Transition-State Ensembles Navigate the Pathways of Enzyme Catalysis.

PubMed

Mickert, Matthias J; Gorris, Hans H

2018-06-07

Transition-state theory (TST) provides an important framework for analyzing and explaining the reaction rates of enzymes. TST, however, needs to account for protein dynamic effects and heterogeneities in enzyme catalysis. We have analyzed the reaction rates of β-galactosidase and β-glucuronidase at the single molecule level by using large arrays of femtoliter-sized chambers. Heterogeneities in individual reaction rates yield information on the intrinsic distribution of the free energy of activation (Δ G ‡ ) in an enzyme ensemble. The broader distribution of Δ G ‡ in β-galactosidase compared to β-glucuronidase is attributed to β-galactosidase's multiple catalytic functions as a hydrolase and a transglycosylase. Based on the catalytic mechanism of β-galactosidase, we show that transition-state ensembles do not only contribute to enzyme catalysis but can also channel the catalytic pathway to the formation of different products. We conclude that β-galactosidase is an example of natural evolution, where a new catalytic pathway branches off from an established enzyme function. The functional division of work between enzymatic substates explains why the conformational space represented by the enzyme ensemble is larger than the conformational space that can be sampled by any given enzyme molecule during catalysis.

Are Charge-State Distributions a Reliable Tool Describing Molecular Ensembles of Intrinsically Disordered Proteins by Native MS?

NASA Astrophysics Data System (ADS)

Natalello, Antonino; Santambrogio, Carlo; Grandori, Rita

2017-01-01

Native mass spectrometry (MS) has become a central tool of structural proteomics, but its applicability to the peculiar class of intrinsically disordered proteins (IDPs) is still object of debate. IDPs lack an ordered tridimensional structure and are characterized by high conformational plasticity. Since they represent valuable targets for cancer and neurodegeneration research, there is an urgent need of methodological advances for description of the conformational ensembles populated by these proteins in solution. However, structural rearrangements during electrospray-ionization (ESI) or after the transfer to the gas phase could affect data obtained by native ESI-MS. In particular, charge-state distributions (CSDs) are affected by protein conformation inside ESI droplets, while ion mobility (IM) reflects protein conformation in the gas phase. This review focuses on the available evidence relating IDP solution ensembles with CSDs, trying to summarize cases of apparent consistency or discrepancy. The protein-specificity of ionization patterns and their responses to ligands and buffer conditions suggests that CSDs are imprinted to protein structural features also in the case of IDPs. Nevertheless, it seems that these proteins are more easily affected by electrospray conditions, leading in some cases to rearrangements of the conformational ensembles.

Ensemble modeling of very small ZnO nanoparticles.

PubMed

Niederdraenk, Franziska; Seufert, Knud; Stahl, Andreas; Bhalerao-Panajkar, Rohini S; Marathe, Sonali; Kulkarni, Sulabha K; Neder, Reinhard B; Kumpf, Christian

2011-01-14

The detailed structural characterization of nanoparticles is a very important issue since it enables a precise understanding of their electronic, optical and magnetic properties. Here we introduce a new method for modeling the structure of very small particles by means of powder X-ray diffraction. Using thioglycerol-capped ZnO nanoparticles with a diameter of less than 3 nm as an example we demonstrate that our ensemble modeling method is superior to standard XRD methods like, e.g., Rietveld refinement. Besides fundamental properties (size, anisotropic shape and atomic structure) more sophisticated properties like imperfections in the lattice, a size distribution as well as strain and relaxation effects in the particles and-in particular-at their surface (surface relaxation effects) can be obtained. Ensemble properties, i.e., distributions of the particle size and other properties, can also be investigated which makes this method superior to imaging techniques like (high resolution) transmission electron microscopy or atomic force microscopy, in particular for very small nanoparticles. For the particles under study an excellent agreement of calculated and experimental X-ray diffraction patterns could be obtained with an ensemble of anisotropic polyhedral particles of three dominant sizes, wurtzite structure and a significant relaxation of Zn atoms close to the surface.

Limit order book and its modeling in terms of Gibbs Grand-Canonical Ensemble

NASA Astrophysics Data System (ADS)

Bicci, Alberto

2016-12-01

In the domain of so called Econophysics some attempts have been already made for applying the theory of thermodynamics and statistical mechanics to economics and financial markets. In this paper a similar approach is made from a different perspective, trying to model the limit order book and price formation process of a given stock by the Grand-Canonical Gibbs Ensemble for the bid and ask orders. The application of the Bose-Einstein statistics to this ensemble allows then to derive the distribution of the sell and buy orders as a function of price. As a consequence we can define in a meaningful way expressions for the temperatures of the ensembles of bid orders and of ask orders, which are a function of minimum bid, maximum ask and closure prices of the stock as well as of the exchanged volume of shares. It is demonstrated that the difference between the ask and bid orders temperatures can be related to the VAO (Volume Accumulation Oscillator), an indicator empirically defined in Technical Analysis of stock markets. Furthermore the derived distributions for aggregate bid and ask orders can be subject to well defined validations against real data, giving a falsifiable character to the model.

Heralded high-efficiency quantum repeater with atomic ensembles assisted by faithful single-photon transmission.

PubMed

Li, Tao; Deng, Fu-Guo

2015-10-27

Quantum repeater is one of the important building blocks for long distance quantum communication network. The previous quantum repeaters based on atomic ensembles and linear optical elements can only be performed with a maximal success probability of 1/2 during the entanglement creation and entanglement swapping procedures. Meanwhile, the polarization noise during the entanglement distribution process is harmful to the entangled channel created. Here we introduce a general interface between a polarized photon and an atomic ensemble trapped in a single-sided optical cavity, and with which we propose a high-efficiency quantum repeater protocol in which the robust entanglement distribution is accomplished by the stable spatial-temporal entanglement and it can in principle create the deterministic entanglement between neighboring atomic ensembles in a heralded way as a result of cavity quantum electrodynamics. Meanwhile, the simplified parity-check gate makes the entanglement swapping be completed with unity efficiency, other than 1/2 with linear optics. We detail the performance of our protocol with current experimental parameters and show its robustness to the imperfections, i.e., detuning and coupling variation, involved in the reflection process. These good features make it a useful building block in long distance quantum communication.

Quantum teleportation between remote atomic-ensemble quantum memories.

PubMed

Bao, Xiao-Hui; Xu, Xiao-Fan; Li, Che-Ming; Yuan, Zhen-Sheng; Lu, Chao-Yang; Pan, Jian-Wei

2012-12-11

Quantum teleportation and quantum memory are two crucial elements for large-scale quantum networks. With the help of prior distributed entanglement as a "quantum channel," quantum teleportation provides an intriguing means to faithfully transfer quantum states among distant locations without actual transmission of the physical carriers [Bennett CH, et al. (1993) Phys Rev Lett 70(13):1895-1899]. Quantum memory enables controlled storage and retrieval of fast-flying photonic quantum bits with stationary matter systems, which is essential to achieve the scalability required for large-scale quantum networks. Combining these two capabilities, here we realize quantum teleportation between two remote atomic-ensemble quantum memory nodes, each composed of ∼10(8) rubidium atoms and connected by a 150-m optical fiber. The spin wave state of one atomic ensemble is mapped to a propagating photon and subjected to Bell state measurements with another single photon that is entangled with the spin wave state of the other ensemble. Two-photon detection events herald the success of teleportation with an average fidelity of 88(7)%. Besides its fundamental interest as a teleportation between two remote macroscopic objects, our technique may be useful for quantum information transfer between different nodes in quantum networks and distributed quantum computing.

Heralded high-efficiency quantum repeater with atomic ensembles assisted by faithful single-photon transmission

PubMed Central

Li, Tao; Deng, Fu-Guo

2015-01-01

Quantum repeater is one of the important building blocks for long distance quantum communication network. The previous quantum repeaters based on atomic ensembles and linear optical elements can only be performed with a maximal success probability of 1/2 during the entanglement creation and entanglement swapping procedures. Meanwhile, the polarization noise during the entanglement distribution process is harmful to the entangled channel created. Here we introduce a general interface between a polarized photon and an atomic ensemble trapped in a single-sided optical cavity, and with which we propose a high-efficiency quantum repeater protocol in which the robust entanglement distribution is accomplished by the stable spatial-temporal entanglement and it can in principle create the deterministic entanglement between neighboring atomic ensembles in a heralded way as a result of cavity quantum electrodynamics. Meanwhile, the simplified parity-check gate makes the entanglement swapping be completed with unity efficiency, other than 1/2 with linear optics. We detail the performance of our protocol with current experimental parameters and show its robustness to the imperfections, i.e., detuning and coupling variation, involved in the reflection process. These good features make it a useful building block in long distance quantum communication. PMID:26502993

Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele M.; Koblinsky, Chester (Technical Monitor)

2001-01-01

A multivariate ensemble Kalman filter (MvEnKF) implemented on a massively parallel computer architecture has been implemented for the Poseidon ocean circulation model and tested with a Pacific Basin model configuration. There are about two million prognostic state-vector variables. Parallelism for the data assimilation step is achieved by regionalization of the background-error covariances that are calculated from the phase-space distribution of the ensemble. Each processing element (PE) collects elements of a matrix measurement functional from nearby PEs. To avoid the introduction of spurious long-range covariances associated with finite ensemble sizes, the background-error covariances are given compact support by means of a Hadamard (element by element) product with a three-dimensional canonical correlation function. The methodology and the MvEnKF configuration are discussed. It is shown that the regionalization of the background covariances; has a negligible impact on the quality of the analyses. The parallel algorithm is very efficient for large numbers of observations but does not scale well beyond 100 PEs at the current model resolution. On a platform with distributed memory, memory rather than speed is the limiting factor.

Are Charge-State Distributions a Reliable Tool Describing Molecular Ensembles of Intrinsically Disordered Proteins by Native MS?

PubMed

Natalello, Antonino; Santambrogio, Carlo; Grandori, Rita

2017-01-01

Native mass spectrometry (MS) has become a central tool of structural proteomics, but its applicability to the peculiar class of intrinsically disordered proteins (IDPs) is still object of debate. IDPs lack an ordered tridimensional structure and are characterized by high conformational plasticity. Since they represent valuable targets for cancer and neurodegeneration research, there is an urgent need of methodological advances for description of the conformational ensembles populated by these proteins in solution. However, structural rearrangements during electrospray-ionization (ESI) or after the transfer to the gas phase could affect data obtained by native ESI-MS. In particular, charge-state distributions (CSDs) are affected by protein conformation inside ESI droplets, while ion mobility (IM) reflects protein conformation in the gas phase. This review focuses on the available evidence relating IDP solution ensembles with CSDs, trying to summarize cases of apparent consistency or discrepancy. The protein-specificity of ionization patterns and their responses to ligands and buffer conditions suggests that CSDs are imprinted to protein structural features also in the case of IDPs. Nevertheless, it seems that these proteins are more easily affected by electrospray conditions, leading in some cases to rearrangements of the conformational ensembles. Graphical Abstract ᅟ.

Ultrafast energy relaxation in single light-harvesting complexes

DOE PAGES

Maly, Pavel; Gruber, J. Michael; Cogdell, Richard J.; ...

2016-02-22

Energy relaxation in light-harvesting complexes has been extensively studied by various ultrafast spectroscopic techniques, the fastest processes being in the sub–100-fs range. At the same time, much slower dynamics have been observed in individual complexes by single-molecule fluorescence spectroscopy (SMS). In this work, we use a pump–probe-type SMS technique to observe the ultrafast energy relaxation in single light-harvesting complexes LH2 of purple bacteria. After excitation at 800 nm, the measured relaxation time distribution of multiple complexes has a peak at 95 fs and is asymmetric, with a tail at slower relaxation times. When tuning the excitation wavelength, the distribution changesmore » in both its shape and position. The observed behavior agrees with what is to be expected from the LH2 excited states structure. As we show by a Redfield theory calculation of the relaxation times, the distribution shape corresponds to the expected effect of Gaussian disorder of the pigment transition energies. By repeatedly measuring few individual complexes for minutes, we find that complexes sample the relaxation time distribution on a timescale of seconds. Furthermore, by comparing the distribution from a single long-lived complex with the whole ensemble, we demonstrate that, regarding the relaxation times, the ensemble can be considered ergodic. Lastly, our findings thus agree with the commonly used notion of an ensemble of identical LH2 complexes experiencing slow random fluctuations.« less

Ultrafast energy relaxation in single light-harvesting complexes.

