On robust estimation of low-frequency variability trends in discrete Markovian sequences of atmospheric circulation patterns

Identification and analysis of temporal trends and low-frequency variability in discrete time series is an important practical topic in understanding and predic- tion of many atmospheric processes, for example, in analysis of climate change. Widely used numerical techniques of trend identification (like local Gaussian ker- nel smoothing) impose some strong mathematical assumptions on the analyzed data and are not robust to model sensitivity. The latter becomes crucial when analyzing historical observation data with a short record. Two global robust nu- merical methods for the trend estimation in discrete non-stationary Markovian data based on different sets of implicit mathematical assumptions are introduced and compared here. The methods are first compared on a simple model exam- ple, the importance of mathematical assumptions on the data is explained and numerical problems of local Gaussian kernel smoothing are demonstrated. Pre- sented methods are applied to analysis of the historical sequence of atmospheric circulation patterns over UK between 1946-2007. It is demonstrated that the influence of the seasonal pattern variability on transition processes is dominated by the long-term effects revealed by the introduced methods. Despite of the dif- ferences in the mathematical assumptions implied by both presented methods, almost identical symmetrical changes of the cyclonic and anticyclonic pattern probabilities are identified in the analyzed data, with the confidence intervals being smaller then in the case of the local Gaussian kernel smoothing algorithm. Analysis results are investigated with respect to model sensitivity and compared to standard analysis technique based on a local Gaussian kernel smoothing. Finally, the implications of the discussed strategies on long-range predictability of the data-fitted Markovian models are discussed

Exploring the potential of cassava for agricultural growth and economic development in Nigeria

The decline in agricultural productivity in Nigeria is linked to a host of factors ranging from unsustainable growth policies, inadequate funding and infrastructures, low levels of value added through processing, low commodity prices, unstable markets, poor extension services and low rates of literacy. It is now well recognised that there is a need to diversify Nigerian agriculture as well as improving production performances. This study investigates the potential of cassava root tuber (CRT), as a means to promote agricultural growth. It assesses cassava production, profitability, efficiency, marketing structures and channels, constraints in production, the potential to add value by processing cassava into gari (a fermented, roasted, and dried granule) and its marketing at the farm level. These were supplemented by a critical review of policies and programmes, including trend analysis of cultivated area, production, yield and prices of major crops including cassava at the national level covering the period 1970–2009. The study surveyed 315 cassava producers (including 278 gari processors), 105 marketers involved in cassava marketing and 30 stakeholders from three regions in the Delta State, Nigeria. Descriptive statistics are used to analyse the socio-economic characteristics of the sample. In addition, profitability of CRT and gari and their marketing were assessed by benefit-cost analysis. Furthermore, productivity and efficiency of CRT and gari and their determinants were analysed using non-parametric DEA followed by Tobit regressions. Results indicate that cassava production and processing is profitable in all regions and for all farm size categories. The BCR is estimated at 2.83 and 1.22 for CRT and gari, respectively. However, the yield level of CRT and gari is very low, estimated at 7.7 t/ha and 4.7 t/ha, respectively. Also, efficiency levels are very low and vary by farm size as well as regions, with large scale producers relatively more efficient. Marketing of cassava in any form is profitable and efficient (Marketing Efficiency>1 in all cases) and profitability varies widely across regions. Provision of water was identified as the main constraint in processing, followed by shortage of electricity and poor marketing infrastructure. The review of past policies and trend analysis revealed inconsistent policies and fluctuations in agricultural productivity, but also showed increases in total production mainly driven by expansion of the area cultivated during later years, for cassava in particular. The policy implications include: (a) increased provision of modern technologies, use of improved varieties and modern technology; (b) land reform policies to consolidate farm size; (c) investment in elements of marketing infrastructure; and (d) improvements in extension services. Despite inconsistencies in policies, cassava stood out as a robust and resistant crop which provides confidence that targeted investment in the cassava sector will contribute to development of Nigerian agriculture.Private/famil

Jump process for the trend estimation of time series

10.1016/S0167-9473(02)00125-1Computational Statistics and Data Analysis421-2219-241CSDA