A multiple error-correction model of housing supply

This paper considers supply dynamics in the context of the Irish residential market. The analysis, in a multiple error-correction framework, reveals that although developers did respond to disequilibrium in supply, the rate of adjustment was relatively slow. In contrast, however, disequilibrium in demand did not impact upon supply, suggesting that inelastic supply conditions could explain the prolonged nature of the boom in the Irish market. Increased elasticity in the later stages of the boom may have been a contributory factor in the extent of the house price falls observed in recent years.

Representation of model error in a convective-scale ensemble prediction system

In this paper ensembles of forecasts (of up to six hours) are studied from a convection-permitting model with a representation of model error due to unresolved processes. The ensemble prediction system (EPS) used is an experimental convection-permitting version of the UK Met Office’s 24- member Global and Regional Ensemble Prediction System (MOGREPS). The method of representing model error variability, which perturbs parameters within the model’s parameterisation schemes, has been modified and we investigate the impact of applying this scheme in different ways. These are: a control ensemble where all ensemble members have the same parameter values; an ensemble where the parameters are different between members, but fixed in time; and ensembles where the parameters are updated randomly every 30 or 60 min. The choice of parameters and their ranges of variability have been determined from expert opinion and parameter sensitivity tests. A case of frontal rain over the southern UK has been chosen, which has a multi-banded rainfall structure. The consequences of including model error variability in the case studied are mixed and are summarised as follows. The multiple banding, evident in the radar, is not captured for any single member. However, the single band is positioned in some members where a secondary band is present in the radar. This is found for all ensembles studied. Adding model error variability with fixed parameters in time does increase the ensemble spread for near-surface variables like wind and temperature, but can actually decrease the spread of the rainfall. Perturbing the parameters periodically throughout the forecast does not further increase the spread and exhibits “jumpiness” in the spread at times when the parameters are perturbed. Adding model error variability gives an improvement in forecast skill after the first 2–3 h of the forecast for near-surface temperature and relative humidity. For precipitation skill scores, adding model error variability has the effect of improving the skill in the first 1–2 h of the forecast, but then of reducing the skill after that. Complementary experiments were performed where the only difference between members was the set of parameter values (i.e. no initial condition variability). The resulting spread was found to be significantly less than the spread from initial condition variability alone.

Linkages between property asset returns and interest rates: evidence for the UK

This paper considers the effect of short- and long-term interest rates, and interest rate spreads upon real estate index returns in the UK. Using Johansen's vector autoregressive framework, it is found that the real estate index cointegrates with the term spread, but not with the short or long rates themselves. Granger causality tests indicate that movements in short term interest rates and the spread cause movements in the returns series. However, decomposition of the forecast error variances from VAR models indicate that changes in these variables can only explain a small proportion of the overall variability of the returns, and that the effect has fully worked through after two months. The results suggest that these financial variables could potentially be used as leading indicators for real estate markets, with corresponding implications for return predictability.

Implications of model error for numerical climate prediction

Numerical climate models constitute the best available tools to tackle the problem of climate prediction. Two assumptions lie at the heart of their suitability: (1) a climate attractor exists, and (2) the numerical climate model's attractor lies on the actual climate attractor, or at least on the projection of the climate attractor on the model's phase space. In this contribution, the Lorenz '63 system is used both as a prototype system and as an imperfect model to investigate the implications of the second assumption. By comparing results drawn from the Lorenz '63 system and from numerical weather and climate models, the implications of using imperfect models for the prediction of weather and climate are discussed. It is shown that the imperfect model's orbit and the system's orbit are essentially different, purely due to model error and not to sensitivity to initial conditions. Furthermore, if a model is a perfect model, then the attractor, reconstructed by sampling a collection of initialised model orbits (forecast orbits), will be invariant to forecast lead time. This conclusion provides an alternative method for the assessment of climate models.

