Review of tropospheric bomb C-14 data for carbon cycle modeling and age calibration purposes

Comprehensive published radiocarbon data from selected atmospheric records, tree rings, and recent organic matter were analyzed and grouped into 4 different zones (three for the Northern Hemisphere and one for the whole Southern Hemisphere). These C-14 data for the summer season of each hemisphere were employed to construct zonal, hemispheric, and global data sets for use in regional and global carbon model calculations including calibrating and comparing carbon cycle models. In addition, extended monthly atmospheric C-14 data sets for 4 different zones were compiled for age calibration purposes. This is the first time these data sets were constructed to facilitate the dating of recent organic material using the bomb C-14 curves. The distribution of bomb C-14 reflects the major zones of atmospheric circulation.

Aerosol optical depths over North Africa: 2. Modeling and model validation

An operational dust forecasting model is developed by including the Met Office Hadley Centre climate model dust parameterization scheme, within a Met Office regional numerical weather prediction (NWP) model. The model includes parameterizations for dust uplift, dust transport, and dust deposition in six discrete size bins and provides diagnostics such as the aerosol optical depth. The results are compared against surface and satellite remote sensing measurements and against in situ measurements from the Facility for Atmospheric Airborne Measurements for a case study when a strong dust event was forecast. Comparisons are also performed against satellite and surface instrumentation for the entire month of August. The case study shows that this Saharan dust NWP model can provide very good guidance of dust events, as much as 42 h ahead. The analysis of monthly data suggests that the mean and variability in the dust model is also well represented.

Solute transport in crystalline rocks at Äspö — I: Geological basis and model calibration

Water-conducting faults and fractures were studied in the granite-hosted A¨ spo¨ Hard Rock Laboratory (SE Sweden). On a scale of decametres and larger, steeply dipping faults dominate and contain a variety of different fault rocks (mylonites, cataclasites, fault gouges). On a smaller scale, somewhat less regular fracture patterns were found. Conceptual models of the fault and fracture geometries and of the properties of rock types adjacent to fractures were derived and used as input for the modelling of in situ dipole tracer tests that were conducted in the framework of the Tracer Retention Understanding Experiment (TRUE-1) on a scale of metres. After the identification of all relevant transport and retardation processes, blind predictions of the breakthroughs of conservative to moderately sorbing tracers were calculated and then compared with the experimental data. This paper provides the geological basis and model calibration, while the predictive and inverse modelling work is the topic of the companion paper [J. Contam. Hydrol. 61 (2003) 175]. The TRUE-1 experimental volume is highly fractured and contains the same types of fault rocks and alterations as on the decametric scale. The experimental flow field was modelled on the basis of a 2D-streamtube formalism with an underlying homogeneous and isotropic transmissivity field. Tracer transport was modelled using the dual porosity medium approach, which is linked to the flow model by the flow porosity. Given the substantial pumping rates in the extraction borehole, the transport domain has a maximum width of a few centimetres only. It is concluded that both the uncertainty with regard to the length of individual fractures and the detailed geometry of the network along the flowpath between injection and extraction boreholes are not critical because flow is largely one-dimensional, whether through a single fracture or a network. Process identification and model calibration were based on a single uranine breakthrough (test PDT3), which clearly showed that matrix diffusion had to be included in the model even over the short experimental time scales, evidenced by a characteristic shape of the trailing edge of the breakthrough curve. Using the geological information and therefore considering limited matrix diffusion into a thin fault gouge horizon resulted in a good fit to the experiment. On the other hand, fresh granite was found not to interact noticeably with the tracers over the time scales of the experiments. While fracture-filling gouge materials are very efficient in retarding tracers over short periods of time (hours–days), their volume is very small and, with time progressing, retardation will be dominated by altered wall rock and, finally, by fresh granite. In such rocks, both porosity (and therefore the effective diffusion coefficient) and sorption Kds are more than one order of magnitude smaller compared to fault gouge, thus indicating that long-term retardation is expected to occur but to be less pronounced.

The zero-inflated Conway-Maxwell-Poisson distribution: Bayesian inference, regression modeling and influence diagnostic

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Height variability from the MIROC - IPCC model for the 20th century compared to that of the TOPEX/POSEIDON altimeter

Planetary waves are key to large-scale dynamical adjustment in the global ocean as they transfer energy from the east to the west side of oceanic basins; they connect the forcing in the ocean interior with the variability at its boundaries: and they change the local heat content, thus coupling oceanic, atmospheric, and biological processes. Planetary waves, mostly of the first baroclinic mode, are observed as distinctive patterns in global time series of sea surface height anomaly (SSHA) and heat storage. The goal of this study is to compare and validate large-scale SSHA signals from coupled ocean-atmosphere general circulation Model for Interdisciplinary Research on Climate (MIROC) with TOPEX/POSEIDON satellite altimeter observations. The last decade of the models` time series is selected for comparison with the altimeter data. The wave patterns are separated from the meso- and large-scale SSHA signals by digital filters calibrated to select the same spectral bands in both model and altimeter data. The band-wise comparison allows for an assessment of the model skill to simulate the dynamical components of the observed wave field. Comparisons regarding both the seasonal cycle and the Rossby wave Held differ significantly among basins. When carried within the same basin, differences can occur between equal latitudes in opposite hemispheres. Furthermore, at some latitudes the MIROC reproduces biannual, annual and semiannual planetary waves with phase speeds and average amplitudes similar to those observed by the altimeter, but with significant differences in phase. (C) 2008 Elsevier Ltd. All rights reserved.

