Probabilistic evaluation of time series models : a comparison of several approaches

Several methods are examined which allow to produce forecasts for time series in the form of probability assignments. The necessary concepts are presented, addressing questions such as how to assess the performance of a probabilistic forecast. A particular class of models, cluster weighted models (CWMs), is given particular attention. CWMs, originally proposed for deterministic forecasts, can be employed for probabilistic forecasting with little modification. Two examples are presented. The first involves estimating the state of (numerically simulated) dynamical systems from noise corrupted measurements, a problem also known as filtering. There is an optimal solution to this problem, called the optimal filter, to which the considered time series models are compared. (The optimal filter requires the dynamical equations to be known.) In the second example, we aim at forecasting the chaotic oscillations of an experimental bronze spring system. Both examples demonstrate that the considered time series models, and especially the CWMs, provide useful probabilistic information about the underlying dynamical relations. In particular, they provide more than just an approximation to the conditional mean.

Wernicke’s aphasia reflects a combination of acoustic-phonological and semantic control deficits: A case-series comparison of Wernicke’s aphasia, semantic dementia and semantic aphasia

Wernicke’s aphasia (WA) is the classical neurological model of comprehension impairment and, as a result, the posterior temporal lobe is assumed to be critical to semantic cognition. This conclusion is potentially confused by (a) the existence of patient groups with semantic impairment following damage to other brain regions (semantic dementia and semantic aphasia) and (b) an ongoing debate about the underlying causes of comprehension impairment in WA. By directly comparing these three patient groups for the first time, we demonstrate that the comprehension impairment in Wernicke’s aphasia is best accounted for by dual deficits in acoustic-phonological analysis (associated with pSTG) and semantic cognition (associated with pMTG and angular gyrus). The WA group were impaired on both nonverbal and verbal comprehension assessments consistent with a generalised semantic impairment. This semantic deficit was most similar in nature to that of the semantic aphasia group suggestive of a disruption to semantic control processes. In addition, only the WA group showed a strong effect of input modality on comprehension, with accuracy decreasing considerably as acoustic-phonological requirements increased. These results deviate from traditional accounts which emphasise a single impairment and, instead, implicate two deficits underlying the comprehension disorder in WA.

Climate spectrum estimation in the presence of timescale errors.

We introduce an algorithm (called REDFITmc2) for spectrum estimation in the presence of timescale errors. It is based on the Lomb-Scargle periodogram for unevenly spaced time series, in combination with the Welch's Overlapped Segment Averaging procedure, bootstrap bias correction and persistence estimation. The timescale errors are modelled parametrically and included in the simulations for determining (1) the upper levels of the spectrum of the red-noise AR(1) alternative and (2) the uncertainty of the frequency of a spectral peak. Application of REDFITmc2 to ice core and stalagmite records of palaeoclimate allowed a more realistic evaluation of spectral peaks than when ignoring this source of uncertainty. The results support qualitatively the intuition that stronger effects on the spectrum estimate (decreased detectability and increased frequency uncertainty) occur for higher frequencies. The surplus information brought by algorithm REDFITmc2 is that those effects are quantified. Regarding timescale construction, not only the fixpoints, dating errors and the functional form of the age-depth model play a role. Also the joint distribution of all time points (serial correlation, stratigraphic order) determines spectrum estimation.

Using the significant dust deposition event on the glaciers of Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009 to develop a method for dating and "provenancing" of desert dust events recorded in snow pack

A significant desert dust deposition event occurred on Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009, where the deposited dust later appeared as a brown layer in the snow pack. An examination of dust transportation history and analysis of chemical and physical properties of the deposited dust were used to develop a new approach for high-resolution “provenancing” of dust deposition events recorded in snow pack using multiple independent techniques. A combination of SEVIRI red-green-blue composite imagery, MODIS atmospheric optical depth fields derived using the Deep Blue algorithm, air mass trajectories derived with HYSPLIT model and analysis of meteorological data enabled identification of dust source regions with high temporal (hours) and spatial (ca. 100 km) resolution. Dust, deposited on 5 May 2009, originated in the foothills of the Djebel Akhdar in eastern Libya where dust sources were activated by the intrusion of cold air from the Mediterranean Sea and Saharan low pressure system and transported to the Caucasus along the eastern Mediterranean coast, Syria and Turkey. Particles with an average diameter below 8 μm accounted for 90% of the measured particles in the sample with a mean of 3.58 μm, median 2.48 μm. The chemical signature of this long-travelled dust was significantly different from the locally-produced dust and close to that of soils collected in a palaeolake in the source region, in concentrations of hematite. Potential addition of dust from a secondary source in northern Mesopotamia introduced uncertainty in the “provenancing” of dust from this event. Nevertheless, the approach adopted here enables other dust horizons in the snowpack to be linked to specific dust transport events recorded in remote sensing and meteorological data archives.