PubMed

Malý, Pavel; Gruber, J Michael; Cogdell, Richard J; Mančal, Tomáš; van Grondelle, Rienk

2016-03-15

Energy relaxation in light-harvesting complexes has been extensively studied by various ultrafast spectroscopic techniques, the fastest processes being in the sub-100-fs range. At the same time, much slower dynamics have been observed in individual complexes by single-molecule fluorescence spectroscopy (SMS). In this work, we use a pump-probe-type SMS technique to observe the ultrafast energy relaxation in single light-harvesting complexes LH2 of purple bacteria. After excitation at 800 nm, the measured relaxation time distribution of multiple complexes has a peak at 95 fs and is asymmetric, with a tail at slower relaxation times. When tuning the excitation wavelength, the distribution changes in both its shape and position. The observed behavior agrees with what is to be expected from the LH2 excited states structure. As we show by a Redfield theory calculation of the relaxation times, the distribution shape corresponds to the expected effect of Gaussian disorder of the pigment transition energies. By repeatedly measuring few individual complexes for minutes, we find that complexes sample the relaxation time distribution on a timescale of seconds. Furthermore, by comparing the distribution from a single long-lived complex with the whole ensemble, we demonstrate that, regarding the relaxation times, the ensemble can be considered ergodic. Our findings thus agree with the commonly used notion of an ensemble of identical LH2 complexes experiencing slow random fluctuations.

Ultrafast energy relaxation in single light-harvesting complexes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Maly, Pavel; Gruber, J. Michael; Cogdell, Richard J.

Energy relaxation in light-harvesting complexes has been extensively studied by various ultrafast spectroscopic techniques, the fastest processes being in the sub–100-fs range. At the same time, much slower dynamics have been observed in individual complexes by single-molecule fluorescence spectroscopy (SMS). In this work, we use a pump–probe-type SMS technique to observe the ultrafast energy relaxation in single light-harvesting complexes LH2 of purple bacteria. After excitation at 800 nm, the measured relaxation time distribution of multiple complexes has a peak at 95 fs and is asymmetric, with a tail at slower relaxation times. When tuning the excitation wavelength, the distribution changesmore » in both its shape and position. The observed behavior agrees with what is to be expected from the LH2 excited states structure. As we show by a Redfield theory calculation of the relaxation times, the distribution shape corresponds to the expected effect of Gaussian disorder of the pigment transition energies. By repeatedly measuring few individual complexes for minutes, we find that complexes sample the relaxation time distribution on a timescale of seconds. Furthermore, by comparing the distribution from a single long-lived complex with the whole ensemble, we demonstrate that, regarding the relaxation times, the ensemble can be considered ergodic. Lastly, our findings thus agree with the commonly used notion of an ensemble of identical LH2 complexes experiencing slow random fluctuations.« less

Calculating phase equilibrium properties of plasma pseudopotential model using hybrid Gibbs statistical ensemble Monte-Carlo technique

NASA Astrophysics Data System (ADS)

Butlitsky, M. A.; Zelener, B. B.; Zelener, B. V.

2015-11-01

Earlier a two-component pseudopotential plasma model, which we called a “shelf Coulomb” model has been developed. A Monte-Carlo study of canonical NVT ensemble with periodic boundary conditions has been undertaken to calculate equations of state, pair distribution functions, internal energies and other thermodynamics properties of the model. In present work, an attempt is made to apply so-called hybrid Gibbs statistical ensemble Monte-Carlo technique to this model. First simulation results data show qualitatively similar results for critical point region for both methods. Gibbs ensemble technique let us to estimate the melting curve position and a triple point of the model (in reduced temperature and specific volume coordinates): T* ≈ 0.0476, v* ≈ 6 × 10-4.

Petit and grand ensemble Monte Carlo calculations of the thermodynamics of the lattice gas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murch, G.E.; Thorn, R.J.

1978-11-01

A direct Monte Carlo method for estimating the chemical potential in the petit canonical ensemble was applied to the simple cubic Ising-like lattice gas. The method is based on a simple relationship between the chemical potential and the potential energy distribution in a lattice gas at equilibrium as derived independently by Widom, and Jackson and Klein. Results are presented here for the chemical potential at various compositions and temperatures above and below the zero field ferromagnetic and antiferromagnetic critical points. The same lattice gas model was reconstructed in the form of a restricted grand canonical ensemble and results at severalmore » temperatures were compared with those from the petit canonical ensemble. The agreement was excellent in these cases.« less

Using Four Downscaling Techniques to Characterize Uncertainty in Updating Intensity-Duration-Frequency Curves Under Climate Change

NASA Astrophysics Data System (ADS)

Cook, L. M.; Samaras, C.; McGinnis, S. A.

2017-12-01

Intensity-duration-frequency (IDF) curves are a common input to urban drainage design, and are used to represent extreme rainfall in a region. As rainfall patterns shift into a non-stationary regime as a result of climate change, these curves will need to be updated with future projections of extreme precipitation. Many regions have begun to update these curves to reflect the trends from downscaled climate models; however, few studies have compared the methods for doing so, as well as the uncertainty that results from the selection of the native grid scale and temporal resolution of the climate model. This study examines the variability in updated IDF curves for Pittsburgh using four different methods for adjusting gridded regional climate model (RCM) outputs into station scale precipitation extremes: (1) a simple change factor applied to observed return levels, (2) a naïve adjustment of stationary and non-stationary Generalized Extreme Value (GEV) distribution parameters, (3) a transfer function of the GEV parameters from the annual maximum series, and (4) kernel density distribution mapping bias correction of the RCM time series. Return level estimates (rainfall intensities) and confidence intervals from these methods for the 1-hour to 48-hour duration are tested for sensitivity to the underlying spatial and temporal resolution of the climate ensemble from the NA-CORDEX project, as well as, the future time period for updating. The first goal is to determine if uncertainty is highest for: (i) the downscaling method, (ii) the climate model resolution, (iii) the climate model simulation, (iv) the GEV parameters, or (v) the future time period examined. Initial results of the 6-hour, 10-year return level adjusted with the simple change factor method using four climate model simulations of two different spatial resolutions show that uncertainty is highest in the estimation of the GEV parameters. The second goal is to determine if complex downscaling methods and high-resolution climate models are necessary for updating, or if simpler methods and lower resolution climate models will suffice. The final results can be used to inform the most appropriate method and climate model resolutions to use for updating IDF curves for urban drainage design.

A hydro-meteorological model chain to assess the influence of natural variability and impacts of climate change on extreme events and propose optimal water management

NASA Astrophysics Data System (ADS)

von Trentini, F.; Willkofer, F.; Wood, R. R.; Schmid, F. J.; Ludwig, R.

2017-12-01

The ClimEx project (Climate change and hydrological extreme events - risks and perspectives for water management in Bavaria and Québec) focuses on the effects of climate change on hydro-meteorological extreme events and their implications for water management in Bavaria and Québec. Therefore, a hydro-meteorological model chain is applied. It employs high performance computing capacity of the Leibniz Supercomputing Centre facility SuperMUC to dynamically downscale 50 members of the Global Circulation Model CanESM2 over European and Eastern North American domains using the Canadian Regional Climate Model (RCM) CRCM5. Over Europe, the unique single model ensemble is conjointly analyzed with the latest information provided through the CORDEX-initiative, to better assess the influence of natural climate variability and climatic change in the dynamics of extreme events. Furthermore, these 50 members of a single RCM will enhance extreme value statistics (extreme return periods) by exploiting the available 1500 model years for the reference period from 1981 to 2010. Hence, the RCM output is applied to drive the process based, fully distributed, and deterministic hydrological model WaSiM in high temporal (3h) and spatial (500m) resolution. WaSiM and the large ensemble are further used to derive a variety of hydro-meteorological patterns leading to severe flood events. A tool for virtual perfect prediction shall provide a combination of optimal lead time and management strategy to mitigate certain flood events following these patterns.

Mixture models for protein structure ensembles.

PubMed

Hirsch, Michael; Habeck, Michael

2008-10-01

Protein structure ensembles provide important insight into the dynamics and function of a protein and contain information that is not captured with a single static structure. However, it is not clear a priori to what extent the variability within an ensemble is caused by internal structural changes. Additional variability results from overall translations and rotations of the molecule. And most experimental data do not provide information to relate the structures to a common reference frame. To report meaningful values of intrinsic dynamics, structural precision, conformational entropy, etc., it is therefore important to disentangle local from global conformational heterogeneity. We consider the task of disentangling local from global heterogeneity as an inference problem. We use probabilistic methods to infer from the protein ensemble missing information on reference frames and stable conformational sub-states. To this end, we model a protein ensemble as a mixture of Gaussian probability distributions of either entire conformations or structural segments. We learn these models from a protein ensemble using the expectation-maximization algorithm. Our first model can be used to find multiple conformers in a structure ensemble. The second model partitions the protein chain into locally stable structural segments or core elements and less structured regions typically found in loops. Both models are simple to implement and contain only a single free parameter: the number of conformers or structural segments. Our models can be used to analyse experimental ensembles, molecular dynamics trajectories and conformational change in proteins. The Python source code for protein ensemble analysis is available from the authors upon request.

Short-range solar radiation forecasts over Sweden

NASA Astrophysics Data System (ADS)

Landelius, Tomas; Lindskog, Magnus; Körnich, Heiner; Andersson, Sandra

2018-04-01

In this article the performance for short-range solar radiation forecasts by the global deterministic and ensemble models from the European Centre for Medium-Range Weather Forecasts (ECMWF) is compared with an ensemble of the regional mesoscale model HARMONIE-AROME used by the national meteorological services in Sweden, Norway and Finland. Note however that only the control members and the ensemble means are included in the comparison. The models resolution differs considerably with 18 km for the ECMWF ensemble, 9 km for the ECMWF deterministic model, and 2.5 km for the HARMONIE-AROME ensemble. The models share the same radiation code. It turns out that they all underestimate systematically the Direct Normal Irradiance (DNI) for clear-sky conditions. Except for this shortcoming, the HARMONIE-AROME ensemble model shows the best agreement with the distribution of observed Global Horizontal Irradiance (GHI) and DNI values. During mid-day the HARMONIE-AROME ensemble mean performs best. The control member of the HARMONIE-AROME ensemble also scores better than the global deterministic ECMWF model. This is an interesting result since mesoscale models have so far not shown good results when compared to the ECMWF models. Three days with clear, mixed and cloudy skies are used to illustrate the possible added value of a probabilistic forecast. It is shown that in these cases the mesoscale ensemble could provide decision support to a grid operator in terms of forecasts of both the amount of solar power and its probabilities.

Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE

NASA Astrophysics Data System (ADS)

Forrester, Peter J.; Trinh, Allan K.

2018-05-01

The neighbourhood of the largest eigenvalue λmax in the Gaussian unitary ensemble (GUE) and Laguerre unitary ensemble (LUE) is referred to as the soft edge. It is known that there exists a particular centring and scaling such that the distribution of λmax tends to a universal form, with an error term bounded by 1/N2/3. We take up the problem of computing the exact functional form of the leading error term in a large N asymptotic expansion for both the GUE and LUE—two versions of the LUE are considered, one with the parameter a fixed and the other with a proportional to N. Both settings in the LUE case allow for an interpretation in terms of the distribution of a particular weighted path length in a model involving exponential variables on a rectangular grid, as the grid size gets large. We give operator theoretic forms of the corrections, which are corollaries of knowledge of the first two terms in the large N expansion of the scaled kernel and are readily computed using a method due to Bornemann. We also give expressions in terms of the solutions of particular systems of coupled differential equations, which provide an alternative method of computation. Both characterisations are well suited to a thinned generalisation of the original ensemble, whereby each eigenvalue is deleted independently with probability (1 - ξ). In Sec. V, we investigate using simulation the question of whether upon an appropriate centring and scaling a wider class of complex Hermitian random matrix ensembles have their leading correction to the distribution of λmax proportional to 1/N2/3.

Nonmechanistic forecasts of seasonal influenza with iterative one-week-ahead distributions.

PubMed

Brooks, Logan C; Farrow, David C; Hyun, Sangwon; Tibshirani, Ryan J; Rosenfeld, Roni

2018-06-15

Accurate and reliable forecasts of seasonal epidemics of infectious disease can assist in the design of countermeasures and increase public awareness and preparedness. This article describes two main contributions we made recently toward this goal: a novel approach to probabilistic modeling of surveillance time series based on "delta densities", and an optimization scheme for combining output from multiple forecasting methods into an adaptively weighted ensemble. Delta densities describe the probability distribution of the change between one observation and the next, conditioned on available data; chaining together nonparametric estimates of these distributions yields a model for an entire trajectory. Corresponding distributional forecasts cover more observed events than alternatives that treat the whole season as a unit, and improve upon multiple evaluation metrics when extracting key targets of interest to public health officials. Adaptively weighted ensembles integrate the results of multiple forecasting methods, such as delta density, using weights that can change from situation to situation. We treat selection of optimal weightings across forecasting methods as a separate estimation task, and describe an estimation procedure based on optimizing cross-validation performance. We consider some details of the data generation process, including data revisions and holiday effects, both in the construction of these forecasting methods and when performing retrospective evaluation. The delta density method and an adaptively weighted ensemble of other forecasting methods each improve significantly on the next best ensemble component when applied separately, and achieve even better cross-validated performance when used in conjunction. We submitted real-time forecasts based on these contributions as part of CDC's 2015/2016 FluSight Collaborative Comparison. Among the fourteen submissions that season, this system was ranked by CDC as the most accurate.

