Dynamical seasonal prediction of southern African summer precipitation

Prediction skill for southern African (16 – 33 E, 22 –35 S) summer precipitation in the Scale Interaction Experiment-Frontier coupled model is assessed for the period of 1982–2008. Using three different observation datasets, deterministic forecasts are evaluated by anomaly correlation coefficients, whereas scores of relative operating characteristic and relative operating level are used to evaluate probabilistic forecasts. We have found that these scores for December–February precipitation forecasts initialized on October 1st are significant at 95 % confidence level. On a local scale, the level of prediction skill in the northwestern and central parts of southern Africa is higher than that in northeastern South Africa. El Nin˜o/Southern Oscillation (ENSO) provides the major source of predictability, but the relationship with ENSO is too strong in the model. The Benguela Nin˜o, the basin mode in the tropical Indian Ocean, the subtropical dipole modes in the South Atlantic and the southern Indian Oceans and ENSO Modoki may provide additional sources of predictability. Within the wet season from October to the following April, the precipitation anomalies in December-February are the most predictable. This study presents promising results for seasonal prediction of precipitation anomaly in the extratropics, where seasonal prediction has been considered a difficult task.Japan Science and Technology Agency (JST) and Japan International Cooperation Agency (JICA) through Science and Technology Research Partnership for Sustainable Development (SATREPS).http://link.springer.com/journal/382hb201

Model averaging for generalized linear models in fragmentary data prediction

Fragmentary data is becoming more and more popular in many areas which brings big challenges to researchers and data analysts. Most existing methods dealing with fragmentary data consider a continuous response while in many applications the response variable is discrete. In this paper, we propose a model averaging method for generalized linear models in fragmentary data prediction. The candidate models are fitted based on different combinations of covariate availability and sample size. The optimal weight is selected by minimizing the Kullback–Leibler loss in the completed cases and its asymptotic optimality is established. Empirical evidences from a simulation study and a real data analysis about Alzheimer disease are presented

Model averaging for generalized linear models in diverging model spaces with effective model size

Econometric Reviews430171-9

Optimal Model Averaging of Support Vector Machines in Diverging Model Spaces

Support vector machine (SVM) is a powerful classification method that has achieved great success in many fields. Since its performance can be seriously impaired by redundant covariates, model selection techniques are widely used for SVM with high dimensional covariates. As an alternative to model selection, significant progress has been made in the area of model averaging in the past decades. Yet no frequentist model averaging method was considered for SVM. This work aims to fill the gap and to propose a frequentist model averaging procedure for SVM which selects the optimal weight by cross validation. Even when the number of covariates diverges at an exponential rate of the sample size, we show asymptotic optimality of the proposed method in the sense that the ratio of its hinge loss to the lowest possible loss converges to one. We also derive the convergence rate which provides more insights to model averaging. Compared to model selection methods of SVM which require a tedious but critical task of tuning parameter selection, the model averaging method avoids the task and shows promising performances in the empirical studies.Comment: need to be improved furthe