA molar proportions. The simulation results showed that the latter result was merely a consequence of the statistical analysis chosen and should not be interpreted as an indication of inaccuracy of coefficient estimates. Deviations between fitted and observed values corresponded to those obtained in simulations. (c) 2005 Elsevier Ltd. All rights reserved.