Error modeling and calibration of exteroceptive sensors for accurate mapping applications

Reliable robotic perception and planning are critical to performing autonomous actions in uncertain, unstructured environments. In field robotic systems, automation is achieved by interpreting exteroceptive sensor information to infer something about the world. This is then mapped to provide a consistent spatial context, so that actions can be planned around the predicted future interaction of the robot and the world. The whole system is as reliable as the weakest link in this chain. In this paper, the term mapping is used broadly to describe the transformation of range-based exteroceptive sensor data (such as LIDAR or stereo vision) to a fixed navigation frame, so that it can be used to form an internal representation of the environment. The coordinate transformation from the sensor frame to the navigation frame is analyzed to produce a spatial error model that captures the dominant geometric and temporal sources of mapping error. This allows the mapping accuracy to be calculated at run time. A generic extrinsic calibration method for exteroceptive range-based sensors is then presented to determine the sensor location and orientation. This allows systematic errors in individual sensors to be minimized, and when multiple sensors are used, it minimizes the systematic contradiction between them to enable reliable multisensor data fusion. The mathematical derivations at the core of this model are not particularly novel or complicated, but the rigorous analysis and application to field robotics seems to be largely absent from the literature to date. The techniques in this paper are simple to implement, and they offer a significant improvement to the accuracy, precision, and integrity of mapped information. Consequently, they should be employed whenever maps are formed from range-based exteroceptive sensor data. © 2009 Wiley Periodicals, Inc.

Ground water model calibration using pilot points and regularization

Use of nonlinear parameter estimation techniques is now commonplace in ground water model calibration. However, there is still ample room for further development of these techniques in order to enable them to extract more information from calibration datasets, to more thoroughly explore the uncertainty associated with model predictions, and to make them easier to implement in various modeling contexts. This paper describes the use of pilot points as a methodology for spatial hydraulic property characterization. When used in conjunction with nonlinear parameter estimation software that incorporates advanced regularization functionality (such as PEST), use of pilot points can add a great deal of flexibility to the calibration process at the same time as it makes this process easier to implement. Pilot points can be used either as a substitute for zones of piecewise parameter uniformity, or in conjunction with such zones. In either case, they allow the disposition of areas of high and low hydraulic property value to be inferred through the calibration process, without the need for the modeler to guess the geometry of such areas prior to estimating the parameters that pertain to them. Pilot points and regularization can also be used as an adjunct to geostatistically based stochastic parameterization methods. Using the techniques described herein, a series of hydraulic property fields can be generated, all of which recognize the stochastic characterization of an area at the same time that they satisfy the constraints imposed on hydraulic property values by the need to ensure that model outputs match field measurements. Model predictions can then be made using all of these fields as a mechanism for exploring predictive uncertainty.

A tag-based personalized item recommendation system using tensor modeling and topic model approaches

This research falls in the area of enhancing the quality of tag-based item recommendation systems. It aims to achieve this by employing a multi-dimensional user profile approach and by analyzing the semantic aspects of tags. Tag-based recommender systems have two characteristics that need to be carefully studied in order to build a reliable system. Firstly, the multi-dimensional correlation, called as tag assignment , should be appropriately modelled in order to create the user profiles [1]. Secondly, the semantics behind the tags should be considered properly as the flexibility with their design can cause semantic problems such as synonymy and polysemy [2]. This research proposes to address these two challenges for building a tag-based item recommendation system by employing tensor modeling as the multi-dimensional user profile approach, and the topic model as the semantic analysis approach. The first objective is to optimize the tensor model reconstruction and to improve the model performance in generating quality rec-ommendation. A novel Tensor-based Recommendation using Probabilistic Ranking (TRPR) method [3] has been developed. Results show this method to be scalable for large datasets and outperforming the benchmarking methods in terms of accuracy. The memory efficient loop implements the n-mode block-striped (matrix) product for tensor reconstruction as an approximation of the initial tensor. The probabilistic ranking calculates the probabil-ity of users to select candidate items using their tag preference list based on the entries generated from the reconstructed tensor. The second objective is to analyse the tag semantics and utilize the outcome in building the tensor model. This research proposes to investigate the problem using topic model approach to keep the tags nature as the “social vocabulary” [4]. For the tag assignment data, topics can be generated from the occurrences of tags given for an item. However there is only limited amount of tags availa-ble to represent items as collection of topics, since an item might have only been tagged by using several tags. Consequently, the generated topics might not able to represent the items appropriately. Furthermore, given that each tag can belong to any topics with various probability scores, the occurrence of tags cannot simply be mapped by the topics to build the tensor model. A standard weighting technique will not appropriately calculate the value of tagging activity since it will define the context of an item using a tag instead of a topic.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Actuarial applications of multivariate phase-type distributions : model calibration and credibility

