Inferential, non-parametric statistics to assess quality of probabilistic forecast systems

Many statistical forecast systems are available to interested users. In order to be useful for decision-making, these systems must be based on evidence of underlying mechanisms. Once causal connections between the mechanism and their statistical manifestation have been firmly established, the forecasts must also provide some quantitative evidence of `quality’. However, the quality of statistical climate forecast systems (forecast quality) is an ill-defined and frequently misunderstood property. Often, providers and users of such forecast systems are unclear about what ‘quality’ entails and how to measure it, leading to confusion and misinformation. Here we present a generic framework to quantify aspects of forecast quality using an inferential approach to calculate nominal significance levels (p-values) that can be obtained either by directly applying non-parametric statistical tests such as Kruskal-Wallis (KW) or Kolmogorov-Smirnov (KS) or by using Monte-Carlo methods (in the case of forecast skill scores). Once converted to p-values, these forecast quality measures provide a means to objectively evaluate and compare temporal and spatial patterns of forecast quality across datasets and forecast systems. Our analysis demonstrates the importance of providing p-values rather than adopting some arbitrarily chosen significance levels such as p < 0.05 or p < 0.01, which is still common practice. This is illustrated by applying non-parametric tests (such as KW and KS) and skill scoring methods (LEPS and RPSS) to the 5-phase Southern Oscillation Index classification system using historical rainfall data from Australia, The Republic of South Africa and India. The selection of quality measures is solely based on their common use and does not constitute endorsement. We found that non-parametric statistical tests can be adequate proxies for skill measures such as LEPS or RPSS. The framework can be implemented anywhere, regardless of dataset, forecast system or quality measure. Eventually such inferential evidence should be complimented by descriptive statistical methods in order to fully assist in operational risk management.

Queensland shark control program non-target statistics by year

Spreadsheet of non-target species (bycatch) numbers in the Shark Control Program by species, date of capture, location, size and sex from 2001 onwards The shark control program (SCP) relies on nets or drumlines, or a combination of both, to minimise the threat of shark attack on humans in particular locations. Following is information on numbers and locations of sharks that have been caught by the SCP. It is important to reduce the inadvertent impacts of the SCP on other marine animals (bycatch) without compromising human safety. Bycatch levels are carefully monitored and research is focused on minimising impacts on non-target species. This dataset contains details of non-target numbers in the Shark Control program by species, date of capture, and location from 2001

Trajectory Mapping ("TM''): A New Non-Metric Scaling Technique

Trajectory Mapping "TM'' is a new scaling technique designed to recover the parameterizations, axes, and paths used to traverse a feature space. Unlike Multidimensional Scaling (MDS), there is no assumption that the space is homogenous or metric. Although some metric ordering information is obtained with TM, the main output is the feature parameterizations that partition the given domain of object samples into different categories. Following an introductory example, the technique is further illustrated using first a set of colors and then a collection of textures taken from Brodatz (1966).

NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY

The stochastic nature of oil price fluctuations is investigated over a twelve-year period, borrowing feedback from an existing database (USA Energy Information Administration database, available online). We evaluate the scaling exponents of the fluctuations by employing different statistical analysis methods, namely rescaled range analysis (R/S), scale windowed variance analysis (SWV) and the generalized Hurst exponent (GH) method. Relying on the scaling exponents obtained, we apply a rescaling procedure to investigate the complex characteristics of the probability density functions (PDFs) dominating oil price fluctuations. It is found that PDFs exhibit scale invariance, and in fact collapse onto a single curve when increments are measured over microscales (typically less than 30 days). The time evolution of the distributions is well fitted by a Levy-type stable distribution. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer. Our results also exhibit a degree of multifractality as the PDFs change and converge toward to a Gaussian distribution at the macroscales.

Efficient RkNN Retrieval with Arbitrary Non-Metric Similarity Measures

A RkNN query returns all objects whose nearest k neighbors
contain the query object. In this paper, we consider RkNN
query processing in the case where the distances between
attribute values are not necessarily metric. Dissimilarities
between objects could then be a monotonic aggregate of dissimilarities
between their values, such aggregation functions
being specified at query time. We outline real world cases
that motivate RkNN processing in such scenarios. We consider
the AL-Tree index and its applicability in RkNN query
processing. We develop an approach that exploits the group
level reasoning enabled by the AL-Tree in RkNN processing.
We evaluate our approach against a Naive approach
that performs sequential scans on contiguous data and an
improved block-based approach that we provide. We use
real-world datasets and synthetic data with varying characteristics
for our experiments. This extensive empirical
evaluation shows that our approach is better than existing
methods in terms of computational and disk access costs,
leading to significantly better response times.