Using the significant dust deposition event on the glaciers of Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009 to develop a method for dating and provenancing of desert dust events recorded in snow pack.

A significant desert dust deposition event occurred on Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009, where the deposited dust later appeared as a brown layer in the snow pack. An examination of dust transportation history and analysis of chemical and physical properties of the deposited dust were used to develop a new approach for high-resolution provenancing of dust deposition events recorded in snow pack using multiple independent techniques. A combination of SEVIRI red-green-blue composite imagery, MODIS atmospheric optical depth fields derived using the Deep Blue algorithm, air mass trajectories derived with HYSPLIT model and analysis of meteorological data enabled identification of dust source regions with high temporal (hours) and spatial (ca. 100 km) resolution. Dust, deposited on 5 May 2009, originated in the foothills of the Djebel Akhdar in eastern Libya where dust sources were activated by the intrusion of cold air from the Mediterranean Sea and Saharan low pressure system and transported to the Caucasus along the eastern Mediterranean coast, Syria and Turkey. Particles with an average diameter below 8 μm accounted for 90% of the measured particles in the sample with a mean of 3.58 μm, median 2.48 μm and the dominant mode of 0.60 μm. The chemical signature of this long-travelled dust was significantly different from the locally-produced dust and close to that of soils collected in a palaeolake in the source region, in concentrations of hematite and oxides of aluminium, manganese, and magnesium. Potential addition of dust from a secondary source in northern Mesopotamia introduced uncertainty in the provenancing of dust from this event. Nevertheless, the approach adopted here enables other dust horizons in the snowpack to be linked to specific dust transport events recorded in remote sensing and meteorological data archives.

Correlation between Fourier series expansion and Hückel orbital theory

The Fourier series can be used to describe periodic phenomena such as the one-dimensional crystal wave function. By the trigonometric treatements in Hückel theory it is shown that Hückel theory is a special case of Fourier series theory. Thus, the conjugated π system is in fact a periodic system. Therefore, it can be explained why such a simple theorem as Hückel theory can be so powerful in organic chemistry. Although it only considers the immediate neighboring interactions, it implicitly takes account of the periodicity in the complete picture where all the interactions are considered. Furthermore, the success of the trigonometric methods in Hückel theory is not accidental, as it based on the fact that Hückel theory is a specific example of the more general method of Fourier series expansion. It is also important for education purposes to expand a specific approach such as Hückel theory into a more general method such as Fourier series expansion.

The treatment of mental contamination: a case series

The recommended treatment for obsessive-compulsive disorder (OCD) is cognitive behavior therapy (CBT) incorporating exposure and response prevention (ERP), which is effective for approximately 50% of patients. However, there has been little advance in treatment outcomes since the introduction of ERP in 1979. It has been suggested that some progress can be made in treating contamination obsessions and washing compulsions by addressing feelings of dirtiness and contamination that arise without physical contact with a tangible contaminant. To date, the treatment of these “mental contamination” fears in OCD has not been systematically explored. This paper reports on a case series of 12 participants with OCD who received 10 to 20 sessions of a CBT-based treatment for mental contamination. At the end of treatment, 7 participants no longer met the diagnostic criteria for OCD and mental contamination and these gains were maintained at 6-month follow-up. The clinical implications of these findings are discussed.

