On the Decadal Modes of Oscillation of an Idealized Ocean-atmosphere System

Axially-symmetric, linear, free modes of global, primitive equation, ocean-atmosphere models are examined to see if they contain decadal (10 to 30 years) oscillation time scale modes. A two-layer ocean model and a two-level atmospheric model are linearized around axially-symmetric basic states containing mean meridional circulations in the ocean and the atmosphere. Uncoupled and coupled, axially-symmetric modes of oscillation of the ocean-atmosphere system are calculated. The main conclusion is that linearized, uncoupled and coupled, ocean-atmosphere systems can contain axially-symmetric, free modes of variability on decadal time scales. These results have important implications for externally-forced decadal climate variability

Design and implementation of the control of an MMC-based solid state transformer

Implementation of the control of a Solid State Transformer (SST) is described in this paper. The SST topology considered is derived from a Modular Multilevel Converter (MMC), in which the cells have the capability to transfer (inject or drain) power. The MMC is combined with an isolation stage formed by Dual Active Bridges (DABs) and a DC/AC power converter. The resulting modular multiport power converter can connect both high voltage and low voltage AC and DC ports, providing isolation between the high voltage and the low voltage terminals, and with full control of the power flow. Implementation of the control of this power converter is not trivial, due to the large amount of power devices and sensors involved, and to the complexity of the control algorithms. Furthermore, the need to provide isolation among the different stages adds further concerns mainly related with cost. This paper discusses the configuration, selection of the required hardware, as well as implementation aspects for the control of the proposed SST topolog

Combining a regression model with a multivariate Markov chain in a forecasting problem

This paper proposes a new concept: the usage of Multivariate Markov Chains (MMC) as covariates. Our approach is based on the observation that we can treat possible categorical (or discrete) regressors, whose values are unknown in the forecast period, as an MMC in order to improve the forecast error of a certain dependent variable. Hence, we take advantage of the information about the past state interactions between the MMC categories to forecast the categorical (or discrete) regressors and improve the forecast of the actual dependent variable.info:eu-repo/semantics/publishedVersio

Multivariate Markov Chains - estimation, inference and forecast. A new approach : what if we use them as stochastic covariates?

Mestrado em Econometria Aplicada e PrevisãoThis dissertation proposes a new concept: the usage of Multivariate Markov Chains (MMC) as covariates. Our innovative approach is based on the observation that we can treat possible categorical regressors as a MMC in order to improve the forecast error of a certain dependent variable,provided it is caused, in the Granger sense, by the MMC. We conduct a Monte Carlo simulation study to assess the performance of our model and we archive excellent results in terms of forecast. An empirical illustration, that widely supports the results obtained in the Monte Carlo study, is also provided. Furthermore, the results of our empirical illustration suggest that the sovereign bond markets in peripherical European countries, namely Portugal, are ine cient. The conclusions drawn include implications for policy. We also discuss the ideas behind several methods to estimate MMC, tackling issues with regard to the statistical inference topic. We provide a general framework to allow us to obtain the MMC h-step-ahead forecast closed formulas.Esta dissertação propõe um novo conceito: a utilização de Cadeias de Markov Multivariadas enquanto regressores. A nossa abordagem inovadora baseia-se na observação de que é possível fazer uso de CMM enquanto variáveis explicativas com o intuito de se reduzirem os erros de previsão de uma determinada variável dependente, desde que essa variável dependente seja causada, a la Granger, pela CMM. Com o objectivo de perceber a performance do nosso modelo em termos de previsão operacionalizamos um estudo de simulação de Monte Carlo no qual obtemos excelentes resultados. Também recorremos a uma ilustração empírica que sustenta fortemente os resultados obtidos no estudo de simulação de Monte Carlo. Para além disso, os resultados da ilustração empírica apontam para a circunstância de que os mercados das obrigações das dívidas soberanas dos países da periferia europeia, nomeadamente Portugal, são ine cientes. Podem retirar-se das conclusões obtidas algumas implicações em termos de orientação de política económica. Discutimos ainda algumas ideias subjacentes às diversas metodologias de estimação de CMM, sublinhando as questões relativas ao tópico da inferência estatística. Providenciamos uma utensilagem teórica do seio da qual se obtêm as expressões da previsão a h-passos com CMM

Auxiliary power supply based on a modular ISOP Flyback configuration with very high input voltage