High northern latitude temperature extremes, 1400-1999

NASA Astrophysics Data System (ADS)

Tingley, M. P.; Huybers, P.; Hughen, K. A.

2009-12-01

There is often an interest in determining which interval features the most extreme value of a reconstructed climate field, such as the warmest year or decade in a temperature reconstruction. Previous approaches to this type of question have not fully accounted for the spatial and temporal covariance in the climate field when assessing the significance of extreme values. Here we present results from applying BARSAT, a new, Bayesian approach to reconstructing climate fields, to a 600 year multiproxy temperature data set that covers land areas between 45N and 85N. The end result of the analysis is an ensemble of spatially and temporally complete realizations of the temperature field, each of which is consistent with the observations and the estimated values of the parameters that define the assumed spatial and temporal covariance functions. In terms of the spatial average temperature, 1990-1999 was the warmest decade in the 1400-1999 interval in each of 2000 ensemble members, while 1995 was the warmest year in 98% of the ensemble members. A similar analysis at each node of a regular 5 degree grid gives insight into the spatial distribution of warm temperatures, and reveals that 1995 was anomalously warm in Eurasia, whereas 1998 featured extreme warmth in North America. In 70% of the ensemble members, 1601 featured the coldest spatial average, indicating that the eruption of Huaynaputina in Peru in 1600 (with a volcanic explosivity index of 6) had a major cooling impact on the high northern latitudes. Repeating this analysis at each node reveals the varying impacts of major volcanic eruptions on the distribution of extreme cooling. Finally, we use the ensemble to investigate extremes in the time evolution of centennial temperature trends, and find that in more than half the ensemble members, the greatest rate of change in the spatial mean time series was a cooling centered at 1600. The largest rate of centennial scale warming, however, occurred in the 20th Century in more than 98% of the ensemble members.

Collective Dynamics of Specific Gene Ensembles Crucial for Neutrophil Differentiation: The Existence of Genome Vehicles Revealed

PubMed Central

Giuliani, Alessandro; Tomita, Masaru

2010-01-01

Cell fate decision remarkably generates specific cell differentiation path among the multiple possibilities that can arise through the complex interplay of high-dimensional genome activities. The coordinated action of thousands of genes to switch cell fate decision has indicated the existence of stable attractors guiding the process. However, origins of the intracellular mechanisms that create “cellular attractor” still remain unknown. Here, we examined the collective behavior of genome-wide expressions for neutrophil differentiation through two different stimuli, dimethyl sulfoxide (DMSO) and all-trans-retinoic acid (atRA). To overcome the difficulties of dealing with single gene expression noises, we grouped genes into ensembles and analyzed their expression dynamics in correlation space defined by Pearson correlation and mutual information. The standard deviation of correlation distributions of gene ensembles reduces when the ensemble size is increased following the inverse square root law, for both ensembles chosen randomly from whole genome and ranked according to expression variances across time. Choosing the ensemble size of 200 genes, we show the two probability distributions of correlations of randomly selected genes for atRA and DMSO responses overlapped after 48 hours, defining the neutrophil attractor. Next, tracking the ranked ensembles' trajectories, we noticed that only certain, not all, fall into the attractor in a fractal-like manner. The removal of these genome elements from the whole genomes, for both atRA and DMSO responses, destroys the attractor providing evidence for the existence of specific genome elements (named “genome vehicle”) responsible for the neutrophil attractor. Notably, within the genome vehicles, genes with low or moderate expression changes, which are often considered noisy and insignificant, are essential components for the creation of the neutrophil attractor. Further investigations along with our findings might provide a comprehensive mechanistic view of cell fate decision. PMID:20725638

Data Assimilation by Ensemble Kalman Filter during One-Dimensional Nonlinear Consolidation in Randomly Heterogeneous Highly Compressible Aquitards

NASA Astrophysics Data System (ADS)

Zapata Norberto, B.; Morales-Casique, E.; Herrera, G. S.

2017-12-01

Severe land subsidence due to groundwater extraction may occur in multiaquifer systems where highly compressible aquitards are present. The highly compressible nature of the aquitards leads to nonlinear consolidation where the groundwater flow parameters are stress-dependent. The case is further complicated by the heterogeneity of the hydrogeologic and geotechnical properties of the aquitards. We explore the effect of realistic vertical heterogeneity of hydrogeologic and geotechnical parameters on the consolidation of highly compressible aquitards by means of 1-D Monte Carlo numerical simulations. 2000 realizations are generated for each of the following parameters: hydraulic conductivity (K), compression index (Cc) and void ratio (e). The correlation structure, the mean and the variance for each parameter were obtained from a literature review about field studies in the lacustrine sediments of Mexico City. The results indicate that among the parameters considered, random K has the largest effect on the ensemble average behavior of the system. Random K leads to the largest variance (and therefore largest uncertainty) of total settlement, groundwater flux and time to reach steady state conditions. We further propose a data assimilation scheme by means of ensemble Kalman filter to estimate the ensemble mean distribution of K, pore-pressure and total settlement. We consider the case where pore-pressure measurements are available at given time intervals. We test our approach by generating a 1-D realization of K with exponential spatial correlation, and solving the nonlinear flow and consolidation problem. These results are taken as our "true" solution. We take pore-pressure "measurements" at different times from this "true" solution. The ensemble Kalman filter method is then employed to estimate ensemble mean distribution of K, pore-pressure and total settlement based on the sequential assimilation of these pore-pressure measurements. The ensemble-mean estimates from this procedure closely approximate those from the "true" solution. This procedure can be easily extended to other random variables such as compression index and void ratio.

Combining super-ensembles and statistical emulation to improve a regional climate and vegetation model

NASA Astrophysics Data System (ADS)

Hawkins, L. R.; Rupp, D. E.; Li, S.; Sarah, S.; McNeall, D. J.; Mote, P.; Betts, R. A.; Wallom, D.

2017-12-01

Changing regional patterns of surface temperature, precipitation, and humidity may cause ecosystem-scale changes in vegetation, altering the distribution of trees, shrubs, and grasses. A changing vegetation distribution, in turn, alters the albedo, latent heat flux, and carbon exchanged with the atmosphere with resulting feedbacks onto the regional climate. However, a wide range of earth-system processes that affect the carbon, energy, and hydrologic cycles occur at sub grid scales in climate models and must be parameterized. The appropriate parameter values in such parameterizations are often poorly constrained, leading to uncertainty in predictions of how the ecosystem will respond to changes in forcing. To better understand the sensitivity of regional climate to parameter selection and to improve regional climate and vegetation simulations, we used a large perturbed physics ensemble and a suite of statistical emulators. We dynamically downscaled a super-ensemble (multiple parameter sets and multiple initial conditions) of global climate simulations using a 25-km resolution regional climate model HadRM3p with the land-surface scheme MOSES2 and dynamic vegetation module TRIFFID. We simultaneously perturbed land surface parameters relating to the exchange of carbon, water, and energy between the land surface and atmosphere in a large super-ensemble of regional climate simulations over the western US. Statistical emulation was used as a computationally cost-effective tool to explore uncertainties in interactions. Regions of parameter space that did not satisfy observational constraints were eliminated and an ensemble of parameter sets that reduce regional biases and span a range of plausible interactions among earth system processes were selected. This study demonstrated that by combining super-ensemble simulations with statistical emulation, simulations of regional climate could be improved while simultaneously accounting for a range of plausible land-atmosphere feedback strengths.

Applying Multimodel Ensemble from Regional Climate Models for Improving Runoff Projections on Semiarid Regions of Spain

NASA Astrophysics Data System (ADS)

Garcia Galiano, S. G.; Olmos, P.; Giraldo Osorio, J. D.

2015-12-01

In the Mediterranean area, significant changes on temperature and precipitation are expected throughout the century. These trends could exacerbate the existing conditions in regions already vulnerable to climatic variability, reducing the water availability. Improving knowledge about plausible impacts of climate change on water cycle processes at basin scale, is an important step for building adaptive capacity to the impacts in this region, where severe water shortages are expected for the next decades. RCMs ensemble in combination with distributed hydrological models with few parameters, constitutes a valid and robust methodology to increase the reliability of climate and hydrological projections. For reaching this objective, a novel methodology for building Regional Climate Models (RCMs) ensembles of meteorological variables (rainfall an temperatures), was applied. RCMs ensembles are justified for increasing the reliability of climate and hydrological projections. The evaluation of RCMs goodness-of-fit to build the ensemble is based on empirical probability density functions (PDF) extracted from both RCMs dataset and a highly resolution gridded observational dataset, for the time period 1961-1990. The applied method is considering the seasonal and annual variability of the rainfall and temperatures. The RCMs ensembles constitute the input to a distributed hydrological model at basin scale, for assessing the runoff projections. The selected hydrological model is presenting few parameters in order to reduce the uncertainties involved. The study basin corresponds to a head basin of Segura River Basin, located in the South East of Spain. The impacts on runoff and its trend from observational dataset and climate projections, were assessed. Considering the control period 1961-1990, plausible significant decreases in runoff for the time period 2021-2050, were identified.

Comparison of numerical weather prediction based deterministic and probabilistic wind resource assessment methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Jie; Draxl, Caroline; Hopson, Thomas

Numerical weather prediction (NWP) models have been widely used for wind resource assessment. Model runs with higher spatial resolution are generally more accurate, yet extremely computational expensive. An alternative approach is to use data generated by a low resolution NWP model, in conjunction with statistical methods. In order to analyze the accuracy and computational efficiency of different types of NWP-based wind resource assessment methods, this paper performs a comparison of three deterministic and probabilistic NWP-based wind resource assessment methodologies: (i) a coarse resolution (0.5 degrees x 0.67 degrees) global reanalysis data set, the Modern-Era Retrospective Analysis for Research and Applicationsmore » (MERRA); (ii) an analog ensemble methodology based on the MERRA, which provides both deterministic and probabilistic predictions; and (iii) a fine resolution (2-km) NWP data set, the Wind Integration National Dataset (WIND) Toolkit, based on the Weather Research and Forecasting model. Results show that: (i) as expected, the analog ensemble and WIND Toolkit perform significantly better than MERRA confirming their ability to downscale coarse estimates; (ii) the analog ensemble provides the best estimate of the multi-year wind distribution at seven of the nine sites, while the WIND Toolkit is the best at one site; (iii) the WIND Toolkit is more accurate in estimating the distribution of hourly wind speed differences, which characterizes the wind variability, at five of the available sites, with the analog ensemble being best at the remaining four locations; and (iv) the analog ensemble computational cost is negligible, whereas the WIND Toolkit requires large computational resources. Future efforts could focus on the combination of the analog ensemble with intermediate resolution (e.g., 10-15 km) NWP estimates, to considerably reduce the computational burden, while providing accurate deterministic estimates and reliable probabilistic assessments.« less

NWP model forecast skill optimization via closure parameter variations

NASA Astrophysics Data System (ADS)

Järvinen, H.; Ollinaho, P.; Laine, M.; Solonen, A.; Haario, H.

2012-04-01

We present results of a novel approach to tune predictive skill of numerical weather prediction (NWP) models. These models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. The current practice is to specify manually the numerical parameter values, based on expert knowledge. We developed recently a concept and method (QJRMS 2011) for on-line estimation of the NWP model parameters via closure parameter variations. The method called EPPES ("Ensemble prediction and parameter estimation system") utilizes ensemble prediction infra-structure for parameter estimation in a very cost-effective way: practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating an ensemble of predictions so that each member uses different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In this presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an ensemble prediction system emulator, based on the ECHAM5 atmospheric GCM show that the model tuning capability of EPPES scales up to realistic models and ensemble prediction systems. Finally, preliminary results of EPPES in the context of ECMWF forecasting system are presented.

Information flow in an atmospheric model and data assimilation

NASA Astrophysics Data System (ADS)

Yoon, Young-noh

2011-12-01

Weather forecasting consists of two processes, model integration and analysis (data assimilation). During the model integration, the state estimate produced by the analysis evolves to the next cycle time according to the atmospheric model to become the background estimate. The analysis then produces a new state estimate by combining the background state estimate with new observations, and the cycle repeats. In an ensemble Kalman filter, the probability distribution of the state estimate is represented by an ensemble of sample states, and the covariance matrix is calculated using the ensemble of sample states. We perform numerical experiments on toy atmospheric models introduced by Lorenz in 2005 to study the information flow in an atmospheric model in conjunction with ensemble Kalman filtering for data assimilation. This dissertation consists of two parts. The first part of this dissertation is about the propagation of information and the use of localization in ensemble Kalman filtering. If we can perform data assimilation locally by considering the observations and the state variables only near each grid point, then we can reduce the number of ensemble members necessary to cover the probability distribution of the state estimate, reducing the computational cost for the data assimilation and the model integration. Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is currently lacking. We address these issues and elucidate the role played by chaotic wave dynamics in the propagation of information and the resulting impact on forecasts. The second part of this dissertation is about ensemble regional data assimilation using joint states. Assuming that we have a global model and a regional model of higher accuracy defined in a subregion inside the global region, we propose a data assimilation scheme that produces the analyses for the global and the regional model simultaneously, considering forecast information from both models. We show that our new data assimilation scheme produces better results both in the subregion and the global region than the data assimilation scheme that produces the analyses for the global and the regional model separately.