Decline and recovery of total column ozone using a multimodel time series analysis

Simulations of 15 coupled chemistry climate models, for the period 1960–2100, are presented. The models include a detailed stratosphere, as well as including a realistic representation of the tropospheric climate. The simulations assume a consistent set of changing greenhouse gas concentrations, as well as temporally varying chlorofluorocarbon concentrations in accordance with observations for the past and expectations for the future. The ozone results are analyzed using a nonparametric additive statistical model. Comparisons are made with observations for the recent past, and the recovery of ozone, indicated by a return to 1960 and 1980 values, is investigated as a function of latitude. Although chlorine amounts are simulated to return to 1980 values by about 2050, with only weak latitudinal variations, column ozone amounts recover at different rates due to the influence of greenhouse gas changes. In the tropics, simulated peak ozone amounts occur by about 2050 and thereafter total ozone column declines. Consequently, simulated ozone does not recover to values which existed prior to the early 1980s. The results also show a distinct hemispheric asymmetry, with recovery to 1980 values in the Northern Hemisphere extratropics ahead of the chlorine return by about 20 years. In the Southern Hemisphere midlatitudes, ozone is simulated to return to 1980 levels only 10 years ahead of chlorine. In the Antarctic, annually averaged ozone recovers at about the same rate as chlorine in high latitudes and hence does not return to 1960s values until the last decade of the simulations.

Assessing levels of uncertainty in recent temperature time series

We examine to what degree we can expect to obtain accurate temperature trends for the last two decades near the surface and in the lower troposphere. We compare temperatures obtained from surface observations and radiosondes as well as satellite-based measurements from the Microwave Soundings Units (MSU), which have been adjusted for orbital decay and non-linear instrument-body effects, and reanalyses from the European Centre for Medium-Range Weather Forecasts (ERA) and the National Centre for Environmental Prediction (NCEP). In regions with abundant conventional data coverage, where the MSU has no major influence on the reanalysis, temperature anomalies obtained from microwave sounders, radiosondes and from both reanalyses agree reasonably. Where coverage is insufficient, in particular over the tropical oceans, large differences are found between the MSU and either reanalysis. These differences apparently relate to changes in the satellite data availability and to differing satellite retrieval methodologies, to which both reanalyses are quite sensitive over the oceans. For NCEP, this results from the use of raw radiances directly incorporated into the analysis, which make the reanalysis sensitive to changes in the underlying algorithms, e.g. those introduced in August 1992. For ERA, the bias-correction of the one-dimensional variational analysis may introduce an error when the satellite relative to which the correction is calculated is biased itself or when radiances change on a time scale longer than a couple of months, e.g. due to orbit decay. ERA inhomogeneities are apparent in April 1985, October/November 1986 and April 1989. These dates can be identified with the replacements of satellites. It is possible that a negative bias in the sea surface temperatures (SSTs) used in the reanalyses may have been introduced over the period of the satellite record. This could have resulted from a decrease in the number of ship measurements, a concomitant increase in the importance of satellite-derived SSTs, and a likely cold bias in the latter. Alternately, a warm bias in SSTs could have been caused by an increase in the percentage of buoy measurements (relative to deeper ship intake measurements) in the tropical Pacific. No indications for uncorrected inhomogeneities of land surface temperatures could be found. Near-surface temperatures have biases in the boundary layer in both reanalyses, presumably due to the incorrect treatment of snow cover. The increase of near-surface compared to lower tropospheric temperatures in the last two decades may be due to a combination of several factors, including high-latitude near-surface winter warming due to an enhanced NAO and upper-tropospheric cooling due to stratospheric ozone decrease.

Statistical analysis of eight surface ozone measurement series for various sites in Ireland

Data from various stations having different measurement record periods between 1988 and 2007 are analyzed to investigate the surface ozone concentration, long-term trends, and seasonal changes in and around Ireland. Time series statistical analysis is performed on the monthly mean data using seasonal and trend decomposition procedures and the Box-Jenkins approach (autoregressive integrated moving average). In general, ozone concentrations in the Irish region are found to have a negative trend at all sites except at the coastal sites of Mace Head and Valentia. Data from the most polluted Dublin city site have shown a very strong negative trend of −0.33 ppb/yr with a 95% confidence limit of 0.17 ppb/yr (i.e., −0.33 ± 0.17) for the period 2002−2007, and for the site near the city of Cork, the trend is found to be −0.20 ± 0.11 ppb/yr over the same period. The negative trend for other sites is more pronounced when the data span is considered from around the year 2000 to 2007. Rural sites of Wexford and Monaghan have also shown a very strong negative trend of −0.99 ± 0.13 and −0.58 ± 0.12, respectively, for the period 2000−2007. Mace Head, a site that is representative of ozone changes in the air advected from the Atlantic to Europe in the marine planetary boundary layer, has shown a positive trend of about +0.16 ± 0.04 ppb per annum over the entire period 1988−2007, but this positive trend has reduced during recent years (e.g., in the period 2001−2007). Cluster analysis for back trajectories are performed for the stations having a long record of data, Mace Head and Lough Navar. For Mace Head, the northern and western clean air sectors have shown a similar positive trend (+0.17 ± 0.02 ppb/yr for the northern sector and +0.18 ± 0.02 ppb/yr for the western sector) for the whole period, but partial analysis for the clean western sector at Mace Head shows different trends during different time periods with a decrease in the positive trend since 1988 indicating a deceleration in the ozone trend for Atlantic air masses entering Europe.

