A review of applied methods in Europe for flood-frequency analysis in a changing environment

The report presents a review of methods used in Europe for trend analysis, climate change projections and non-stationary analysis of extreme precipitation and flood frequency. In addition, main findings of the analyses are presented, including a comparison of trend analysis results and climate change projections. Existing guidelines in Europe on design flood and design rainfall estimation that incorporate climate change are reviewed. The report concludes with a discussion of research needs on non-stationary frequency analysis for considering the effects of climate change and inclusion in design guidelines. Trend analyses are reported for 21 countries in Europe with results for extreme precipitation, extreme streamflow or both. A large number of national and regional trend studies have been carried out. Most studies are based on statistical methods applied to individual time series of extreme precipitation or extreme streamflow using the non-parametric Mann-Kendall trend test or regression analysis. Some studies have been reported that use field significance or regional consistency tests to analyse trends over larger areas. Some of the studies also include analysis of trend attribution. The studies reviewed indicate that there is some evidence of a general increase in extreme precipitation, whereas there are no clear indications of significant increasing trends at regional or national level of extreme streamflow. For some smaller regions increases in extreme streamflow are reported. Several studies from regions dominated by snowmelt-induced peak flows report decreases in extreme streamflow and earlier spring snowmelt peak flows. Climate change projections have been reported for 14 countries in Europe with results for extreme precipitation, extreme streamflow or both. The review shows various approaches for producing climate projections of extreme precipitation and flood frequency based on alternative climate forcing scenarios, climate projections from available global and regional climate models, methods for statistical downscaling and bias correction, and alternative hydrological models. A large number of the reported studies are based on an ensemble modelling approach that use several climate forcing scenarios and climate model projections in order to address the uncertainty on the projections of extreme precipitation and flood frequency. Some studies also include alternative statistical downscaling and bias correction methods and hydrological modelling approaches. Most studies reviewed indicate an increase in extreme precipitation under a future climate, which is consistent with the observed trend of extreme precipitation. Hydrological projections of peak flows and flood frequency show both positive and negative changes. Large increases in peak flows are reported for some catchments with rainfall-dominated peak flows, whereas a general decrease in flood magnitude and earlier spring floods are reported for catchments with snowmelt-dominated peak flows. The latter is consistent with the observed trends. The review of existing guidelines in Europe on design floods and design rainfalls shows that only few countries explicitly address climate change. These design guidelines are based on climate change adjustment factors to be applied to current design estimates and may depend on design return period and projection horizon. The review indicates a gap between the need for considering climate change impacts in design and actual published guidelines that incorporate climate change in extreme precipitation and flood frequency. Most of the studies reported are based on frequency analysis assuming stationary conditions in a certain time window (typically 30 years) representing current and future climate. There is a need for developing more consistent non-stationary frequency analysis methods that can account for the transient nature of a changing climate

Does money matter in inflation forecasting?.

This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. In our forecasting experiment we use two non-linear techniques, namely, recurrent neural networks and kernel recursive least squares regression - techniques that are new to macroeconomics. Recurrent neural networks operate with potentially unbounded input memory, while the kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a naive random walk model. The best models were non-linear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation

The application of ANFIS prediction models for thermal error compensation on CNC machine tools

Thermal errors can have significant effects on CNC machine tool accuracy. The errors come from thermal deformations of the machine elements caused by heat sources within the machine structure or from ambient temperature change. The effect of temperature can be reduced by error avoidance or numerical compensation. The performance of a thermal error compensation system essentially depends upon the accuracy and robustness of the thermal error model and its input measurements. This paper first reviews different methods of designing thermal error models, before concentrating on employing an adaptive neuro fuzzy inference system (ANFIS) to design two thermal prediction models: ANFIS by dividing the data space into rectangular sub-spaces (ANFIS-Grid model) and ANFIS by using the fuzzy c-means clustering method (ANFIS-FCM model). Grey system theory is used to obtain the influence ranking of all possible temperature sensors on the thermal response of the machine structure. All the influence weightings of the thermal sensors are clustered into groups using the fuzzy c-means (FCM) clustering method, the groups then being further reduced by correlation analysis. A study of a small CNC milling machine is used to provide training data for the proposed models and then to provide independent testing data sets. The results of the study show that the ANFIS-FCM model is superior in terms of the accuracy of its predictive ability with the benefit of fewer rules. The residual value of the proposed model is smaller than ±4 μm. This combined methodology can provide improved accuracy and robustness of a thermal error compensation system