Development and Testing of a Coupled Ocean-atmosphere Mesoscale Ensemble Prediction System

DTIC Science & Technology

2011-06-28

wind, temperature, and moisture variables, while the oceanographic ET is derived from ocean current, temperature, and salinity variables. Estimates of...wind, temperature, and moisture variables while the oceanographic ET is derived from ocean current temperature, and salinity variables. Estimates of...uncertainty in the model. Rigorously accurate ensemble methods for describing the distribution of future states given past information include particle

Precipitation intensity-duration-frequency curves for central Belgium with an ensemble of EURO-CORDEX simulations, and associated uncertainties

NASA Astrophysics Data System (ADS)

Hosseinzadehtalaei, Parisa; Tabari, Hossein; Willems, Patrick

2018-02-01

An ensemble of 88 regional climate model (RCM) simulations at 0.11° and 0.44° spatial resolutions from the EURO-CORDEX project is analyzed for central Belgium to investigate the projected impact of climate change on precipitation intensity-duration-frequency (IDF) relationships and extreme precipitation quantiles typically used in water engineering designs. The rate of uncertainty arising from the choice of RCM, driving GCM, and radiative concentration pathway (RCP4.5 & RCP8.5) is quantified using a variance decomposition technique after reconstruction of missing data in GCM × RCM combinations. A comparative analysis between the historical simulations of the EURO-CORDEX 0.11° and 0.44° RCMs shows higher precipitation intensities by the finer resolution runs, leading to a larger overestimation of the observations-based IDFs by the 0.11° runs. The results reveal that making a temporal stationarity assumption for the climate system may lead to underestimation of precipitation quantiles up to 70% by the end of this century. This projected increase is generally larger for the 0.11° RCMs compared with the 0.44° RCMs. The relative changes in extreme precipitation do depend on return period and duration, indicating an amplification for larger return periods and for smaller durations. The variance decomposition approach generally identifies RCM as the most dominant component of uncertainty in changes of more extreme precipitation (return period of 10 years) for both 0.11° and 0.44° resolutions, followed by GCM and RCP scenario. The uncertainties associated with cross-contributions of RCMs, GCMs, and RCPs play a non-negligible role in the associated uncertainties of the changes.

North Atlantic winter eddy-driven jet and atmospheric blocking variability in the Community Earth System Model version 1 Large Ensemble simulations

NASA Astrophysics Data System (ADS)

Kwon, Young-Oh; Camacho, Alicia; Martinez, Carlos; Seo, Hyodae

2018-01-01

The atmospheric jet and blocking distributions, especially in the North Atlantic sector, have been challenging features for a climate model to realistically reproduce. This study examines climatological distributions of winter (December-February) daily jet latitude and blocking in the North Atlantic from the 40-member Community Earth System Model version 1 Large Ensemble (CESM1LE) simulations. This analysis aims at examining whether a broad range of internal climate variability encompassed by a large ensemble of simulations results in an improved representation of the jet latitude distributions and blocking days in CESM1LE. In the historical runs (1951-2005), the daily zonal wind at 850 hPa exhibits three distinct preferred latitudes for the eddy-driven jet position as seen in the reanalysis datasets, which represents a significant improvement from the previous version of the same model. However, the meridional separations between the three jet latitudes are much smaller than those in the reanalyses. In particular, the jet rarely migrates to the observed southernmost position around 37°N. This leads to the bias in blocking frequency that is too low over Greenland and too high over the Azores. These features are shown to be remarkably stable across the 40 ensemble members with negligible member-to-member spread. This result implies the range of internal variability of winter jet latitude and blocking frequency within the 55-year segment from each ensemble member is comparable to that represented by the full large ensemble. Comparison with 2046-2100 from the RCP8.5 future projection runs suggests that the daily jet position is projected to maintain the same three preferred latitudes, with a slightly higher frequency of occurrence over the central latitude around 50°N, instead of shifting poleward in the future as documented in some previous studies. In addition, the daily jet speed is projected not to change significantly between 1951-2005 and 2046-2100. On the other hand, the climatological mean jet is projected to become slightly more elongated and stronger on its southern flank, and the blocking frequency over the Azores is projected to decrease.

Entanglement with negative Wigner function of almost 3,000 atoms heralded by one photon.

PubMed

McConnell, Robert; Zhang, Hao; Hu, Jiazhong; Ćuk, Senka; Vuletić, Vladan

2015-03-26

Quantum-mechanically correlated (entangled) states of many particles are of interest in quantum information, quantum computing and quantum metrology. Metrologically useful entangled states of large atomic ensembles have been experimentally realized, but these states display Gaussian spin distribution functions with a non-negative Wigner quasiprobability distribution function. Non-Gaussian entangled states have been produced in small ensembles of ions, and very recently in large atomic ensembles. Here we generate entanglement in a large atomic ensemble via an interaction with a very weak laser pulse; remarkably, the detection of a single photon prepares several thousand atoms in an entangled state. We reconstruct a negative-valued Wigner function--an important hallmark of non-classicality--and verify an entanglement depth (the minimum number of mutually entangled atoms) of 2,910 ± 190 out of 3,100 atoms. Attaining such a negative Wigner function and the mutual entanglement of virtually all atoms is unprecedented for an ensemble containing more than a few particles. Although the achieved purity of the state is slightly below the threshold for entanglement-induced metrological gain, further technical improvement should allow the generation of states that surpass this threshold, and of more complex Schrödinger cat states for quantum metrology and information processing. More generally, our results demonstrate the power of heralded methods for entanglement generation, and illustrate how the information contained in a single photon can drastically alter the quantum state of a large system.

PrimerZ: streamlined primer design for promoters, exons and human SNPs.

PubMed

Tsai, Ming-Fang; Lin, Yi-Jung; Cheng, Yu-Chang; Lee, Kuo-Hsi; Huang, Cheng-Chih; Chen, Yuan-Tsong; Yao, Adam

2007-07-01

PrimerZ (http://genepipe.ngc.sinica.edu.tw/primerz/) is a web application dedicated primarily to primer design for genes and human SNPs. PrimerZ accepts genes by gene name or Ensembl accession code, and SNPs by dbSNP rs or AFFY_Probe IDs. The promoter and exon sequence information of all gene transcripts fetched from the Ensembl database (http://www.ensembl.org) are processed before being passed on to Primer3 (http://frodo.wi.mit.edu/cgi-bin/primer3/primer3_www.cgi) for individual primer design. All results returned from Primer 3 are organized and integrated in a specially designed web page for easy browsing. Besides the web page presentation, csv text file export is also provided for enhanced user convenience. PrimerZ automates highly standard but tedious gene primer design to improve the success rate of PCR experiments. More than 2000 primers have been designed with PrimerZ at our institute since 2004 and the success rate is over 70%. The addition of several new features has made PrimerZ even more useful to the research community in facilitating primer design for promoters, exons and SNPs.

A study on the predictability of the transition day from the dry to the rainy season over South Korea

NASA Astrophysics Data System (ADS)

Lee, Sang-Min; Nam, Ji-Eun; Choi, Hee-Wook; Ha, Jong-Chul; Lee, Yong Hee; Kim, Yeon-Hee; Kang, Hyun-Suk; Cho, ChunHo

2016-08-01

This study was conducted to evaluate the prediction accuracies of THe Observing system Research and Predictability EXperiment (THORPEX) Interactive Grand Global Ensemble (TIGGE) data at six operational forecast centers using the root-mean square difference (RMSD) and Brier score (BS) from April to July 2012. And it was performed to test the precipitation predictability of ensemble prediction systems (EPS) on the onset of the summer rainy season, the day of withdrawal in spring drought over South Korea on 29 June 2012 with use of the ensemble mean precipitation, ensemble probability precipitation, 10-day lag ensemble forecasts (ensemble mean and probability precipitation), and effective drought index (EDI). The RMSD analysis of atmospheric variables (geopotential-height at 500 hPa, temperature at 850 hPa, sea-level pressure and specific humidity at 850 hPa) showed that the prediction accuracies of the EPS at the Meteorological Service of Canada (CMC) and China Meteorological Administration (CMA) were poor and those at the European Center for Medium-Range Weather Forecasts (ECMWF) and Korea Meteorological Administration (KMA) were good. Also, ECMWF and KMA showed better results than other EPSs for predicting precipitation in the BS distributions. It is also evaluated that the onset of the summer rainy season could be predicted using ensemble-mean precipitation from 4-day leading time at all forecast centers. In addition, the spatial distributions of predicted precipitation of the EPS at KMA and the Met Office of the United Kingdom (UKMO) were similar to those of observed precipitation; thus, the predictability showed good performance. The precipitation probability forecasts of EPS at CMA, the National Centers for Environmental Prediction (NCEP), and UKMO (ECMWF and KMA) at 1-day lead time produced over-forecasting (under-forecasting) in the reliability diagram. And all the ones at 2˜4-day lead time showed under-forecasting. Also, the precipitation on onset day of the summer rainy season could be predicted from a 4-day lead time to initial time by using the 10-day lag ensemble mean and probability forecasts. Additionally, the predictability for withdrawal day of spring drought to be ended due to precipitation on onset day of summer rainy season was evaluated using Effective Drought Index (EDI) to be calculated by ensemble mean precipitation forecasts and spreads at five EPSs.

Efficient and Unbiased Sampling of Biomolecular Systems in the Canonical Ensemble: A Review of Self-Guided Langevin Dynamics

PubMed Central

Wu, Xiongwu; Damjanovic, Ana; Brooks, Bernard R.

2013-01-01

This review provides a comprehensive description of the self-guided Langevin dynamics (SGLD) and the self-guided molecular dynamics (SGMD) methods and their applications. Example systems are included to provide guidance on optimal application of these methods in simulation studies. SGMD/SGLD has enhanced ability to overcome energy barriers and accelerate rare events to affordable time scales. It has been demonstrated that with moderate parameters, SGLD can routinely cross energy barriers of 20 kT at a rate that molecular dynamics (MD) or Langevin dynamics (LD) crosses 10 kT barriers. The core of these methods is the use of local averages of forces and momenta in a direct manner that can preserve the canonical ensemble. The use of such local averages results in methods where low frequency motion “borrows” energy from high frequency degrees of freedom when a barrier is approached and then returns that excess energy after a barrier is crossed. This self-guiding effect also results in an accelerated diffusion to enhance conformational sampling efficiency. The resulting ensemble with SGLD deviates in a small way from the canonical ensemble, and that deviation can be corrected with either an on-the-fly or a post processing reweighting procedure that provides an excellent canonical ensemble for systems with a limited number of accelerated degrees of freedom. Since reweighting procedures are generally not size extensive, a newer method, SGLDfp, uses local averages of both momenta and forces to preserve the ensemble without reweighting. The SGLDfp approach is size extensive and can be used to accelerate low frequency motion in large systems, or in systems with explicit solvent where solvent diffusion is also to be enhanced. Since these methods are direct and straightforward, they can be used in conjunction with many other sampling methods or free energy methods by simply replacing the integration of degrees of freedom that are normally sampled by MD or LD. PMID:23913991

Predicting protein function and other biomedical characteristics with heterogeneous ensembles

PubMed Central

Whalen, Sean; Pandey, Om Prakash

2015-01-01

Prediction problems in biomedical sciences, including protein function prediction (PFP), are generally quite difficult. This is due in part to incomplete knowledge of the cellular phenomenon of interest, the appropriateness and data quality of the variables and measurements used for prediction, as well as a lack of consensus regarding the ideal predictor for specific problems. In such scenarios, a powerful approach to improving prediction performance is to construct heterogeneous ensemble predictors that combine the output of diverse individual predictors that capture complementary aspects of the problems and/or datasets. In this paper, we demonstrate the potential of such heterogeneous ensembles, derived from stacking and ensemble selection methods, for addressing PFP and other similar biomedical prediction problems. Deeper analysis of these results shows that the superior predictive ability of these methods, especially stacking, can be attributed to their attention to the following aspects of the ensemble learning process: (i) better balance of diversity and performance, (ii) more effective calibration of outputs and (iii) more robust incorporation of additional base predictors. Finally, to make the effective application of heterogeneous ensembles to large complex datasets (big data) feasible, we present DataSink, a distributed ensemble learning framework, and demonstrate its sound scalability using the examined datasets. DataSink is publicly available from https://github.com/shwhalen/datasink. PMID:26342255

Distributed HUC-based modeling with SUMMA for ensemble streamflow forecasting over large regional domains.