Systematic model forecast error in Rossby wave structure

Diabatic processes can alter Rossby wave structure; consequently errors arising from model processes propagate downstream. However, the chaotic spread of forecasts from initial condition uncertainty renders it difficult to trace back from root mean square forecast errors to model errors. Here diagnostics unaffected by phase errors are used, enabling investigation of systematic errors in Rossby waves in winter-season forecasts from three operational centers. Tropopause sharpness adjacent to ridges decreases with forecast lead time. It depends strongly on model resolution, even though models are examined on a common grid. Rossby wave amplitude reduces with lead time up to about five days, consistent with under-representation of diabatic modification and transport of air from the lower troposphere into upper-tropospheric ridges, and with too weak humidity gradients across the tropopause. However, amplitude also decreases when resolution is decreased. Further work is necessary to isolate the contribution from errors in the representation of diabatic processes.

Type-1 error inflation in the traditional by-participant analysis to metamemory accuracy: a generalized mixed-effects model perspective

In order to examine metacognitive accuracy (i.e., the relationship between metacognitive judgment and memory performance), researchers often rely on by-participant analysis, where metacognitive accuracy (e.g., resolution, as measured by the gamma coefficient or signal detection measures) is computed for each participant and the computed values are entered into group-level statistical tests such as the t-test. In the current work, we argue that the by-participant analysis, regardless of the accuracy measurements used, would produce a substantial inflation of Type-1 error rates, when a random item effect is present. A mixed-effects model is proposed as a way to effectively address the issue, and our simulation studies examining Type-1 error rates indeed showed superior performance of mixed-effects model analysis as compared to the conventional by-participant analysis. We also present real data applications to illustrate further strengths of mixed-effects model analysis. Our findings imply that caution is needed when using the by-participant analysis, and recommend the mixed-effects model analysis.

Tempo, magnitude e o mito do cinema moderno

Neste texto, irei abordar três filmes ambientados em Portugal, cujas locações oferecem uma visão privilegiada da função do tempo e da magnitude no cinema, os quais, por sua vez, nos permitem reavaliar as categorias de clássico, moderno e pós-moderno aplicadas a esse meio. Trata-se de O estado das coisas (Der Stand der Dinge, Wim Wenders, 1982), Terra estrangeira (Walter Salles and Daniela Thomas, 1995) e Mistérios de Lisboa (Raúl Ruiz, 2010). Neles, a cidade se compõe de círculos viciosos, espelhos, réplicas e mise-en-abyme que interrompem o movimento vertiginoso característico da cidade modernista do cinema dos anos 20. Curiosamente, é também o lugar em que a assim chamada estética pós-moderna finalmente encontra abrigo em contos auto-irônicos que expõem as insuficiências dos mecanismos narrativos no cinema. Para compensá-las, recorre-se a procedimentos de intermídia, tais como fotografias de polaroid em O estado das coisas ou um teatro de papelão em Mistérios de Lisboa, que transformam uma realidade incomensurável em miniaturas fáceis de enquadrar e manipular. O real assim diminuído, no entanto, se revela um simulacro decepcionante, um ersatz da memória que evidencia o caráter ilusório da teleologia cosmopolita. Em minha abordagem, começarei por examinar a gênese interligada e transnacional desses filmes que resultou em três visões correlatas mas muito diversas do fim da história e da narrativa, típico da estética pós-moderna. A seguir, irei considerar o miniaturismo intermedial como uma tentativa de congelar o tempo no interior do movimento, uma equação que inevitavelmente nos remete ao binário deleuziano tempo-movimento, que também irei revisitar com o fim de distingui-lo da oposição entre cinema clássico e moderno. Por fim, irei propor a stasis reflexiva e a inversão de escala como demonominadores comuns entre todos os projetos ditos modernos, que por esta razão, segundo creio, são mais confiáveis que a modernidade enquanto indicadores de valores artísticos e políticos.