Biotic pump of atmospheric moisture: A conceptual model

The Biotic Pump Theory, as described by Drs. Makarieva and Gorshkov (M&G), defines the mechanism by which water vapour is transported from areas of low evaporation to areas of high evaporation, conveniently termed “donor” and “acceptor” regions, respectively, and where only the latter exhibits condensation. The implications of such a theory are critical, especially to moisture regulation of tropical rainforests, yet highly controversial. Unfortunately, most of the theory’s physics cannot be evaluated due to the lack of atmospheric observations over such areas. This study aims at building a conceptual model of the theory over the Amazon basin as to quantitatively assess the existence and determine the properties of donor and acceptor regions statistically through their respective condensation rates. The model uses the predictive capabilities of Time-Delayed Neural Networks to downscale available atmospheric observations to calculate condensation rates at a scale suited for this analysis. Validation of the downscaling model reveals monthly Mean Absolute Errors to range between 0.022 m s-1 and 2.76 m s-1 in the predictions of vertical velocity and zonal wind speed, respectively. Findings quantitatively support the existence of a biotic mechanism regulating the transport of water vapour as these clearly show the presence of donor and acceptor regions. These regions have average spatial distributions of 42% - 58%, respectively, over the whole study area and correlations are found between wind speeds and condensation rates. Mean annual condensation rate for the Amazon basin is calculated to be of 0.23E-06 mol m-3 s-1. Results also show an increase in average condensation rate (0.06E-06 mol m-3 s-1) for the last 9 years, which does not strictly adhere to M&G’s views on the impacts of deforestation on precipitation. Outcomes hence also suggest a more complex relationship between evaporation and condensation, and therefore highlight the necessity to further refine this novel theory

Deep learning architectures applied to wind time series multi-step forecasting

Forecasting is a critical task for the integration of wind-generated energy into electricity grids. Numerical weather models applied to wind prediction, work with grid sizes too large to reproduce all the local features that influence wind, thus making the use of time series with past observations a necessary tool for wind forecasting. This research work is about the application of deep neural networks to multi-step forecasting using multivariate time series as an input, to forecast wind speed at 12 hours ahead. Wind time series are sequences of meteorological observations like wind speed, temperature, pressure, humidity, and direction. Wind series have two statistically relevant properties; non-linearity and non-stationarity, which makes the modelling with traditional statistical tools very inaccurate. In this thesis we design, test and validate novel deep learning models for the wind energy prediction task, applying new deep architectures to the largest open wind data repository available from the National Renewable Laboratory of the US (NREL) with 126,692 wind sites evenly distributed on the US geography. The heterogeneity of the series, obtained from several data origins, allows us to obtain conclusions about the level of fitness of each model to time series that range from highly stationary locations to variable sites from complex areas. We propose Multi-Layer, Convolutional and recurrent Networks as basic building blocks, and then combined into heterogeneous architectures with different variants, trained with optimisation strategies like drop and skip connections, early stopping, adaptive learning rates, filters and kernels of different sizes, between others. The architectures are optimised by the use of structured hyper-parameter setting strategies to obtain the best performing model across the whole dataset. The learning capabilities of the architectures applied to the various sites find relationships between the site characteristics (terrain complexity, wind variability, geographical location) and the model accuracy, establishing novel measures of site predictability relating the fit of the models with indexes from time series spectral or stationary analysis. The designed methods offer new, and superior, alternatives to traditional methods.La predicció de vent és clau per a la integració de l'energia eòlica en els sistemes elèctrics. Els models meteorològics es fan servir per predicció, però tenen unes graelles geogràfiques massa grans per a reproduir totes les característiques locals que influencien la formació de vent, fent necessària la predicció d'acord amb les sèries temporals de mesures passades d'una localització concreta. L'objectiu d'aquest treball d'investigació és l'aplicació de xarxes neuronals profundes a la predicció \textit{multi-step} utilitzant com a entrada series temporals de múltiples variables meteorològiques, per a fer prediccions de vent d'ací a 12 hores. Les sèries temporals de vent són seqüències d'observacions meteorològiques tals com, velocitat del vent, temperatura, humitat, pressió baromètrica o direcció. Les sèries temporals de vent tenen dues propietats estadístiques rellevants, que són la no linearitat i la no estacionalitat, que fan que la modelització amb eines estadístiques sigui poc precisa. En aquesta tesi es validen i proven models de deep learning per la predicció de vent, aquests models d'arquitectures d'autoaprenentatge s'apliquen al conjunt de dades de vent més gran del món, que ha produït el National Renewable Laboratory dels Estats Units (NREL) i que té 126,692 ubicacions físiques de vent distribuïdes per total la geografia de nord Amèrica. L'heterogeneïtat d'aquestes sèries de dades permet establir conclusions fermes en la precisió de cada mètode aplicat a sèries temporals generades en llocs geogràficament molt diversos. Proposem xarxes neuronals profundes de tipus multi-capa, convolucionals i recurrents com a blocs bàsics sobre els quals es fan combinacions en arquitectures heterogènies amb variants, que s'entrenen amb estratègies d'optimització com drops, connexions skip, estratègies de parada, filtres i kernels de diferents mides entre altres. Les arquitectures s'optimitzen amb algorismes de selecció de paràmetres que permeten obtenir el model amb el millor rendiment, en totes les dades. Les capacitats d'aprenentatge de les arquitectures aplicades a ubicacions heterogènies permet establir relacions entre les característiques d'un lloc (complexitat del terreny, variabilitat del vent, ubicació geogràfica) i la precisió dels models, establint mesures de predictibilitat que relacionen la capacitat dels models amb les mesures definides a partir d'anàlisi espectral o d'estacionalitat de les sèries temporals. Els mètodes desenvolupats ofereixen noves i superiors alternatives als algorismes estadístics i mètodes tradicionals.Arquitecturas de aprendizaje profundo aplicadas a la predición en múltiple escalón de series temporales de viento. La predicción de viento es clave para la integración de esta energía eólica en los sistemas eléctricos. Los modelos meteorológicos tienen una resolución geográfica demasiado amplia que no reproduce todas las características locales que influencian en la formación del viento, haciendo necesaria la predicción en base a series temporales de cada ubicación concreta. El objetivo de este trabajo de investigación es la aplicación de redes neuronales profundas a la predicción multi-step usando como entrada series temporales de múltiples variables meteorológicas, para realizar predicciones de viento a 12 horas. Las series temporales de viento son secuencias de observaciones meteorológicas tales como, velocidad de viento, temperatura, humedad, presión barométrica o dirección. Las series temporales de viento tienen dos propiedades estadísticas relevantes, que son la no linealidad y la no estacionalidad, lo que implica que su modelización con herramientas estadísticas sea poco precisa. En esta tesis se validan y verifican modelos de aprendizaje profundo para la predicción de viento, estos modelos de arquitecturas de aprendizaje automático se aplican al conjunto de datos de viento más grande del mundo, que ha sido generado por el National Renewable Laboratory de los Estados Unidos (NREL) y que tiene 126,682 ubicaciones físicas de viento distribuidas por toda la geografía de Estados Unidos. La heterogeneidad de estas series de datos permite establecer conclusiones válidas sobre la validez de cada método al ser aplicado en series temporales generadas en ubicaciones físicas muy diversas. Proponemos redes neuronales profundas de tipo multi capa, convolucionales y recurrentes como tipos básicos, sobre los que se han construido combinaciones en arquitecturas heterogéneas con variantes de entrenamiento como drops, conexiones skip, estrategias de parada, filtros y kernels de distintas medidas, entre otros. Las arquitecturas se optimizan con algoritmos de selección de parámetros que permiten obtener el mejor modelo buscando el mejor rendimiento, incluyendo todos los datos. Las capacidades de aprendizaje de las arquitecturas aplicadas a localizaciones físicas muy variadas permiten establecer relaciones entre las características de una ubicación (complejidad del terreno, variabilidad de viento, ubicación geográfica) y la precisión de los modelos, estableciendo medidas de predictibilidad que relacionan la capacidad de los algoritmos con índices que se definen a partir del análisis espectral o de estacionalidad de las series temporales. Los métodos desarrollados ofrecen nuevas alternativas a los algoritmos estadísticos tradicionales.Postprint (published version