NASA Astrophysics Data System (ADS)

Saharia, M.; Wood, A.; Clark, M. P.; Bennett, A.; Nijssen, B.; Clark, E.; Newman, A. J.

2017-12-01

Most operational streamflow forecasting systems rely on a forecaster-in-the-loop approach in which some parts of the forecast workflow require an experienced human forecaster. But this approach faces challenges surrounding process reproducibility, hindcasting capability, and extension to large domains. The operational hydrologic community is increasingly moving towards `over-the-loop' (completely automated) large-domain simulations yet recent developments indicate a widespread lack of community knowledge about the strengths and weaknesses of such systems for forecasting. A realistic representation of land surface hydrologic processes is a critical element for improving forecasts, but often comes at the substantial cost of forecast system agility and efficiency. While popular grid-based models support the distributed representation of land surface processes, intermediate-scale Hydrologic Unit Code (HUC)-based modeling could provide a more efficient and process-aligned spatial discretization, reducing the need for tradeoffs between model complexity and critical forecasting requirements such as ensemble methods and comprehensive model calibration. The National Center for Atmospheric Research is collaborating with the University of Washington, the Bureau of Reclamation and the USACE to implement, assess, and demonstrate real-time, over-the-loop distributed streamflow forecasting for several large western US river basins and regions. In this presentation, we present early results from short to medium range hydrologic and streamflow forecasts for the Pacific Northwest (PNW). We employ a real-time 1/16th degree daily ensemble model forcings as well as downscaled Global Ensemble Forecasting System (GEFS) meteorological forecasts. These datasets drive an intermediate-scale configuration of the Structure for Unifying Multiple Modeling Alternatives (SUMMA) model, which represents the PNW using over 11,700 HUCs. The system produces not only streamflow forecasts (using the MizuRoute channel routing tool) but also distributed model states such as soil moisture and snow water equivalent. We also describe challenges in distributed model-based forecasting, including the application and early results of real-time hydrologic data assimilation.

Information-Theoretic Uncertainty of SCFG-Modeled Folding Space of The Non-coding RNA

PubMed Central

Manzourolajdad, Amirhossein; Wang, Yingfeng; Shaw, Timothy I.; Malmberg, Russell L.

2012-01-01

RNA secondary structure ensembles define probability distributions for alternative equilibrium secondary structures of an RNA sequence. Shannon’s Entropy is a measure for the amount of diversity present in any ensemble. In this work, Shannon’s entropy of the SCFG ensemble on an RNA sequence is derived and implemented in polynomial time for both structurally ambiguous and unambiguous grammars. Micro RNA sequences generally have low folding entropy, as previously discovered. Surprisingly, signs of significantly high folding entropy were observed in certain ncRNA families. More effective models coupled with targeted randomization tests can lead to a better insight into folding features of these families. PMID:23160142

Using simulation to interpret experimental data in terms of protein conformational ensembles.

PubMed

Allison, Jane R

2017-04-01

In their biological environment, proteins are dynamic molecules, necessitating an ensemble structural description. Molecular dynamics simulations and solution-state experiments provide complimentary information in the form of atomically detailed coordinates and averaged or distributions of structural properties or related quantities. Recently, increases in the temporal and spatial scale of conformational sampling and comparison of the more diverse conformational ensembles thus generated have revealed the importance of sampling rare events. Excitingly, new methods based on maximum entropy and Bayesian inference are promising to provide a statistically sound mechanism for combining experimental data with molecular dynamics simulations. Copyright © 2016 Elsevier Ltd. All rights reserved.

Method of inducing surface ensembles on a metal catalyst

DOEpatents

Miller, Steven S.

1989-01-01

A method of inducing surface ensembles on a transition metal catalyst used in the conversion of a reactant gas or gas mixture, such as carbon monoxide and hydrogen into hydrocarbons (the Fischer-Tropsch reaction) is disclosed which comprises adding a Lewis base to the syngas (CO+H.sub.2) mixture before reaction takes place. The formation of surface ensembles in this manner restricts the number and types of reaction pathways which will be utilized, thus greatly narrowing the product distribution and maximizing the efficiency of the Fischer-Tropsch reaction. Similarly, amines may also be produced by the conversion of reactant gas or gases, such as nitrogen, hydrogen, or hydrocarbon constituents.

Method of inducing surface ensembles on a metal catalyst

DOEpatents

Miller, S.S.

1987-10-02

A method of inducing surface ensembles on a transition metal catalyst used in the conversion of a reactant gas or gas mixture, such as carbon monoxide and hydrogen into hydrocarbons (the Fischer-Tropsch reaction) is disclosed which comprises adding a Lewis base to the syngas (CO + H/sub 2/) mixture before reaction takes place. The formation of surface ensembles in this manner restricts the number and types of reaction pathways which will be utilized, thus greatly narrowing the product distribution and maximizing the efficiency of the Fischer-Tropsch reaction. Similarly, amines may also be produced by the conversion of reactant gas or gases, such as nitrogen, hydrogen, or hydrocarbon constituents.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kocharovsky, V. V., E-mail: vkochar@physics.tamu.edu; Department of Physics and Astronomy, Texas A&M University, College Station, Texas 77843-4242; Kocharovsky, VI. V.

Widespread use of a broken-power-law description of the spectra of synchrotron emission of various plasma objects requires an analysis of origin and a proper interpretation of spectral components. We show that, for a self-consistent magnetic configuration in a collisionless plasma, these components may be angle-dependent according to an anisotropic particle momentum distribution and may have no counterparts in a particle energy distribution. That has never been studied analytically and is in contrast to a usual model of synchrotron radiation, assuming an external magnetic field and a particle ensemble with isotropic momentum distribution. We demonstrate that for the wide intervals ofmore » observation angle the power-law spectra and, in particular, the positions and number of spectral breaks may be essentially different for the cases of the self-consistent and not-self-consistent magnetic fields in current structures responsible for the synchrotron radiation of the ensembles of relativistic particles with the multi-power-law energy distributions.« less

Extinction spectra of suspensions of microspheres: determination of the spectral refractive index and particle size distribution with nanometer accuracy.

PubMed

Gienger, Jonas; Bär, Markus; Neukammer, Jörg

2018-01-10

A method is presented to infer simultaneously the wavelength-dependent real refractive index (RI) of the material of microspheres and their size distribution from extinction measurements of particle suspensions. To derive the averaged spectral optical extinction cross section of the microspheres from such ensemble measurements, we determined the particle concentration by flow cytometry to an accuracy of typically 2% and adjusted the particle concentration to ensure that perturbations due to multiple scattering are negligible. For analysis of the extinction spectra, we employ Mie theory, a series-expansion representation of the refractive index and nonlinear numerical optimization. In contrast to other approaches, our method offers the advantage to simultaneously determine size, size distribution, and spectral refractive index of ensembles of microparticles including uncertainty estimation.

Long memory behavior of returns after intraday financial jumps

NASA Astrophysics Data System (ADS)

Behfar, Stefan Kambiz

2016-11-01

In this paper, characterization of intraday financial jumps and time dynamics of returns after jumps is investigated, and will be analytically and empirically shown that intraday jumps are power-law distributed with the exponent 1 < μ < 2; in addition, returns after jumps show long-memory behavior. In the theory of finance, it is important to be able to distinguish between jumps and continuous sample path price movements, and this can be achieved by introducing a statistical test via calculating sums of products of returns over small period of time. In the case of having jump, the null hypothesis for normality test is rejected; this is based on the idea that returns are composed of mixture of normally-distributed and power-law distributed data (∼ 1 /r 1 + μ). Probability of rejection of null hypothesis is a function of μ, which is equal to one for 1 < μ < 2 within large intraday sample size M. To test this idea empirically, we downloaded S&P500 index data for both periods of 1997-1998 and 2014-2015, and showed that the Complementary Cumulative Distribution Function of jump return is power-law distributed with the exponent 1 < μ < 2. There are far more jumps in 1997-1998 as compared to 2015-2016; and it represents a power law exponent in 2015-2016 greater than one in 1997-1998. Assuming that i.i.d returns generally follow Poisson distribution, if the jump is a causal factor, high returns after jumps are the effect; we show that returns caused by jump decay as power-law distribution. To test this idea empirically, we average over the time dynamics of all days; therefore the superposed time dynamics after jump represent a power-law, which indicates that there is a long memory with a power-law distribution of return after jump.

Self-organization and emergent behaviour: distributed decision making in sensor networks

NASA Astrophysics Data System (ADS)

van der Wal, Ariën J.

2013-01-01

One of the most challenging phenomena that can be observed in an ensemble of interacting agents is that of self-organization, viz. emergent, collective behaviour, also known as synergy. The concept of synergy is also the key idea behind sensor fusion. The idea often loosely phrased as '1+1>2', strongly suggests that it is possible to make up an ensemble of similar agents, assume some kind of interaction and that in such a system 'synergy' will automatically evolve. In a more rigorous approach, the paradigm may be expressed by identifying an ensemble performance measure that yields more than a superposition of the individual performance measures of the constituents. In this study, we demonstrate that distributed decision making in a sensor network can be described by a simple system consisting of phase oscillators. In the thermodynamic limit, this system shows spontaneous organization. Simulations indicate that also for finite populations, phase synchronization spontaneously emerges if the coupling strength is strong enough.

Comparison of different assimilation schemes in an operational assimilation system with Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Yan, Yajing; Barth, Alexander; Beckers, Jean-Marie; Candille, Guillem; Brankart, Jean-Michel; Brasseur, Pierre

2016-04-01

In this paper, four assimilation schemes, including an intermittent assimilation scheme (INT) and three incremental assimilation schemes (IAU 0, IAU 50 and IAU 100), are compared in the same assimilation experiments with a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. The three IAU schemes differ from each other in the position of the increment update window that has the same size as the assimilation window. 0, 50 and 100 correspond to the degree of superposition of the increment update window on the current assimilation window. Sea surface height, sea surface temperature, and temperature profiles at depth collected between January and December 2005 are assimilated. Sixty ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments The relevance of each assimilation scheme is evaluated through analyses on thermohaline variables and the current velocities. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with independent/semi-independent observations. For deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations, in order to diagnose the ensemble distribution properties in a deterministic way. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centered random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system.

Ensemble assimilation of ARGO temperature profile, sea surface temperature and Altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic ocean

NASA Astrophysics Data System (ADS)

Yan, Yajing; Barth, Alexander; Beckers, Jean-Marie; Candille, Guillem; Brankart, Jean-Michel; Brasseur, Pierre

2015-04-01

Sea surface height, sea surface temperature and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. 60 ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. Incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with observations used in the assimilation experiments and independent observations, which goes further than most previous studies and constitutes one of the original points of this paper. Regarding the deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations in order to diagnose the ensemble distribution properties in a deterministic way. Regarding the probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analysed jointly. The consistency and complementarity between both validations are highlighted. High reliable situations, in which the RMS error and the CRPS give the same information, are identified for the first time in this paper.

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

NASA Technical Reports Server (NTRS)

Janjic, Tijana; McLaughlin, Dennis B.; Cohn, Stephen E.; Verlaan, Martin

2013-01-01

Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.

The role of ensemble-based statistics in variational assimilation of cloud-affected observations from infrared imagers

NASA Astrophysics Data System (ADS)

Hacker, Joshua; Vandenberghe, Francois; Jung, Byoung-Jo; Snyder, Chris

2017-04-01

Effective assimilation of cloud-affected radiance observations from space-borne imagers, with the aim of improving cloud analysis and forecasting, has proven to be difficult. Large observation biases, nonlinear observation operators, and non-Gaussian innovation statistics present many challenges. Ensemble-variational data assimilation (EnVar) systems offer the benefits of flow-dependent background error statistics from an ensemble, and the ability of variational minimization to handle nonlinearity. The specific benefits of ensemble statistics, relative to static background errors more commonly used in variational systems, have not been quantified for the problem of assimilating cloudy radiances. A simple experiment framework is constructed with a regional NWP model and operational variational data assimilation system, to provide the basis understanding the importance of ensemble statistics in cloudy radiance assimilation. Restricting the observations to those corresponding to clouds in the background forecast leads to innovations that are more Gaussian. The number of large innovations is reduced compared to the more general case of all observations, but not eliminated. The Huber norm is investigated to handle the fat tails of the distributions, and allow more observations to be assimilated without the need for strict background checks that eliminate them. Comparing assimilation using only ensemble background error statistics with assimilation using only static background error statistics elucidates the importance of the ensemble statistics. Although the cost functions in both experiments converge to similar values after sufficient outer-loop iterations, the resulting cloud water, ice, and snow content are greater in the ensemble-based analysis. The subsequent forecasts from the ensemble-based analysis also retain more condensed water species, indicating that the local environment is more supportive of clouds. In this presentation we provide details that explain the apparent benefit from using ensembles for cloudy radiance assimilation in an EnVar context.

