404 research outputs found

    Quantile forecast discrimination ability and value

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    While probabilistic forecast verification for categorical forecasts is well established, some of the existing concepts and methods have not found their equivalent for the case of continuous variables. New tools dedicated to the assessment of forecast discrimination ability and forecast value are introduced here, based on quantile forecasts being the base product for the continuous case (hence in a nonparametric framework). The relative user characteristic (RUC) curve and the quantile value plot allow analysing the performance of a forecast for a specific user in a decision-making framework. The RUC curve is designed as a user-based discrimination tool and the quantile value plot translates forecast discrimination ability in terms of economic value. The relationship between the overall value of a quantile forecast and the respective quantile skill score is also discussed. The application of these new verification approaches and tools is illustrated based on synthetic datasets, as well as for the case of global radiation forecasts from the high resolution ensemble COSMO-DE-EPS of the German Weather Service

    Pricing Rainfall Based Futures Using Genetic Programming

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    Rainfall derivatives are in their infancy since starting trading on the Chicago Mercantile Exchange (CME) since 2011. Being a relatively new class of financial instruments there is no generally recognised pricing framework used within the literature. In this paper, we propose a novel framework for pricing contracts using Genetic Programming (GP). Our novel framework requires generating a risk-neutral density of our rainfall predictions generated by GP supported by Markov chain Monte Carlo and Esscher transform. Moreover, instead of having a single rainfall model for all contracts, we propose having a separate rainfall model for each contract. We compare our novel framework with and without our proposed contract-specific models for pricing against the pricing performance of the two most commonly used methods, namely Markov chain extended with rainfall prediction (MCRP), and burn analysis (BA) across contracts available on the CME. Our goal is twofold, (i) to show that by improving the predictive accuracy of the rainfall process, the accuracy of pricing also increases. (ii) contract-specific models can further improve the pricing accuracy. Results show that both of the above goals are met, as GP is capable of pricing rainfall futures contracts closer to the CME than MCRP and BA. This shows that our novel framework for using GP is successful, which is a significant step forward in pricing rainfall derivatives

    Rossby wave dynamics of the North Pacific extra-tropical response to El Niño: importance of the basic state in coupled GCMs

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    The extra-tropical response to El Nino in a "low" horizontal resolution coupled climate model, typical of the Intergovernmental Panel on Climate Change fourth assessment report simulations, is shown to have serious systematic errors. A high resolution configuration of the same model has a much improved response that is similar to observations. The errors in the low resolution model are traced to an incorrect representation of the atmospheric teleconnection mechanism that controls the extra-tropical sea surface temperatures (SSTs) during El Nino. This is due to an unrealistic atmospheric mean state, which changes the propagation characteristics of Rossby waves. These erroneous upper tropospheric circulation anomalies then induce erroneous surface circulation features over the North Pacific. The associated surface wind speed and direction errors create erroneous surface flux and upwelling anomalies which finally lead to the incorrect extra-tropical SST response to El Nino in the low resolution model. This highlights the sensitivity of the climate response to a single link in a chain of complex climatic processes. The correct representation of these processes in the high resolution model indicates the importance of horizontal resolution in resolving such processes

    Reconstructing El Niño Southern Oscillation using data from ships' logbooks, 1815- 1854. Part I: Methodology and Evaluation

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    The meteorological information found within ships’ logbooks is a unique and fascinating source of data for historical climatology. This study uses wind observations from logbooks covering the period 1815 to 1854 to reconstruct an index of El Niño Southern Oscillation (ENSO) for boreal winter (DJF). Statistically-based reconstructions of the Southern Oscillation Index (SOI) are obtained using two methods: principal component regression (PCR) and composite-plus-scale (CPS). Calibration and validation are carried out over the modern period 1979–2014, assessing the relationship between re-gridded seasonal ERA-Interim reanalysis wind data and the instrumental SOI. The reconstruction skill of both the PCR and CPS methods is found to be high with reduction of error skill scores of 0.80 and 0.75, respectively. The relationships derived during the fitting period are then applied to the logbook wind data to reconstruct the historical SOI. We develop a new method to assess the sensitivity of the reconstructions to using a limited number of observations per season and find that the CPS method performs better than PCR with a limited number of observations. A difference in the distribution of wind force terms used by British and Dutch ships is found, and its impact on the reconstruction assessed. The logbook reconstructions agree well with a previous SOI reconstructed from Jakarta rain day counts, 1830–1850, adding robustness to our reconstructions. Comparisons to additional documentary and proxy data sources are provided in a companion paper

    An assessment of the Jenkinson and Collison synoptic classification to a continental mid-latitude location

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    A weather-type catalogue based on the Jenkinson and Collison method was developed for an area in south-west Russia for the period 1961--2010. Gridded sea level pressure data was obtained from the National Centers for Environmental Prediction/National Center for Atmospheric Research (NCEP/NCAR) reanalysis. The resulting catalogue was analysed for frequency of individual types and groups of weather types to characterise long-term atmospheric circulation in this region. Overall, the most frequent type is anticyclonic (A) (23.3 {%}) followed by cyclonic (C) (11.9 {%}); however, there are some key seasonal patterns with westerly circulation being significantly more common in winter than summer. The utility of this synoptic classification is evaluated by modelling daily rainfall amounts. A low level of error is found using a simple model based on the prevailing weather type. Finally, characteristics of the circulation classification are compared to those for the original JC British Isles catalogue and a much more equal distribution of flow types is seen in the former classification