Forecasting of sports fields construction costs aided by ensembles of neural networks

The paper presents an original approach to construction cost analysis and development of predictive models based on ensembles of artificial neural networks. The research was focused on the application of two alternative approaches of ensemble averaging that allow for combining a number of multilayer perceptron neural networks and developing effective models for cost predictions. The models have been developed for the purpose of forecasting construction costs of sports fields as a specific type of construction objects. The research included simulation and selection of numerous neural networks that became the members of the ensembles. The ensembles included either the networks of different types in terms of their structure and activation functions or the networks of the same type. The research also included practical implementation of the developed models for cost analysis based on a sports field BIM model. This case study examined and confirmed all of the four models’ predictive capabilities and superiority over models based on single networks for the particular problem. Verification including testing and the case study enabled selection of the best ensemble-based model that combined ten networks of different types. The proposed approach is prospective for fast cost analyses and conceptual estimates in construction projects

rFerns: An Implementation of the Random Ferns Method for General-Purpose Machine Learning

In this paper I present an extended implementation of the Random ferns algorithm contained in the R package rFerns. It differs from the original by the ability of consuming categorical and numerical attributes instead of only binary ones. Also, instead of using simple attribute subspace ensemble it employs bagging and thus produce error approximation and variable importance measure modelled after Random forest algorithm. I also present benchmarks' results which show that although Random ferns' accuracy is mostly smaller than achieved by Random forest, its speed and good quality of importance measure it provides make rFerns a reasonable choice for a specific applications