An Ensemble Recentering Kalman Filter with an Application to Argo Temperature Data Assimilation into the NASA GEOS-5 Coupled Model

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.

2013-01-01

A two-step ensemble recentering Kalman filter (ERKF) analysis scheme is introduced. The algorithm consists of a recentering step followed by an ensemble Kalman filter (EnKF) analysis step. The recentering step is formulated such as to adjust the prior distribution of an ensemble of model states so that the deviations of individual samples from the sample mean are unchanged but the original sample mean is shifted to the prior position of the most likely particle, where the likelihood of each particle is measured in terms of closeness to a chosen subset of the observations. The computational cost of the ERKF is essentially the same as that of a same size EnKF. The ERKF is applied to the assimilation of Argo temperature profiles into the OGCM component of an ensemble of NASA GEOS-5 coupled models. Unassimilated Argo salt data are used for validation. A surprisingly small number (16) of model trajectories is sufficient to significantly improve model estimates of salinity over estimates from an ensemble run without assimilation. The two-step algorithm also performs better than the EnKF although its performance is degraded in poorly observed regions.

Projected increases in the annual flood pulse of the Western Amazon

NASA Astrophysics Data System (ADS)

Zulkafli, Zed; Buytaert, Wouter; Manz, Bastian; Véliz Rosas, Claudia; Willems, Patrick; Lavado-Casimiro, Waldo; Guyot, Jean-Loup; Santini, William

2016-01-01

The impact of a changing climate on the Amazon basin is a subject of intensive research because of its rich biodiversity and the significant role of rainforests in carbon cycling. Climate change has also a direct hydrological impact, and increasing efforts have focused on understanding the hydrological dynamics at continental and subregional scales, such as the Western Amazon. New projections from the Coupled Model Inter-comparison Project Phase 5 ensemble indicate consistent climatic warming and increasing seasonality of precipitation in the Peruvian Amazon basin. Here we use a distributed land surface model to quantify the potential impact of this change in the climate on the hydrological regime of the upper Amazon river. Using extreme value analysis, historical and future projections of the annual minimum, mean, and maximum river flows are produced for a range of return periods between 1 and 100 yr. We show that the RCP 4.5 and 8.5 scenarios of climate change project an increased severity of the wet season flood pulse (7.5% and 12% increases respectively for the 100 yr return floods). These findings agree with previously projected increases in high extremes under the Special Report on Emissions Scenarios climate projections, and are important to highlight due to the potential consequences on reproductive processes of in-stream species, swamp forest ecology, and socio-economy in the floodplain, amidst a growing literature that more strongly emphasises future droughts and their impact on the viability of the rainforest system over greater Amazonia.

Long-term ensemble forecast of snowmelt inflow into the Cheboksary Reservoir under two different weather scenarios

NASA Astrophysics Data System (ADS)

Gelfan, Alexander; Moreydo, Vsevolod; Motovilov, Yury; Solomatine, Dimitri P.

2018-04-01

A long-term forecasting ensemble methodology, applied to water inflows into the Cheboksary Reservoir (Russia), is presented. The methodology is based on a version of the semi-distributed hydrological model ECOMAG (ECOlogical Model for Applied Geophysics) that allows for the calculation of an ensemble of inflow hydrographs using two different sets of weather ensembles for the lead time period: observed weather data, constructed on the basis of the Ensemble Streamflow Prediction methodology (ESP-based forecast), and synthetic weather data, simulated by a multi-site weather generator (WG-based forecast). We have studied the following: (1) whether there is any advantage of the developed ensemble forecasts in comparison with the currently issued operational forecasts of water inflow into the Cheboksary Reservoir, and (2) whether there is any noticeable improvement in probabilistic forecasts when using the WG-simulated ensemble compared to the ESP-based ensemble. We have found that for a 35-year period beginning from the reservoir filling in 1982, both continuous and binary model-based ensemble forecasts (issued in the deterministic form) outperform the operational forecasts of the April-June inflow volume actually used and, additionally, provide acceptable forecasts of additional water regime characteristics besides the inflow volume. We have also demonstrated that the model performance measures (in the verification period) obtained from the WG-based probabilistic forecasts, which are based on a large number of possible weather scenarios, appeared to be more statistically reliable than the corresponding measures calculated from the ESP-based forecasts based on the observed weather scenarios.

The critical role of uncertainty in projections of hydrological extremes

NASA Astrophysics Data System (ADS)

Meresa, Hadush K.; Romanowicz, Renata J.

2017-08-01

This paper aims to quantify the uncertainty in projections of future hydrological extremes in the Biala Tarnowska River at Koszyce gauging station, south Poland. The approach followed is based on several climate projections obtained from the EURO-CORDEX initiative, raw and bias-corrected realizations of catchment precipitation, and flow simulations derived using multiple hydrological model parameter sets. The projections cover the 21st century. Three sources of uncertainty are considered: one related to climate projection ensemble spread, the second related to the uncertainty in hydrological model parameters and the third related to the error in fitting theoretical distribution models to annual extreme flow series. The uncertainty of projected extreme indices related to hydrological model parameters was conditioned on flow observations from the reference period using the generalized likelihood uncertainty estimation (GLUE) approach, with separate criteria for high- and low-flow extremes. Extreme (low and high) flow quantiles were estimated using the generalized extreme value (GEV) distribution at different return periods and were based on two different lengths of the flow time series. A sensitivity analysis based on the analysis of variance (ANOVA) shows that the uncertainty introduced by the hydrological model parameters can be larger than the climate model variability and the distribution fit uncertainty for the low-flow extremes whilst for the high-flow extremes higher uncertainty is observed from climate models than from hydrological parameter and distribution fit uncertainties. This implies that ignoring one of the three uncertainty sources may cause great risk to future hydrological extreme adaptations and water resource planning and management.

The cubic ternary complex receptor-occupancy model. III. resurrecting efficacy.

PubMed

Weiss, J M; Morgan, P H; Lutz, M W; Kenakin, T P

1996-08-21

Early work in pharmacology characterized the interaction of receptors and ligands in terms of two parameters, affinity and efficacy, an approach we term the bipartite view. A precise formulation of efficacy only exists for very simple pharmacological models. Here we extend the notion of efficacy to models that incorporate receptor activation and G-protein coupling. Using the cubic ternary complex model, we show that efficacy is not purely a property of the ligand-receptor interaction; it also depends upon the distributional details of the receptor species in the native receptor ensemble. This suggests a distinction between what we call potential efficacy (a vector) and realized efficacy (a scalar). To each receptor species in the native receptor ensemble we assign a part-worth utility; taken together these utilities comprise the potential efficacy vector. Realized efficacy is the expectation of these part-worth utilities with respect to the frequency distribution of receptor species in the native receptor ensemble. In the parlance of statistical decision theory, the binding of a ligand to a receptor ensemble is a random prospect and realized efficacy is the utility of this prospect. We explore the implications that our definition of efficacy has for understanding agonism and in assessing the legitimacy of the bipartite view in pharmacology.

Representational analysis of extended disorder in atomistic ensembles derived from total scattering data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Neilson, James R.; McQueen, Tyrel M.

With the increased availability of high-intensity time-of-flight neutron and synchrotron X-ray scattering sources that can access wide ranges of momentum transfer, the pair distribution function method has become a standard analysis technique for studying disorder of local coordination spheres and at intermediate atomic separations. In some cases, rational modeling of the total scattering data (Bragg and diffuse) becomes intractable with least-squares approaches, necessitating reverse Monte Carlo simulations using large atomistic ensembles. However, the extraction of meaningful information from the resulting atomistic ensembles is challenging, especially at intermediate length scales. Representational analysis is used here to describe the displacements of atomsmore » in reverse Monte Carlo ensembles from an ideal crystallographic structure in an approach analogous to tight-binding methods. Rewriting the displacements in terms of a local basis that is descriptive of the ideal crystallographic symmetry provides a robust approach to characterizing medium-range order (and disorder) and symmetry breaking in complex and disordered crystalline materials. Lastly, this method enables the extraction of statistically relevant displacement modes (orientation, amplitude and distribution) of the crystalline disorder and provides directly meaningful information in a locally symmetry-adapted basis set that is most descriptive of the crystal chemistry and physics.« less

Representational analysis of extended disorder in atomistic ensembles derived from total scattering data

DOE PAGES

Neilson, James R.; McQueen, Tyrel M.

2015-09-20

With the increased availability of high-intensity time-of-flight neutron and synchrotron X-ray scattering sources that can access wide ranges of momentum transfer, the pair distribution function method has become a standard analysis technique for studying disorder of local coordination spheres and at intermediate atomic separations. In some cases, rational modeling of the total scattering data (Bragg and diffuse) becomes intractable with least-squares approaches, necessitating reverse Monte Carlo simulations using large atomistic ensembles. However, the extraction of meaningful information from the resulting atomistic ensembles is challenging, especially at intermediate length scales. Representational analysis is used here to describe the displacements of atomsmore » in reverse Monte Carlo ensembles from an ideal crystallographic structure in an approach analogous to tight-binding methods. Rewriting the displacements in terms of a local basis that is descriptive of the ideal crystallographic symmetry provides a robust approach to characterizing medium-range order (and disorder) and symmetry breaking in complex and disordered crystalline materials. Lastly, this method enables the extraction of statistically relevant displacement modes (orientation, amplitude and distribution) of the crystalline disorder and provides directly meaningful information in a locally symmetry-adapted basis set that is most descriptive of the crystal chemistry and physics.« less

Quantum teleportation between remote atomic-ensemble quantum memories

PubMed Central

Bao, Xiao-Hui; Xu, Xiao-Fan; Li, Che-Ming; Yuan, Zhen-Sheng; Lu, Chao-Yang; Pan, Jian-Wei

2012-01-01

Quantum teleportation and quantum memory are two crucial elements for large-scale quantum networks. With the help of prior distributed entanglement as a “quantum channel,” quantum teleportation provides an intriguing means to faithfully transfer quantum states among distant locations without actual transmission of the physical carriers [Bennett CH, et al. (1993) Phys Rev Lett 70(13):1895–1899]. Quantum memory enables controlled storage and retrieval of fast-flying photonic quantum bits with stationary matter systems, which is essential to achieve the scalability required for large-scale quantum networks. Combining these two capabilities, here we realize quantum teleportation between two remote atomic-ensemble quantum memory nodes, each composed of ∼108 rubidium atoms and connected by a 150-m optical fiber. The spin wave state of one atomic ensemble is mapped to a propagating photon and subjected to Bell state measurements with another single photon that is entangled with the spin wave state of the other ensemble. Two-photon detection events herald the success of teleportation with an average fidelity of 88(7)%. Besides its fundamental interest as a teleportation between two remote macroscopic objects, our technique may be useful for quantum information transfer between different nodes in quantum networks and distributed quantum computing. PMID:23144222

Atmospheric correlation-time measurements and effects on coherent Doppler lidar

NASA Technical Reports Server (NTRS)

Ancellet, Gerard M.; Menzies, Robert T.

1987-01-01

The time for which the backscatter from an ensemble of atmospheric aerosol particles remains coherent was studied by using a pulsed TEA CO2 lidar with coherent detection. Experimental results are compared with predictions by using model pulse shapes appropriate for TEA CO2 laser transmitters. The correlation time of the backscatter return signal is important in studies of atmospheric turbulence and its effects on optical propagation and backscatter. Techniques for its measurement are discussed and evaluated.

Storm Surge Simulation and Ensemble Forecast for Hurricane Irene (2011)

NASA Astrophysics Data System (ADS)

Lin, N.; Emanuel, K.

