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.

A review of time use models of residential electricity demand

Residential electricity demand in most European countries accounts for a major proportion of overall electricity consumption. The timing of residential electricity demand has significant impacts on carbon emissions and system costs. This paper reviews the data and methods used in time use studies in the context of residential electricity demand modelling. It highlights key issues which are likely to become more topical for research on the timing of electricity demand following the roll-out of smart metres.

The development of time-based prospective memory in childhood: the role of working memory updating

This large-scale study examined the development of time-based prospective memory (PM) across childhood and the roles that working memory updating and time monitoring play in driving age effects in PM performance. One hundred and ninety-seven children aged 5 to 14 years completed a time-based PM task where working memory updating load was manipulated within individuals using a dual task design. Results revealed age-related increases in PM performance across childhood. Working memory updating load had a negative impact on PM performance and monitoring behavior in older children, but this effect was smaller in younger children. Moreover, the frequency as well as the pattern of time monitoring predicted children’s PM performance. Our interpretation of these results is that processes involved in children’s PM may show a qualitative shift over development from simple, nonstrategic monitoring behavior to more strategic monitoring based on internal temporal models that rely specifically on working memory updating resources. We discuss this interpretation with regard to possible trade-off effects in younger children as well as alternative accounts.

A numerical model of the ionospheric signatures of time-varying magnetic reconnection: III. Quasi-instantaneous convection responses in the Cowley-Lockwood paradigm

Using a numerical implementation of the Cowley and Lockwood (1992) model of flow excitation in the magnetosphere–ionosphere (MI) system, we show that both an expanding (on a _12-min timescale) and a quasiinstantaneous response in ionospheric convection to the onset of magnetopause reconnection can be accommodated by the Cowley–Lockwood conceptual framework. This model has a key feature of time dependence, necessarily considering the history of the coupled MI system. We show that a residual flow, driven by prior magnetopause reconnection, can produce a quasi-instantaneous global ionospheric convection response; perturbations from an equilibrium state may also be present from tail reconnection, which will superpose constructively to give a similar effect. On the other hand, when the MI system is relatively free of pre-existing flow, we can most clearly see the expanding nature of the response. As the open-closed field line boundary will frequently be in motion from such prior reconnection (both at the dayside magnetopause and in the cross-tail current sheet), it is expected that there will usually be some level of combined response to dayside reconnection.

A numerical model of the ionospheric signatures of time-varying magnetic reconnection: II. Measuring expansions in the ionospheric flow response

A numerical model embodying the concepts of the Cowley-Lockwood (Cowley and Lockwood, 1992, 1997) paradigm has been used to produce a simple Cowley– Lockwood type expanding flow pattern and to calculate the resulting change in ion temperature. Cross-correlation, fixed threshold analysis and threshold relative to peak are used to determine the phase speed of the change in convection pattern, in response to a change in applied reconnection. Each of these methods fails to fully recover the expansion of the onset of the convection response that is inherent in the simulations. The results of this study indicate that any expansion of the convection pattern will be best observed in time-series data using a threshold which is a fixed fraction of the peak response. We show that these methods used to determine the expansion velocity can be used to discriminate between the two main models for the convection response to a change in reconnection.

A numerical model of the ionospheric signatures of time-varying magneticreconnection: I. ionospheric convection

This paper presents a numerical model for predicting the evolution of the pattern of ionospheric convection in response to general time-dependent magnetic reconnection at the dayside magnetopause and in the cross-tail current sheet of the geomagnetic tail. The model quantifies the concepts of ionospheric flow excitation by Cowley and Lockwood (1992), assuming a uniform spatial distribution of ionospheric conductivity. The model is demonstrated using an example in which travelling reconnection pulses commence near noon and then move across the dayside magnetopause towards both dawn and dusk. Two such pulses, 8 min apart, are used and each causes the reconnection to be active for 1 min at every MLT that they pass over. This example demonstrates how the convection response to a given change in the interplanetary magnetic field (via the reconnection rate) depends on the previous reconnection history. The causes of this effect are explained. The inherent assumptions and the potential applications of the model are discussed.

Challenging climate change and migration discourse: different understandings of time-scale and temporality in the Maldives

This article draws on ongoing research in the Maldives to explore differences between elite and non-elite perceptions of climate change and migration. It argues that, in addition to variations in perceptions based on diverse knowledge, priorities and agendas, there exists a more fundamental divergence based upon different understandings of the time-scale of climate change and related ideas of urgency and crisis. Specifically, elites tend to focus on a distant future which is generally abstracted from people’s everyday lived realities, as well as utilise the language of a climate change-induced migration ‘crisis’ in their discussions about impacts in a manner not envisaged by non-elites. The article concludes that, rather than unproblematically mapping global, external facing narratives wholesale onto ordinary people’s lives and experiences, there needs to be more dialogue between elites and non-elites on climate change and migration issues. These perspectives should be integrated more effectively in the development of policy interventions designed to help people adapt to the impacts of global environmental change.

Development of speech fluency over a short period of time: effects of pedagogic intervention

This study investigates the effects of a short-term pedagogic intervention on the development of L2 fluency among learners studying English for Academic purposes (EAP) at a university in the UK. It also examines the interaction between the development of fluency, and complexity and accuracy. Through a pre-test, post-test design, data were collected over a period of four weeks from learners performing monologic tasks. While the Control Group (CG) focused on developing general speaking and listening skills, the Experimental Group (EG) received awareness-raising activities and fluency strategy training in addition to general speaking and listening practice i.e following the syllabus. The data, coded in terms of a range of measures of fluency, accuracy and complexity, were subjected to repeated measures MANOVA, t-tests and correlations. The results indicate that after the intervention, while some fluency gains were achieved by the CG, the EG produced statistically more fluent language demonstrating a faster speech and articulation rate, longer runs and higher phonation time ratios. The significant correlations obtained between measures of accuracy and learners’ pauses in the CG suggest that pausing opportunities may have been linked to accuracy. The findings of the study have significant implications for L2 pedagogy, highlighting the effective impact of instruction on the development of fluency.

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Stabilizing a class of time delay systems using the Hermite-Biehler theorem

In this paper we use the Hermite-Biehler theorem to establish results for the design of fixed order controllers for a class of time delay systems. We extend results of the polynomial case to quasipolynomials using the property of interlacing in high frequencies of the class of time delay systems considered. (C) 2003 Elsevier B.V. All rights reserved.

Synthesis of PID controllers for a class of time delay systems

In this paper we use the Hermite-Biehler theorem to establish results on the design of proportional plus integral plus derivative (PID) controllers for a class of time delay systems. Using the property of interlacing at high frequencies of the class of systems considered and linear programming we obtain the set of all stabilizing PID controllers. As far as we know, previous results on the synthesis of PID controllers rely on the solution of transcendental equations. This paper also extends previous results on the synthesis of proportional controllers for a class of delay systems of retarded type to a larger class of delay systems. (C) 2009 Elsevier Ltd. All rights reserved.