    To respond or not to respond - a personal perspective of intestinal tolerance

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    For many years, the intestine was one of the poor relations of the immunology world, being a realm inhabited mostly by specialists and those interested in unusual phenomena. However, this has changed dramatically in recent years with the realization of how important the microbiota is in shaping immune function throughout the body, and almost every major immunology institution now includes the intestine as an area of interest. One of the most important aspects of the intestinal immune system is how it discriminates carefully between harmless and harmful antigens, in particular, its ability to generate active tolerance to materials such as commensal bacteria and food proteins. This phenomenon has been recognized for more than 100 years, and it is essential for preventing inflammatory disease in the intestine, but its basis remains enigmatic. Here, I discuss the progress that has been made in understanding oral tolerance during my 40 years in the field and highlight the topics that will be the focus of future research

    Sensitivity of the Himalayan orography representation in simulation of winter precipitation using Regional Climate Model (RegCM) nested in a GCM

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    This document is the Accepted Manuscript version of the following article: Tiwari, P.R., Kar, S.C., Mohanty, U.C., Climate Dynamics (2017). The final publication is available at Springer via https://link.springer.com/article/10.1007%2Fs00382-017-3567-3. The Accepted Manuscript is under embargo. Embargo end date: 24 February 2018.The role of the Himalayan orography representationin a Regional Climate Model (RegCM4) nested inNCMRWF global spectral model is examined in simulatingthe winter circulation and associated precipitation over theNorthwest India (NWI; 23°–37.5°N and 69°–85°E) region.For this purpose, nine different set of orography representationsfor nine distinct precipitation years (three years eachfor wet, normal and dry) have been considered by increasing(decreasing) 5, 10, 15, and 20% from the mean height(CNTRL) of the Himalaya in RegCM4 model. Validationwith various observations revealed a good improvementin reproducing the precipitation intensity and distributionwith increased model height compared to the resultsobtained from CNTRL and reduced orography experiments.Further it has been found that, increase in heightby 10% (P10) increases seasonal precipitation about 20%,while decrease in height by 10% (M10) results around 28%reduction in seasonal precipitation as compared to CNTRLexperiment over NWI region. This improvement in precipitationsimulation comes due to better representation ofvertical pressure velocity and moisture transport as thesefactors play an important role in wintertime precipitationprocesses over NWI region. Furthermore, a comparison of model-simulated precipitation with observed precipitationat 17 station locations has been also carried out. Overall,the results suggest that when the orographic increment of10% (P10) is applied on RegCM4 model, it has better skillin simulating the precipitation over the NWI region andthis model is a useful tool for further regional downscalingstudies.Peer reviewe

    Present day greenhouse gases could cause more frequent and longer Dust Bowl heatwaves

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    Substantial warming occurred across North America, Europe and the Arctic over the early twentieth century1, including an increase in global drought2, that was partially forced by rising greenhouse gases (GHGs)3. The period included the 1930s Dust Bowl drought4,5,6,7 across North America’s Great Plains that caused widespread crop failures4,8, large dust storms9 and considerable out-migration10. This coincided with the central United States experiencing its hottest summers of the twentieth century11,12 in 1934 and 1936, with over 40 heatwave days and maximum temperatures surpassing 44 °C at some locations13,14. Here we use a large-ensemble regional modelling framework to show that GHG increases caused slightly enhanced heatwave activity over the eastern United States during 1934 and 1936. Instead of asking how a present-day heatwave would behave in a world without climate warming, we ask how these 1930s heatwaves would behave with present-day GHGs. Heatwave activity in similarly rare events would be much larger under today’s atmospheric GHG forcing and the return period of a 1-in-100-year heatwave summer (as observed in 1936) would be reduced to about 1-in-40 years. A key driver of the increasing heatwave activity and intensity is reduced evaporative cooling and increased sensible heating during dry springs and summers

    The contribution of cause-effect link to representing the core of scientific paper—The role of Semantic Link Network

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    The Semantic Link Network is a general semantic model for modeling the structure and the evolution of complex systems. Various semantic links play different roles in rendering the semantics of complex system. One of the basic semantic links represents cause-effect relation, which plays an important role in representation and understanding. This paper verifies the role of the Semantic Link Network in representing the core of text by investigating the contribution of cause-effect link to representing the core of scientific papers. Research carries out with the following steps: (1) Two propositions on the contribution of cause-effect link in rendering the core of paper are proposed and verified through a statistical survey, which shows that the sentences on cause-effect links cover about 65% of key words within each paper on average. (2) An algorithm based on syntactic patterns is designed for automatically extracting cause-effect link from scientific papers, which recalls about 70% of manually annotated cause-effect links on average, indicating that the result adapts to the scale of data sets. (3) The effects of cause-effect link on four schemes of incorporating cause-effect link into the existing instances of the Semantic Link Network for enhancing the summarization of scientific papers are investigated. The experiments show that the quality of the summaries is significantly improved, which verifies the role of semantic links. The significance of this research lies in two aspects: (1) it verifies that the Semantic Link Network connects the important concepts to render the core of text; and, (2) it provides an evidence for realizing content services such as summarization, recommendation and question answering based on the Semantic Link Network, and it can inspire relevant research on content computing
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