Copula Calibration

We propose notions of calibration for probabilistic forecasts of general multivariate quantities. Probabilistic copula calibration is a natural analogue of probabilistic calibration in the univariate setting. It can be assessed empirically by checking for the uniformity of the copula probability integral transform (CopPIT), which is invariant under coordinate permutations and coordinatewise strictly monotone transformations of the predictive distribution and the outcome. The CopPIT histogram can be interpreted as a generalization and variant of the multivariate rank histogram, which has been used to check the calibration of ensemble forecasts. Climatological copula calibration is an analogue of marginal calibration in the univariate setting. Methods and tools are illustrated in a simulation study and applied to compare raw numerical model and statistically postprocessed ensemble forecasts of bivariate wind vectors

Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting

In this note, we comment on the relevance of elicitability for backtesting risk measure estimates. In particular, we propose the use of Diebold-Mariano tests, and show how they can be implemented for Expected Shortfall (ES), based on the recent result of Fissler and Ziegel (2015) that ES is jointly elicitable with Value at Risk

Isotonic distributional regression

Isotonic distributional regression (IDR) is a powerful non-parametric technique for the estimation of conditional distributions under order restrictions. In a nutshell, IDR learns conditional distributions that are calibrated, and simultaneously optimal relative to comprehensive classes of relevant loss functions, subject to isotonicity constraints in terms of a partial order on the covariate space. Non-parametric isotonic quantile regression and non-parametric isotonic binary regression emerge as special cases. For prediction, we propose an interpolation method that generalizes extant specifications under the pool adjacent violators algorithm. We recommend the use of IDR as a generic benchmark technique in probabilistic forecast problems, as it does not involve any parameter tuning nor implementation choices, except for the selection of a partial order on the covariate space. The method can be combined with subsample aggregation, with the benefits of smoother regression functions and gains in computational efficiency. In a simulation study, we compare methods for distributional regression in terms of the continuous ranked probability score (CRPS) and 2 estimation error, which are closely linked. In a case study on raw and post-processed quantitative precipitation forecasts from a leading numerical weather prediction system, IDR is competitive with state of the art techniques

Broadband Recordings for LITHOS-CAPP: LITHOspheric Structure of Caledonian, Archaean and Proterozoic Provinces, Sep. 2014 - Oct. 2016, Sweden and Finland

LITHOS-CAPP is the German contribution to the international ScanArray experiment. ScanArray is an array of broadband seismometers with which we aim to study the lithosphere and upper mantle beneath the Scandinavian Mountains and the Baltic Shield. LITHOS-CAPP contributed 20 broadband recording stations from September 2014 to October 2016, 10 in Sweden and 10 in Finland, continuously recordings at 100 samples per second. The stations were deployed by the KIT Geophysical Institute and GFZ section 2.4 (seismology). They form part of the temporary network ScanArrayCore (FDSN network code 1G 2012-2017

Seismic anisotropy in the Sumatra subduction zone

An important tool for understanding deformation occurring within a subduction zone is the measurement of seismic anisotropy through observations of shear wave splitting (SWS). In Sumatra, two temporary seismic networks were deployed between December 2007 and February 2009, covering the fore arc between the fore-arc islands to the back arc. We use SKS and local SWS measurements to determine the type, amount, and location of anisotropy. Local SWS measurements from the fore-arc islands exhibit trench-parallel fast directions which can be attributed to shape preferred orientation of cracks/fractures in the overriding sediments. In the Sumatran Fault region, the predominant fast direction is fault/trench parallel, while in the back-arc region it is trench perpendicular. The trench-perpendicular measurements exhibit a positive correlation between delay time and raypath length in the mantle wedge, while the fault-parallel measurements are similar to the fault-parallel fast directions observed for two crustal events at the Sumatran Fault. This suggests that there are two layers of anisotropy: one due to entrained flow within the mantle wedge and a second layer within the overriding crust due to the shear strain caused by the Sumatran Fault. SKS splitting results show a NNW-SSE fast direction with delay times of 0.8–3.0 s. The fast directions are approximately parallel to the absolute plate motion of the subducting Indo-Australian Plate. The small delay times exhibited by the local SWS (0.05–0.45 s), in combination with the large SKS delay times, suggest that the anisotropy generating the teleseismic SWS is dominated by entrained flow in the asthenosphere below the slab

An Adaptive Structures Electro-mechanical Device for Dynamic Flow Control Applications

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/76818/1/AIAA-2004-1815-582.pd

Active flow control using high frequency compliant structures

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/77267/1/AIAA-2001-4144-449.pd

Application of multichannel Wiener filters to the suppression of ambient seismic noise in passive seismic arrays