Evidence that nematodes may vector the soft rot-causing enterobacterial phytopathogens

Bacterial soft rot is a globally significant plant disease that causes major losses in the production of many popular crops, such as potato. Little is known about the dispersal and ecology of soft-rot enterobacteria, and few animals have been identified as vectors for these pathogens. This study investigates whether soil-living and bacterial-feeding nematodes could act as vectors for the dispersal of soft-rot enterobacteria to plants. Soft-rot enterobacteria associated with nematodes were quantified and visualized through bacterial enumeration, GFP-tagging, and confocal and electron scanning microscopy. Soft-rot enterobacteria were able to withstand nematode grazing, colonize the gut of Caenorhabditis elegans and subsequently disperse to plant material while remaining virulent. Two nematode species were also isolated from a rotten potato sample obtained from a potato storage facility in Finland. Furthermore, one of these isolates (Pristionchus sp. FIN-1) was shown to be able to disperse soft-rot enterobacteria to plant material. The interaction of nematodes and soft-rot enterobacteria seems to be more mutualistic rather than pathogenic, but more research is needed to explain how soft-rot enterobacteria remain viable inside nematodes.

Reliability comparison of transmit/receive diversity and error control coding in low-power medium access control protocols

Low-power medium access control (MAC) protocols used for communication of energy constraint wireless embedded devices do not cope well with situations where transmission channels are highly erroneous. Existing MAC protocols discard corrupted messages which lead to costly retransmissions. To improve transmission performance, it is possible to include an error correction scheme and transmit/receive diversity. It is possible to add redundant information to transmitted packets in order to recover data from corrupted packets. It is also possible to make use of transmit/receive diversity via multiple antennas to improve error resiliency of transmissions. Both schemes may be used in conjunction to further improve the performance. In this study, the authors show how an error correction scheme and transmit/receive diversity can be integrated in low-power MAC protocols. Furthermore, the authors investigate the achievable performance gains of both methods. This is important as both methods have associated costs (processing requirements; additional antennas and power) and for a given communication situation it must be decided which methods should be employed. The authors’ results show that, in many practical situations, error control coding outperforms transmission diversity; however, if very high reliability is required, it is useful to employ both schemes together.

How well can we measure the ocean’s mean dynamic topography from space?

Recent gravity missions have produced a dramatic improvement in our ability to measure the ocean’s mean dynamic topography (MDT) from space. To fully exploit this oceanic observation, however, we must quantify its error. To establish a baseline, we first assess the error budget for an MDT calculated using a 3rd generation GOCE geoid and the CLS01 mean sea surface (MSS). With these products, we can resolve MDT spatial scales down to 250 km with an accuracy of 1.7 cm, with the MSS and geoid making similar contributions to the total error. For spatial scales within the range 133–250 km the error is 3.0 cm, with the geoid making the greatest contribution. For the smallest resolvable spatial scales (80–133 km) the total error is 16.4 cm, with geoid error accounting for almost all of this. Relative to this baseline, the most recent versions of the geoid and MSS fields reduce the long and short-wavelength errors by 0.9 and 3.2 cm, respectively, but they have little impact in the medium-wavelength band. The newer MSS is responsible for most of the long-wavelength improvement, while for the short-wavelength component it is the geoid. We find that while the formal geoid errors have reasonable global mean values they fail capture the regional variations in error magnitude, which depend on the steepness of the sea floor topography.

The role of the harmonic vector average in motion integration

The local speeds of object contours vary systematically with the cosine of the angle between the normal component of the local velocity and the global object motion direction. An array of Gabor elements whose speed changes with local spatial orientation in accordance with this pattern can appear to move as a single surface. The apparent direction of motion of plaids and Gabor arrays has variously been proposed to result from feature tracking, vector addition and vector averaging in addition to the geometrically correct global velocity as indicated by the intersection of constraints (IOC) solution. Here a new combination rule, the harmonic vector average (HVA), is introduced, as well as a new algorithm for computing the IOC solution. The vector sum can be discounted as an integration strategy as it increases with the number of elements. The vector average over local vectors that vary in direction always provides an underestimate of the true global speed. The HVA, however, provides the correct global speed and direction for an unbiased sample of local velocities with respect to the global motion direction, as is the case for a simple closed contour. The HVA over biased samples provides an aggregate velocity estimate that can still be combined through an IOC computation to give an accurate estimate of the global velocity, which is not true of the vector average. Psychophysical results for type II Gabor arrays show perceived direction and speed falls close to the IOC direction for Gabor arrays having a wide range of orientations but the IOC prediction fails as the mean orientation shifts away from the global motion direction and the orientation range narrows. In this case perceived velocity generally defaults to the HVA.