2012-12-01

Hurricane Irene, raking the U.S. East Coast during the period of 26-30 August 2011, caused widespread damage estimated at $15.8 billion and was responsible for 49 direct deaths (Avila and Cangialosi, 2011). Although the most severe impact in the northeastern U.S. was catastrophic inland flooding, with its unusually large size, Irene also generated high waves and storm surges and caused moderate to major coastal flooding. The most severe surge damage occurred between Oregon Inlet and Cape Hatteras in North Carolina (NC). Significant storm surge damage also occurred along southern Chesapeake Bay, and moderate and high surges were observed along the coast from New Jersey (NJ) northward. A storm surge of 0.9-1.8 m caused hundreds of millions of dollars in property damage in New York City (NYC) and Long Island, despite the fact that the storm made landfall to the west of NYC with peak winds of no more than tropical storm strength. Making three U.S. landfalls (in NC, NJ, and NY), Hurricane Irene provides a unique case for studying storm surge along the eastern U.S. coastline. We apply the hydrodynamic model ADCIRC (Luettich et al. 1992) to conduct surge simulations for Pamlico Sound, Chesapeake Bay, and NYC, using best track data and parametric wind and pressure models. The results agree well with tidal-gauge observations. Then we explore a new methodology for storm surge ensemble forecasting and apply it to Irene. This method applies a statistical/deterministic hurricane model (Emanuel et al. 2006) to generate large numbers of storm ensembles under the storm environment described by the 51 ECMWF ensemble members. The associated surge ensembles are then generated with the ADCIRC model. The numerical simulation is computationally efficient, making the method applicable to real-time storm surge ensemble forecasting. We report the results for NYC in this presentation. The ADCIRC simulation using the best track data generates a storm surge of 1.3 m and a storm tide of 2.1 m at the Battery, NYC, which agree well with the observed storm surge of 1.33 m and storm tide of 2.12 m, although the simulated surge arrives about 2 hours earlier than the observed. Based on the surge climatology estimated by Lin et al. (2012), Hurricane Irene's storm surge is approximately a 60-year event for NYC, but its storm tide, with the surge happening right at the high astronomical tide, is a 100-year event. Lin et al. (2012) also projected that such 100-year storm tide events might occur on average every 3-20 years by the end of the century, under the IPCC A1B emission scenario and a 1-m sea level rise. The ensemble forecasting, starting from two and one days (each with 1000 ensembles) before Irene's first landfall in NC, shows that Irene's actual storm surge at the Battery had a chance of about 9% and 10% to be exceeded, respectively. The largest surges among the two ensemble sets are 2.28 m and 2.05 m, respectively. If happening at the high tide, as with Hurricane Irene, the worst-case storm tides would be about 3-3.2 m, similar to the highest historical water level at the Battery due to a hurricane in 1821. Lin et al. (2012) estimated that such a storm tide of about 3.1 m had a return period of about 500 years under current climate conditions, but the return period might become 25-240 years by the end of the century, under the IPCC A1B emission scenario and a 1-m sea level rise.

Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?

PubMed

Beshears, John; Choi, James J; Laibson, David; Madrian, Brigitte C

2017-06-01

Many experiments have found that participants take more investment risk if they see returns less frequently, see portfolio-level returns (rather than each individual asset's returns), or see long-horizon (rather than one-year) historical return distributions. In contrast, we find that such information aggregation treatments do not affect total equity investment when we make the investment environment more realistic than in prior experiments. Previously documented aggregation effects are not robust to changes in the risky asset's return distribution or the introduction of a multi-day delay between portfolio choice and return realizations.

Estimation of sum-to-one constrained parameters with non-Gaussian extensions of ensemble-based Kalman filters: application to a 1D ocean biogeochemical model

NASA Astrophysics Data System (ADS)

Simon, E.; Bertino, L.; Samuelsen, A.

2011-12-01

Combined state-parameter estimation in ocean biogeochemical models with ensemble-based Kalman filters is a challenging task due to the non-linearity of the models, the constraints of positiveness that apply to the variables and parameters, and the non-Gaussian distribution of the variables in which they result. Furthermore, these models are sensitive to numerous parameters that are poorly known. Previous works [1] demonstrated that the Gaussian anamorphosis extensions of ensemble-based Kalman filters were relevant tools to perform combined state-parameter estimation in such non-Gaussian framework. In this study, we focus on the estimation of the grazing preferences parameters of zooplankton species. These parameters are introduced to model the diet of zooplankton species among phytoplankton species and detritus. They are positive values and their sum is equal to one. Because the sum-to-one constraint cannot be handled by ensemble-based Kalman filters, a reformulation of the parameterization is proposed. We investigate two types of changes of variables for the estimation of sum-to-one constrained parameters. The first one is based on Gelman [2] and leads to the estimation of normal distributed parameters. The second one is based on the representation of the unit sphere in spherical coordinates and leads to the estimation of parameters with bounded distributions (triangular or uniform). These formulations are illustrated and discussed in the framework of twin experiments realized in the 1D coupled model GOTM-NORWECOM with Gaussian anamorphosis extensions of the deterministic ensemble Kalman filter (DEnKF). [1] Simon E., Bertino L. : Gaussian anamorphosis extension of the DEnKF for combined state and parameter estimation : application to a 1D ocean ecosystem model. Journal of Marine Systems, 2011. doi :10.1016/j.jmarsys.2011.07.007 [2] Gelman A. : Method of Moments Using Monte Carlo Simulation. Journal of Computational and Graphical Statistics, 4, 1, 36-54, 1995.

State updating of a distributed hydrological model with Ensemble Kalman Filtering: Effects of updating frequency and observation network density on forecast accuracy

NASA Astrophysics Data System (ADS)

Rakovec, O.; Weerts, A.; Hazenberg, P.; Torfs, P.; Uijlenhoet, R.

2012-12-01

This paper presents a study on the optimal setup for discharge assimilation within a spatially distributed hydrological model (Rakovec et al., 2012a). The Ensemble Kalman filter (EnKF) is employed to update the grid-based distributed states of such an hourly spatially distributed version of the HBV-96 model. By using a physically based model for the routing, the time delay and attenuation are modelled more realistically. The discharge and states at a given time step are assumed to be dependent on the previous time step only (Markov property). Synthetic and real world experiments are carried out for the Upper Ourthe (1600 km2), a relatively quickly responding catchment in the Belgian Ardennes. The uncertain precipitation model forcings were obtained using a time-dependent multivariate spatial conditional simulation method (Rakovec et al., 2012b), which is further made conditional on preceding simulations. We assess the impact on the forecasted discharge of (1) various sets of the spatially distributed discharge gauges and (2) the filtering frequency. The results show that the hydrological forecast at the catchment outlet is improved by assimilating interior gauges. This augmentation of the observation vector improves the forecast more than increasing the updating frequency. In terms of the model states, the EnKF procedure is found to mainly change the pdfs of the two routing model storages, even when the uncertainty in the discharge simulations is smaller than the defined observation uncertainty. Rakovec, O., Weerts, A. H., Hazenberg, P., Torfs, P. J. J. F., and Uijlenhoet, R.: State updating of a distributed hydrological model with Ensemble Kalman Filtering: effects of updating frequency and observation network density on forecast accuracy, Hydrol. Earth Syst. Sci. Discuss., 9, 3961-3999, doi:10.5194/hessd-9-3961-2012, 2012a. Rakovec, O., Hazenberg, P., Torfs, P. J. J. F., Weerts, A. H., and Uijlenhoet, R.: Generating spatial precipitation ensembles: impact of temporal correlation structure, Hydrol. Earth Syst. Sci. Discuss., 9, 3087-3127, doi:10.5194/hessd-9-3087-2012, 2012b.

Modeling the present and future geographic distribution of the Lone star tick, Amblyomma americanum (Ixodida: Ixodidae), in the continental United States

USGS Publications Warehouse

Springer, Yuri P.; Jarnevich, Catherine S.; Barnett, David T.; Monaghan, Andrew J.; Eisen, Rebecca J.

2015-01-01

The Lone star tick (Amblyomma americanum L.) is the primary vector for pathogens of significant public health importance in North America, yet relatively little is known about its current and potential future distribution. Building on a published summary of tick collection records, we used an ensemble modeling approach to predict the present-day and future distribution of climatically suitable habitat for establishment of the Lone star tick within the continental United States. Of the nine climatic predictor variables included in our five present-day models, average vapor pressure in July was by far the most important determinant of suitable habitat. The present-day ensemble model predicted an essentially contiguous distribution of suitable habitat extending to the Atlantic coast east of the 100th western meridian and south of the 40th northern parallel, but excluding a high elevation region associated with the Appalachian Mountains. Future ensemble predictions for 2061–2080 forecasted a stable western range limit, northward expansion of suitable habitat into the Upper Midwest and western Pennsylvania, and range contraction along portions of the Gulf coast and the lower Mississippi river valley. These findings are informative for raising awareness of A. americanum-transmitted pathogens in areas where the Lone Star tick has recently or may become established.

Quantifying polypeptide conformational space: sensitivity to conformation and ensemble definition.

PubMed

Sullivan, David C; Lim, Carmay

2006-08-24

Quantifying the density of conformations over phase space (the conformational distribution) is needed to model important macromolecular processes such as protein folding. In this work, we quantify the conformational distribution for a simple polypeptide (N-mer polyalanine) using the cumulative distribution function (CDF), which gives the probability that two randomly selected conformations are separated by less than a "conformational" distance and whose inverse gives conformation counts as a function of conformational radius. An important finding is that the conformation counts obtained by the CDF inverse depend critically on the assignment of a conformation's distance span and the ensemble (e.g., unfolded state model): varying ensemble and conformation definition (1 --> 2 A) varies the CDF-based conformation counts for Ala(50) from 10(11) to 10(69). In particular, relatively short molecular dynamics (MD) relaxation of Ala(50)'s random-walk ensemble reduces the number of conformers from 10(55) to 10(14) (using a 1 A root-mean-square-deviation radius conformation definition) pointing to potential disconnections in comparing the results from simplified models of unfolded proteins with those from all-atom MD simulations. Explicit waters are found to roughen the landscape considerably. Under some common conformation definitions, the results herein provide (i) an upper limit to the number of accessible conformations that compose unfolded states of proteins, (ii) the optimal clustering radius/conformation radius for counting conformations for a given energy and solvent model, (iii) a means of comparing various studies, and (iv) an assessment of the applicability of random search in protein folding.

Probability distribution of extreme share returns in Malaysia

NASA Astrophysics Data System (ADS)

Zin, Wan Zawiah Wan; Safari, Muhammad Aslam Mohd; Jaaman, Saiful Hafizah; Yie, Wendy Ling Shin

2014-09-01

The objective of this study is to investigate the suitable probability distribution to model the extreme share returns in Malaysia. To achieve this, weekly and monthly maximum daily share returns are derived from share prices data obtained from Bursa Malaysia over the period of 2000 to 2012. The study starts with summary statistics of the data which will provide a clue on the likely candidates for the best fitting distribution. Next, the suitability of six extreme value distributions, namely the Gumbel, Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA), the Lognormal (GNO) and the Pearson (PE3) distributions are evaluated. The method of L-moments is used in parameter estimation. Based on several goodness of fit tests and L-moment diagram test, the Generalized Pareto distribution and the Pearson distribution are found to be the best fitted distribution to represent the weekly and monthly maximum share returns in Malaysia stock market during the studied period, respectively.

Stable distribution and long-range correlation of Brent crude oil market

NASA Astrophysics Data System (ADS)

Yuan, Ying; Zhuang, Xin-tian; Jin, Xiu; Huang, Wei-qiang

2014-11-01

An empirical study of stable distribution and long-range correlation in Brent crude oil market was presented. First, it is found that the empirical distribution of Brent crude oil returns can be fitted well by a stable distribution, which is significantly different from a normal distribution. Second, the detrended fluctuation analysis for the Brent crude oil returns shows that there are long-range correlation in returns. It implies that there are patterns or trends in returns that persist over time. Third, the detrended fluctuation analysis for the Brent crude oil returns shows that after the financial crisis 2008, the Brent crude oil market becomes more persistence. It implies that the financial crisis 2008 could increase the frequency and strength of the interdependence and correlations between the financial time series. All of these findings may be used to improve the current fractal theories.

Pairwise Classifier Ensemble with Adaptive Sub-Classifiers for fMRI Pattern Analysis.

PubMed

Kim, Eunwoo; Park, HyunWook

2017-02-01

The multi-voxel pattern analysis technique is applied to fMRI data for classification of high-level brain functions using pattern information distributed over multiple voxels. In this paper, we propose a classifier ensemble for multiclass classification in fMRI analysis, exploiting the fact that specific neighboring voxels can contain spatial pattern information. The proposed method converts the multiclass classification to a pairwise classifier ensemble, and each pairwise classifier consists of multiple sub-classifiers using an adaptive feature set for each class-pair. Simulated and real fMRI data were used to verify the proposed method. Intra- and inter-subject analyses were performed to compare the proposed method with several well-known classifiers, including single and ensemble classifiers. The comparison results showed that the proposed method can be generally applied to multiclass classification in both simulations and real fMRI analyses.

Modelling of capital asset pricing by considering the lagged effects

NASA Astrophysics Data System (ADS)

Sukono; Hidayat, Y.; Bon, A. Talib bin; Supian, S.

2017-01-01

In this paper the problem of modelling the Capital Asset Pricing Model (CAPM) with the effect of the lagged is discussed. It is assumed that asset returns are analysed influenced by the market return and the return of risk-free assets. To analyse the relationship between asset returns, the market return, and the return of risk-free assets, it is conducted by using a regression equation of CAPM, and regression equation of lagged distributed CAPM. Associated with the regression equation lagged CAPM distributed, this paper also developed a regression equation of Koyck transformation CAPM. Results of development show that the regression equation of Koyck transformation CAPM has advantages, namely simple as it only requires three parameters, compared with regression equation of lagged distributed CAPM.