This paper proposes a Flyback-based Input-Series Output-Parallel (ISOP) Auxiliary Power Supply (APS), intended to feed the control system of the cells of a Solid-State Transformer (SST). The SST topology is based on a modular Multiport Multilevel Converter (MMC). Energization of the cells auxiliary circuitry is not trivial due to the high voltages involved (tens of kV for the electric power distribution system), most of the commercially available control and driving circuitry not being usable due to the isolation requirements. It is possible to energize the control circuitry from an APS, connected to the cell capacitor voltage. However, in the SST under consideration, cells target DC voltage is in the range of 1.5kV to 2.5kV. Design of an APS capable of feeding the auxiliary circuitry from such high voltage and the required isolation is not trivial. A modular APS using autonomous Flyback converters in Continuous Conduction Mode (CCM) and based on commercial AC adapters is proposed in this paper. The solution is scalable and therefore applicable to cells with larger DC voltage

Exploring the value of machine learning for weighted multi-model combination of an ensemble of global hydrological models

This study presents a novel application of machine learning to deliver optimised, multi-model combinations (MMCs) of Global Hydrological Model (GHM) simulations. We exemplify the approach using runoff simulations from five GHMs across 40 large global catchments. The benchmarked, median performance gain of the MMC solutions is 45% compared to the best performing GHM and exceeds 100% when compared to the EM. The performance gain offered by MMC suggests that future multimodel applications consider reporting MMCs, alongside the EM and intermodal range, to provide endusers of GHM ensembles with a better contextualised estimate of runoff. Importantly, the study highlights the difficulty of interpreting complex, non-linear MMC solutions in physical terms. This indicates that a pragmatic approach to future MMC studies based on machine learning methods is required, in which the allowable solution complexity is carefully constrained

Essays on econometrics. Multivariate Markov chains

Tese de Doutoramento em Matemática aplicada à Economia e GestãoThis Dissertation is about Markov chains and their role in economics and in econometrics theory. Four essays on the Markov chain ap- proach are presented. We start by illustrating the analytical potential of multivariate Markov chains in the field of economic history, in particular with regard to a test of the Schumpeterian hypothesis of creative destruction. Then, we ilustrate the flexibility of Markov chains, and their per- tinence to situations that go beyond their traditional applicability: i) how can a Markov chain play the role of covariates; ii) how can a Markov chain representation be useful to compute expected hitting times. Finally, we present a new methodology for testing and detecting multiple structural breaks in multivariate Markov chains, where the dates at which the structural breaks occur are unknown.N/

Redistribution of meridional atmospheric energy transport caused by polar amplification on an aqua planet

This thesis analyses the alterations of vertically integrated atmospheric meridional energy transport due to polar amplification on an aqua planet. We analyse the energy transport of sensible heat, latent energy, potential energy and kinetic energy. We also cover the energy flux of the mean meridional circulation, transient eddies and stationary eddies. In addition, we also address the response of the zonal mean air temperature, zonal mean zonal wind, zonal mean meridional wind, zonal mean stream function and zonal mean specific humidity. Numerical model experiments were carried out with OpenIFS in its aqua planet configuration. A control (CTRL) and a polar amplification (PA) simulation was set up forced by different SST (sea surface temperature) patterns. We detected tropospheric warming and atmospheric specific humidity increase 15-90° N/S and reduction of the meridional temperature gradient throughout the troposphere. We also found reduced strength of the subtropical jet stream and slowdown of the mean meridional circulation. Important changes were identified in the Hadley cell: the rising branch shifted poleward and caused reduced lifting in equatorial areas. Regarding the total atmospheric vertically integrated meridional energy transport, we found reduction in case of the mean meridional circulation and transient eddies in all latitudes. The largest reduction was shown by the Hadley cell transport (-15%) and by midlatitude transient eddy flux (-23%). Unlike most studies, we did not observe that meridional latent energy transport increases by polar amplification. Therefore, it is stated that the increased moisture content of the atmosphere does not imply increased meridional latent energy transport, and hence there is no compensation for the decrease of meridional dry static energy transport. Lastly, we did not detect stationary eddies in our simulations which is caused by the simplified surface boundary (i.e. the water-covered Earth surface). The main finding of this thesis is that polar amplification causes decreasing poleward energy transport on an aqua planet