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal

Design, implementation and application of a generic framework for integrated regional land-use modeling

Land use is a crucial link between human activities and the natural environment and one of the main driving forces of global environmental change. Large parts of the terrestrial land surface are used for agriculture, forestry, settlements and infrastructure. Given the importance of land use, it is essential to understand the multitude of influential factors and resulting land use patterns. An essential methodology to study and quantify such interactions is provided by the adoption of land-use models. By the application of land-use models, it is possible to analyze the complex structure of linkages and feedbacks and to also determine the relevance of driving forces. Modeling land use and land use changes has a long-term tradition. In particular on the regional scale, a variety of models for different regions and research questions has been created. Modeling capabilities grow with steady advances in computer technology, which on the one hand are driven by increasing computing power on the other hand by new methods in software development, e.g. object- and component-oriented architectures. In this thesis, SITE (Simulation of Terrestrial Environments), a novel framework for integrated regional sland-use modeling, will be introduced and discussed. Particular features of SITE are the notably extended capability to integrate models and the strict separation of application and implementation. These features enable efficient development, test and usage of integrated land-use models. On its system side, SITE provides generic data structures (grid, grid cells, attributes etc.) and takes over the responsibility for their administration. By means of a scripting language (Python) that has been extended by language features specific for land-use modeling, these data structures can be utilized and manipulated by modeling applications. The scripting language interpreter is embedded in SITE. The integration of sub models can be achieved via the scripting language or by usage of a generic interface provided by SITE. Furthermore, functionalities important for land-use modeling like model calibration, model tests and analysis support of simulation results have been integrated into the generic framework. During the implementation of SITE, specific emphasis was laid on expandability, maintainability and usability. Along with the modeling framework a land use model for the analysis of the stability of tropical rainforest margins was developed in the context of the collaborative research project STORMA (SFB 552). In a research area in Central Sulawesi, Indonesia, socio-environmental impacts of land-use changes were examined. SITE was used to simulate land-use dynamics in the historical period of 1981 to 2002. Analogous to that, a scenario that did not consider migration in the population dynamics, was analyzed. For the calculation of crop yields and trace gas emissions, the DAYCENT agro-ecosystem model was integrated. In this case study, it could be shown that land-use changes in the Indonesian research area could mainly be characterized by the expansion of agricultural areas at the expense of natural forest. For this reason, the situation had to be interpreted as unsustainable even though increased agricultural use implied economic improvements and higher farmers' incomes. Due to the importance of model calibration, it was explicitly addressed in the SITE architecture through the introduction of a specific component. The calibration functionality can be used by all SITE applications and enables largely automated model calibration. Calibration in SITE is understood as a process that finds an optimal or at least adequate solution for a set of arbitrarily selectable model parameters with respect to an objective function. In SITE, an objective function typically is a map comparison algorithm capable of comparing a simulation result to a reference map. Several map optimization and map comparison methodologies are available and can be combined. The STORMA land-use model was calibrated using a genetic algorithm for optimization and the figure of merit map comparison measure as objective function. The time period for the calibration ranged from 1981 to 2002. For this period, respective reference land-use maps were compiled. It could be shown, that an efficient automated model calibration with SITE is possible. Nevertheless, the selection of the calibration parameters required detailed knowledge about the underlying land-use model and cannot be automated. In another case study decreases in crop yields and resulting losses in income from coffee cultivation were analyzed and quantified under the assumption of four different deforestation scenarios. For this task, an empirical model, describing the dependence of bee pollination and resulting coffee fruit set from the distance to the closest natural forest, was integrated. Land-use simulations showed, that depending on the magnitude and location of ongoing forest conversion, pollination services are expected to decline continuously. This results in a reduction of coffee yields of up to 18% and a loss of net revenues per hectare of up to 14%. However, the study also showed that ecological and economic values can be preserved if patches of natural vegetation are conservated in the agricultural landscape. -----------------------------------------------------------------------

Control and optimization of an SBR for nitrogen removal: from model calibration to plant operation

En aquesta tesis s'ha desenvolupat un sistema de control capaç d'optimitzar el funcionament dels Reactors Discontinus Seqüencials dins el camp de l'eliminació de matèria orgànica i nitrogen de les aigües residuals. El sistema de control permet ajustar en línia la durada de les etapes de reacció a partir de mesures directes o indirectes de sondes. En una primera etapa de la tesis s'ha estudiat la calibració de models matemàtics que permeten realitzar fàcilment provatures de diferents estratègies de control. A partir de l'anàlisis de dades històriques s'han plantejat diferents opcions per controlar l'SBR i les més convenients s'han provat mitjançant simulació. Després d'assegurar l'èxit de l'estratègia de control mitjançant simulacions s'ha implementat en una planta semi-industrial. Finalment es planteja l'estructura d'uns sistema supervisor encarregat de controlar el funcionament de l'SBR no només a nivell de fases sinó també a nivell cicle.