Observation impact in data assimilation: the effect of non-Gaussian observation error.

Data assimilation methods which avoid the assumption of Gaussian error statistics are being developed for geoscience applications. We investigate how the relaxation of the Gaussian assumption affects the impact observations have within the assimilation process. The effect of non-Gaussian observation error (described by the likelihood) is compared to previously published work studying the effect of a non-Gaussian prior. The observation impact is measured in three ways: the sensitivity of the analysis to the observations, the mutual information, and the relative entropy. These three measures have all been studied in the case of Gaussian data assimilation and, in this case, have a known analytical form. It is shown that the analysis sensitivity can also be derived analytically when at least one of the prior or likelihood is Gaussian. This derivation shows an interesting asymmetry in the relationship between analysis sensitivity and analysis error covariance when the two different sources of non-Gaussian structure are considered (likelihood vs. prior). This is illustrated for a simple scalar case and used to infer the effect of the non-Gaussian structure on mutual information and relative entropy, which are more natural choices of metric in non-Gaussian data assimilation. It is concluded that approximating non-Gaussian error distributions as Gaussian can give significantly erroneous estimates of observation impact. The degree of the error depends not only on the nature of the non-Gaussian structure, but also on the metric used to measure the observation impact and the source of the non-Gaussian structure.

Estimating correlated observation error statistics using an ensemble transform Kalman filter

For certain observing types, such as those that are remotely sensed, the observation errors are correlated and these correlations are state- and time-dependent. In this work, we develop a method for diagnosing and incorporating spatially correlated and time-dependent observation error in an ensemble data assimilation system. The method combines an ensemble transform Kalman filter with a method that uses statistical averages of background and analysis innovations to provide an estimate of the observation error covariance matrix. To evaluate the performance of the method, we perform identical twin experiments using the Lorenz ’96 and Kuramoto-Sivashinsky models. Using our approach, a good approximation to the true observation error covariance can be recovered in cases where the initial estimate of the error covariance is incorrect. Spatial observation error covariances where the length scale of the true covariance changes slowly in time can also be captured. We find that using the estimated correlated observation error in the assimilation improves the analysis.

Nonlinear identification using orthogonal forward regression with nested optimal regularization

An efficient data based-modeling algorithm for nonlinear system identification is introduced for radial basis function (RBF) neural networks with the aim of maximizing generalization capability based on the concept of leave-one-out (LOO) cross validation. Each of the RBF kernels has its own kernel width parameter and the basic idea is to optimize the multiple pairs of regularization parameters and kernel widths, each of which is associated with a kernel, one at a time within the orthogonal forward regression (OFR) procedure. Thus, each OFR step consists of one model term selection based on the LOO mean square error (LOOMSE), followed by the optimization of the associated kernel width and regularization parameter, also based on the LOOMSE. Since like our previous state-of-the-art local regularization assisted orthogonal least squares (LROLS) algorithm, the same LOOMSE is adopted for model selection, our proposed new OFR algorithm is also capable of producing a very sparse RBF model with excellent generalization performance. Unlike our previous LROLS algorithm which requires an additional iterative loop to optimize the regularization parameters as well as an additional procedure to optimize the kernel width, the proposed new OFR algorithm optimizes both the kernel widths and regularization parameters within the single OFR procedure, and consequently the required computational complexity is dramatically reduced. Nonlinear system identification examples are included to demonstrate the effectiveness of this new approach in comparison to the well-known approaches of support vector machine and least absolute shrinkage and selection operator as well as the LROLS algorithm.