New age estimates for the Palaeolithic assemblages and Pleistocene succession of Casablanca, Morocco

Marine and aeolian Quaternary sediments from Casablanca, Morocco were dated using the optically stimulated luminescence (OSL) signal of quartz grains. These sediments form part of an extensive succession spanning the Pleistocene, and contain a rich faunal and archaeological record, including an Acheulian lithic assemblage from before the Brunhes–Matayama boundary, and a Homo erectus jaw from younger cave deposits. Sediment samples from the sites of Reddad Ben Ali, Oulad J’mel, Sidi Abderhamane and Thomas Quarries have been dated, in order to assess the upper limits of OSL. The revision of previously measured mammalian tooth enamel electron spin resonance (ESR) dates from the Grotte des Rhinocéros, Oulad Hamida Quarry 1, incorporating updated environmental dose rate measurements and attenuation calculations, also provide chronological constraint for the archaeological material preserved at Thomas Quarries. Several OSL age estimates extend back to around 500,000 years, with a single sample providing an OSL age close to 1 Ma in magnetically reversed sediments. These luminescence dates are some of the oldest determined, and their reliability is assessed using both internal criteria based on stratigraphic consistency, and external lithostratigraphic, morphostratigraphic and independent chronological constraints. For most samples, good internal agreement is observed using single aliquot regenerative-dose OSL measurements, while multiple aliquot additive-dose measurements generally have poorer resolution and consistency. Novel slow-component and component-resolved OSL approaches applied to four samples provide significantly enhanced dating precision, and an examination of the degree of signal zeroing at deposition. A comparison of the OSL age estimates with the updated ESR dates and one U-series date demonstrate that this method has great potential for providing reliable age estimates for sediments of this antiquity. We consider the cause of some slight age inversion observed at Thomas Quarries, and provide recommendations for further luminescence dating within this succession.

Component-resolved bleaching spectra of quartz optically stimulated luminescence: preliminary results and implications for dating

Bleaching spectra of the ‘fast’ and ‘medium’ optically stimulated luminescence (OSL) components of quartz are reported. A dependence of photoionization cross-section, σ, on wavelength was observed for the fast and medium components and a significant difference in their responses to stimulation wavelength was found. The ratio of the fast and medium photoionization cross-sections, σfast/σmedium, varied from 30.6 when stimulated with View the MathML source light to 1.4 at View the MathML source. At View the MathML source the fast and medium photoionization cross-sections were found to be sufficiently different that infrared bleaching at raised temperatures allowed the selective removal of the fast component with negligible depletion of the medium. A method for optically separating the OSL components of quartz is suggested, based on the wavelength dependence of photoionization cross-sections.

Optical dating of quartz from young samples and the effects of pre-heat temperature

The optically stimulated luminescence (OSL) signal within quartz may be enhanced by thermal transfer during pre-heating. This may occur via a thermally induced charge transfer from low temperature traps to the OSL traps. Thermal transfer may affect both natural and artificially irradiated samples. The effect, as empirically measured via recuperation tests, is typically observed to be negligible for old samples (<1% of natural signal). However, thermal transfer remains a major concern in the dating of young samples as thermal decay and transfers of geologically unstable traps (typically in the TL range 160–280°C) may be incomplete. Upon pre-heating such a sample might undergo thermal transfer to the dating trap and result in a De overestimate. As a result, there has been a tendency for workers to adopt less rigorous pre-heats for young samples. We have investigated the pre-heat dependence of 23 young quartz samples from various depositional environments using pre-heats between 170°C and 300°C, employing the single aliquot regeneration (SAR) protocol. SAR De's were also calculated for 25 additional young quartz samples of different depositional environments and compared with previous multiple aliquot additive dose (MAAD) data. Results demonstrate no significant De dependence upon pre-heat temperatures. A close correspondence between MAAD data and the current SAR data for the samples tested is also illustrated.