Conservative force fields in non-Gaussian statistics

In this Letter, we determine the kappa-distribution function for a gas in the presence of an external field of force described by a potential U(r). In the case of a dilute gas, we show that the kappa-power law distribution including the potential energy factor term can rigorously be deduced in the framework of kinetic theory with basis on the Vlasov equation. Such a result is significant as a preliminary to the discussion on the role of long range interactions in the Kaniadakis thermostatistics and the underlying kinetic theory. (C) 2008 Elsevier B.V. All rights reserved.

Non-normally distributed data and non-parametric statistics

Different types of numerical data can be collected in a scientific investigation and the choice of statistical analysis will often depend on the distribution of the data. A basic distinction between variables is whether they are ‘parametric’ or ‘non-parametric’. When a variable is parametric, the data come from a symmetrically shaped distribution known as the ‘Gaussian’ or ‘normal distribution’ whereas non-parametric variables may have a distribution which deviates markedly in shape from normal. This article describes several aspects of the problem of non-normality including: (1) how to test for two common types of deviation from a normal distribution, viz., ‘skew’ and ‘kurtosis’, (2) how to fit the normal distribution to a sample of data, (3) the transformation of non-normally distributed data and scores, and (4) commonly used ‘non-parametric’ statistics which can be used in a variety of circumstances.

Non-Gaussian statistics of an optical soliton in the presence of amplified spontaneous emission

A study was performed on non-Gaussian statistics of an optical soliton in the presence of amplified spontaneous emission. An approach based on the Fokker-Planck equation was applied to study the optical soliton parameters in the presence of additive noise. The rigorous method not only allowed to reproduce and justify the classical Gordon-Haus formula but also led to new exact results.

Calculation of non-Gaussian statistics and bit error rate degradation due to pulse-to-pulse interaction

We develop a theoretical method to calculate jitter statistics of interacting solitons. Applying this approach, we have derived the non-Gaussian probability density function and calculated the bit-error rate as a function of noise level, initial separation and phase difference between solitons.

Baseline assessment of metals and hydrocarbons in the sediments of Lake Mulwala, Australia

An assessment of hydrocarbon and metal/metalloids (arsenic, cadmium, copper, lead, mercury, selenium, zinc) contamination in sediments from Lake Mulwala, Australia, was undertaken. The objectives of the study were: (i) to determine the extent of contamination in the lake sediments, compared to Australian and international sediment quality guidelines, and (ii) to attempt to identify the contaminant sources to the lake. With the exception of a few samples containing elevated levels of arsenic and/or mercury, the levels of all contaminants in the sediment samples taken from the lake were below the 'lower trigger' of the Australian Sediment Quality Guidelines that would warrant further investigation. High molecular weight hydrocarbons (up to 700 mg kg−1) were found in most sediment samples. Non-metric statistical analysis indicated that the contaminant distribution was different in different parts of the lake, with the lowest concentrations generally found at the influent to the lake. No definitive source(s) of contamination could be identified for either metalloids or hydrocarbons.

The statistics of refractive error maps : managing wavefront aberration analysis without Zernike polynomials

The refractive error of a human eye varies across the pupil and therefore may be treated as a random variable. The probability distribution of this random variable provides a means for assessing the main refractive properties of the eye without the necessity of traditional functional representation of wavefront aberrations. To demonstrate this approach, the statistical properties of refractive error maps are investigated. Closed-form expressions are derived for the probability density function (PDF) and its statistical moments for the general case of rotationally-symmetric aberrations. A closed-form expression for a PDF for a general non-rotationally symmetric wavefront aberration is difficult to derive. However, for specific cases, such as astigmatism, a closed-form expression of the PDF can be obtained. Further, interpretation of the distribution of the refractive error map as well as its moments is provided for a range of wavefront aberrations measured in real eyes. These are evaluated using a kernel density and sample moments estimators. It is concluded that the refractive error domain allows non-functional analysis of wavefront aberrations based on simple statistics in the form of its sample moments. Clinicians may find this approach to wavefront analysis easier to interpret due to the clinical familiarity and intuitive appeal of refractive error maps.

Probing the Neutral Edge Modes in Transport across a Point Contact via Thermal Effects in the Read-Rezayi Non-Abelian Quantum Hall States

Non-Abelian quantum Hall states are characterized by the simultaneous appearance of charge and neutral gapless edge modes, with the structure of the latter being intricately related to the existence of bulk quasiparticle excitations obeying non-Abelian statistics. Here we propose a scenario for detecting the neutral modes by having two point contacts in series separated by a distance set by the thermal equilibration length of the charge mode. We show that by using the first point contact as a heating device, the excess charge noise measured at the second point contact carries a nontrivial signature of the presence of the neutral mode. We also obtain explicit expressions for the thermal conductance and corresponding Lorentz number for transport across a quantum point contact between two edges held at different temperatures and chemical potentials.