We are concerned with the detection and location of small seismic events, such as can be encountered in monitoring hydro-fracturing with surface sensors. Ambient seismic noise is the main problem in detection of weak seismic phases from these events, particularly as the sites of interest are often within or near producing fields. Band-pass filtering and stacking are the most widely used techniques for enhancing the signal-to-noise ratio (SNR) in passive seismic experiments, but they are of limited value when noise and signal share the same frequency band. Seismic arrays can be used to reduce the unwanted noise (e.g., traffic noise, pumping noise, scattering ground roll) by delay-and-sum techniques (also called beamforming) or by frequencywavenumber filtering. Beamforming maximizes the array response for the assumed direction and slowness of the signal. Whereas in some situations it can be highly effective, and the azimuth and slowness of the signal can be determined by a grid search approach, it is vulnerable to contamination by side-lobe energy, particularly for broadband signals and noise (Rost and Thomas, 2002). Frequencywavenumber filtering can be very effective but requires regularly spaced arrays and implicitly assumes plane-wave propagation. Both methods perform poorly when the waveform changes significantly between stations of the array, as might be caused, for example, by differences in site response. In this article, we present a multichannel Wiener filtering technique, which allows the removal of coherent noise from three-component 2D arrays without making a priori assumptions about the mode of propagation (e.g., no planewave assumption is required for the noise field). We test the effectiveness of this filter with two case studies. In the first case, we add synthetic signals of varying strengths to actual noise data recorded with a hexagonal array during hydrofracturing within a producing oil field in Wyoming, USA. Using this test, we are able to provide estimates of the smallest event detectable with the filtered data, and compare the results with conventional techniques, such as stacking. The second test case is a dense, small-aperture 2D seismic array of 95 stations placed within an area of 130 m 56 m on a landslide deposit in the Northern Apennines, Italy. Numerous microearthquakes have been recorded with this array, whose faint P-phases serve as an ideal data set for testing filtering techniques. Using the two case studies, we discuss the effectiveness of the multichannel Wiener filter on SNR improvement, and show that including horizontal components into the analysis increases the SNR improvement more than using only vertical components

Strong dipole coupling in nonpolar nitride quantum dots due to Coulomb effects

Optical properties of polar and nonpolar nitride quantum dots (QDs) are determined on the basis of a microscopic theory which combines a continuum elasticity approach to the polarization potential, a tight-binding model for the electronic energies and wavefunctions, and a many-body theory for the optical properties. For nonpolar nitride quantum dots, we find that optical absorption and emission spectra exhibit a weak ground-state oscillator strength in a single-particle calculation whereas the Coulomb configuration interaction strongly enhances the ground-state transitions. This finding sheds new light on existing discrepancies between previous theoretical and experimental results for these systems, as a weak ground state transition was predicted because of the spatial separation of the corresponding electron and hole state due to intrinsic fields whereas experimentally fast optical transitions have been observed. (C) 2012 American Institute of Physics. (http://dx.doi.org/10.1063/1.3688900

Structure of the central Sumatran subduction zone revealed by local earthquake travel-time tomography using an amphibious network

The Sumatran subduction zone exhibits strong seismic and tsunamogenic potential with the prominent examples of the 2004, 2005 and 2007 earthquakes. Here, we invert travel-time data of local earthquakes for vp and vp∕vs velocity models of the central Sumatran forearc. Data were acquired by an amphibious seismometer network consisting of 52 land stations and 10 ocean-bottom seismometers located on a segment of the Sumatran subduction zone that had not ruptured in a great earthquake since 1797 but witnessed recent ruptures to the north in 2005 (Nias earthquake, Mw = 8.7) and to the south in 2007 (Bengkulu earthquake, Mw = 8.5). The 2-D and 3-D vp velocity anomalies reveal the downgoing slab and the sedimentary basins. Although the seismicity pattern in the study area appears to be strongly influenced by the obliquely subducting Investigator Fracture Zone to at least 200&thinsp;km depth, the 3-D velocity model shows prevailing trench-parallel structures at depths of the plate interface. The tomographic model suggests a thinned crust below the basin east of the forearc islands (Nias, Pulau Batu, Siberut) at  ∼ 180&thinsp;km distance to the trench. vp velocities beneath the magmatic arc and the Sumatran fault zone (SFZ) are around 5&thinsp;km&thinsp;s−1 at 10&thinsp;km depth and the vp∕vs ratios in the uppermost 10&thinsp;km are low, indicating the presence of felsic lithologies typical for continental crust. We find moderately elevated vp∕vs values of 1.85 at  ∼ 150&thinsp;km distance to the trench in the region of the Mentawai Fault. vp∕vs ratios suggest an absence of large-scale alteration of the mantle wedge and might explain why the seismogenic plate interface (observed as a locked zone from geodetic data) extends below the continental forearc Moho in Sumatra. Reduced vp velocities beneath the forearc basin covering the region between the Mentawai Islands and the Sumatra mainland possibly reflect a reduced thickness of the overriding crust.</p