Multi-model ensembles for assessment of flood losses and associated uncertainty

NASA Astrophysics Data System (ADS)

Figueiredo, Rui; Schröter, Kai; Weiss-Motz, Alexander; Martina, Mario L. V.; Kreibich, Heidi

2018-05-01

Flood loss modelling is a crucial part of risk assessments. However, it is subject to large uncertainty that is often neglected. Most models available in the literature are deterministic, providing only single point estimates of flood loss, and large disparities tend to exist among them. Adopting any one such model in a risk assessment context is likely to lead to inaccurate loss estimates and sub-optimal decision-making. In this paper, we propose the use of multi-model ensembles to address these issues. This approach, which has been applied successfully in other scientific fields, is based on the combination of different model outputs with the aim of improving the skill and usefulness of predictions. We first propose a model rating framework to support ensemble construction, based on a probability tree of model properties, which establishes relative degrees of belief between candidate models. Using 20 flood loss models in two test cases, we then construct numerous multi-model ensembles, based both on the rating framework and on a stochastic method, differing in terms of participating members, ensemble size and model weights. We evaluate the performance of ensemble means, as well as their probabilistic skill and reliability. Our results demonstrate that well-designed multi-model ensembles represent a pragmatic approach to consistently obtain more accurate flood loss estimates and reliable probability distributions of model uncertainty.

Ensemble Bayesian forecasting system Part I: Theory and algorithms

NASA Astrophysics Data System (ADS)

Herr, Henry D.; Krzysztofowicz, Roman

2015-05-01

The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of predictand, possesses a Bayesian coherence property, constitutes a random sample of the predictand, and has an acceptable sampling error-which makes it suitable for rational decision making under uncertainty.

Simulation of financial market via nonlinear Ising model

NASA Astrophysics Data System (ADS)

Ko, Bonggyun; Song, Jae Wook; Chang, Woojin

2016-09-01

In this research, we propose a practical method for simulating the financial return series whose distribution has a specific heaviness. We employ the Ising model for generating financial return series to be analogous to those of the real series. The similarity between real financial return series and simulated one is statistically verified based on their stylized facts including the power law behavior of tail distribution. We also suggest the scheme for setting the parameters in order to simulate the financial return series with specific tail behavior. The simulation method introduced in this paper is expected to be applied to the other financial products whose price return distribution is fat-tailed.

Invariance in the recurrence of large returns and the validation of models of price dynamics

NASA Astrophysics Data System (ADS)

Chang, Lo-Bin; Geman, Stuart; Hsieh, Fushing; Hwang, Chii-Ruey

2013-08-01

Starting from a robust, nonparametric definition of large returns (“excursions”), we study the statistics of their occurrences, focusing on the recurrence process. The empirical waiting-time distribution between excursions is remarkably invariant to year, stock, and scale (return interval). This invariance is related to self-similarity of the marginal distributions of returns, but the excursion waiting-time distribution is a function of the entire return process and not just its univariate probabilities. Generalized autoregressive conditional heteroskedasticity (GARCH) models, market-time transformations based on volume or trades, and generalized (Lévy) random-walk models all fail to fit the statistical structure of excursions.

Expected distributions of root-mean-square positional deviations in proteins.

PubMed

Pitera, Jed W

2014-06-19

The atom positional root-mean-square deviation (RMSD) is a standard tool for comparing the similarity of two molecular structures. It is used to characterize the quality of biomolecular simulations, to cluster conformations, and as a reaction coordinate for conformational changes. This work presents an approximate analytic form for the expected distribution of RMSD values for a protein or polymer fluctuating about a stable native structure. The mean and maximum of the expected distribution are independent of chain length for long chains and linearly proportional to the average atom positional root-mean-square fluctuations (RMSF). To approximate the RMSD distribution for random-coil or unfolded ensembles, numerical distributions of RMSD were generated for ensembles of self-avoiding and non-self-avoiding random walks. In both cases, for all reference structures tested for chains more than three monomers long, the distributions have a maximum distant from the origin with a power-law dependence on chain length. The purely entropic nature of this result implies that care must be taken when interpreting stable high-RMSD regions of the free-energy landscape as "intermediates" or well-defined stable states.

Computational Characterization of Impact Induced Multi-Scale Dissipation in Reactive Solid Composites

DTIC Science & Technology

2016-07-01

Predicted variation in (a) hot-spot number density , (b) hot-spot volume fraction, and (c) hot-spot specific surface area for each ensemble with piston speed...packing density , characterized by its effective solid volume fraction φs,0, affects hot-spot statistics for pressure dominated waves corresponding to...distribution in solid volume fraction within each ensemble was nearly Gaussian, and its standard deviation decreased with increasing density . Analysis of

Flood return level analysis of Peaks over Threshold series under changing climate

NASA Astrophysics Data System (ADS)

Li, L.; Xiong, L.; Hu, T.; Xu, C. Y.; Guo, S.

2016-12-01

Obtaining insights into future flood estimation is of great significance for water planning and management. Traditional flood return level analysis with the stationarity assumption has been challenged by changing environments. A method that takes into consideration the nonstationarity context has been extended to derive flood return levels for Peaks over Threshold (POT) series. With application to POT series, a Poisson distribution is normally assumed to describe the arrival rate of exceedance events, but this distribution assumption has at times been reported as invalid. The Negative Binomial (NB) distribution is therefore proposed as an alternative to the Poisson distribution assumption. Flood return levels were extrapolated in nonstationarity context for the POT series of the Weihe basin, China under future climate scenarios. The results show that the flood return levels estimated under nonstationarity can be different with an assumption of Poisson and NB distribution, respectively. The difference is found to be related to the threshold value of POT series. The study indicates the importance of distribution selection in flood return level analysis under nonstationarity and provides a reference on the impact of climate change on flood estimation in the Weihe basin for the future.

Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?

PubMed Central

Beshears, John; Choi, James J.; Laibson, David; Madrian, Brigitte C.

2016-01-01

Many experiments have found that participants take more investment risk if they see returns less frequently, see portfolio-level returns (rather than each individual asset’s returns), or see long-horizon (rather than one-year) historical return distributions. In contrast, we find that such information aggregation treatments do not affect total equity investment when we make the investment environment more realistic than in prior experiments. Previously documented aggregation effects are not robust to changes in the risky asset’s return distribution or the introduction of a multi-day delay between portfolio choice and return realizations. PMID:28553012

Randomized central limit theorems: A unified theory.

PubMed

Eliazar, Iddo; Klafter, Joseph

2010-08-01

The central limit theorems (CLTs) characterize the macroscopic statistical behavior of large ensembles of independent and identically distributed random variables. The CLTs assert that the universal probability laws governing ensembles' aggregate statistics are either Gaussian or Lévy, and that the universal probability laws governing ensembles' extreme statistics are Fréchet, Weibull, or Gumbel. The scaling schemes underlying the CLTs are deterministic-scaling all ensemble components by a common deterministic scale. However, there are "random environment" settings in which the underlying scaling schemes are stochastic-scaling the ensemble components by different random scales. Examples of such settings include Holtsmark's law for gravitational fields and the Stretched Exponential law for relaxation times. In this paper we establish a unified theory of randomized central limit theorems (RCLTs)-in which the deterministic CLT scaling schemes are replaced with stochastic scaling schemes-and present "randomized counterparts" to the classic CLTs. The RCLT scaling schemes are shown to be governed by Poisson processes with power-law statistics, and the RCLTs are shown to universally yield the Lévy, Fréchet, and Weibull probability laws.

Estimating predictive hydrological uncertainty by dressing deterministic and ensemble forecasts; a comparison, with application to Meuse and Rhine

NASA Astrophysics Data System (ADS)

Verkade, J. S.; Brown, J. D.; Davids, F.; Reggiani, P.; Weerts, A. H.

2017-12-01

Two statistical post-processing approaches for estimation of predictive hydrological uncertainty are compared: (i) 'dressing' of a deterministic forecast by adding a single, combined estimate of both hydrological and meteorological uncertainty and (ii) 'dressing' of an ensemble streamflow forecast by adding an estimate of hydrological uncertainty to each individual streamflow ensemble member. Both approaches aim to produce an estimate of the 'total uncertainty' that captures both the meteorological and hydrological uncertainties. They differ in the degree to which they make use of statistical post-processing techniques. In the 'lumped' approach, both sources of uncertainty are lumped by post-processing deterministic forecasts using their verifying observations. In the 'source-specific' approach, the meteorological uncertainties are estimated by an ensemble of weather forecasts. These ensemble members are routed through a hydrological model and a realization of the probability distribution of hydrological uncertainties (only) is then added to each ensemble member to arrive at an estimate of the total uncertainty. The techniques are applied to one location in the Meuse basin and three locations in the Rhine basin. Resulting forecasts are assessed for their reliability and sharpness, as well as compared in terms of multiple verification scores including the relative mean error, Brier Skill Score, Mean Continuous Ranked Probability Skill Score, Relative Operating Characteristic Score and Relative Economic Value. The dressed deterministic forecasts are generally more reliable than the dressed ensemble forecasts, but the latter are sharper. On balance, however, they show similar quality across a range of verification metrics, with the dressed ensembles coming out slightly better. Some additional analyses are suggested. Notably, these include statistical post-processing of the meteorological forecasts in order to increase their reliability, thus increasing the reliability of the streamflow forecasts produced with ensemble meteorological forcings.

Comparison of projection skills of deterministic ensemble methods using pseudo-simulation data generated from multivariate Gaussian distribution

NASA Astrophysics Data System (ADS)

Oh, Seok-Geun; Suh, Myoung-Seok

2017-07-01

The projection skills of five ensemble methods were analyzed according to simulation skills, training period, and ensemble members, using 198 sets of pseudo-simulation data (PSD) produced by random number generation assuming the simulated temperature of regional climate models. The PSD sets were classified into 18 categories according to the relative magnitude of bias, variance ratio, and correlation coefficient, where each category had 11 sets (including 1 truth set) with 50 samples. The ensemble methods used were as follows: equal weighted averaging without bias correction (EWA_NBC), EWA with bias correction (EWA_WBC), weighted ensemble averaging based on root mean square errors and correlation (WEA_RAC), WEA based on the Taylor score (WEA_Tay), and multivariate linear regression (Mul_Reg). The projection skills of the ensemble methods improved generally as compared with the best member for each category. However, their projection skills are significantly affected by the simulation skills of the ensemble member. The weighted ensemble methods showed better projection skills than non-weighted methods, in particular, for the PSD categories having systematic biases and various correlation coefficients. The EWA_NBC showed considerably lower projection skills than the other methods, in particular, for the PSD categories with systematic biases. Although Mul_Reg showed relatively good skills, it showed strong sensitivity to the PSD categories, training periods, and number of members. On the other hand, the WEA_Tay and WEA_RAC showed relatively superior skills in both the accuracy and reliability for all the sensitivity experiments. This indicates that WEA_Tay and WEA_RAC are applicable even for simulation data with systematic biases, a short training period, and a small number of ensemble members.

Ensemble Simulations with Coupled Atmospheric Dynamic and Dispersion Models: Illustrating Uncertainties in Dosage Simulations.

NASA Astrophysics Data System (ADS)

Warner, Thomas T.; Sheu, Rong-Shyang; Bowers, James F.; Sykes, R. Ian; Dodd, Gregory C.; Henn, Douglas S.

2002-05-01

Ensemble simulations made using a coupled atmospheric dynamic model and a probabilistic Lagrangian puff dispersion model were employed in a forensic analysis of the transport and dispersion of a toxic gas that may have been released near Al Muthanna, Iraq, during the Gulf War. The ensemble study had two objectives, the first of which was to determine the sensitivity of the calculated dosage fields to the choices that must be made about the configuration of the atmospheric dynamic model. In this test, various choices were used for model physics representations and for the large-scale analyses that were used to construct the model initial and boundary conditions. The second study objective was to examine the dispersion model's ability to use ensemble inputs to predict dosage probability distributions. Here, the dispersion model was used with the ensemble mean fields from the individual atmospheric dynamic model runs, including the variability in the individual wind fields, to generate dosage probabilities. These are compared with the explicit dosage probabilities derived from the individual runs of the coupled modeling system. The results demonstrate that the specific choices made about the dynamic-model configuration and the large-scale analyses can have a large impact on the simulated dosages. For example, the area near the source that is exposed to a selected dosage threshold varies by up to a factor of 4 among members of the ensemble. The agreement between the explicit and ensemble dosage probabilities is relatively good for both low and high dosage levels. Although only one ensemble was considered in this study, the encouraging results suggest that a probabilistic dispersion model may be of value in quantifying the effects of uncertainties in a dynamic-model ensemble on dispersion model predictions of atmospheric transport and dispersion.

Risk assessments of regional climate change over Europe: generation of probabilistic ensemble and uncertainty assessment for EURO-CODEX

NASA Astrophysics Data System (ADS)

Yuan, J.; Kopp, R. E.

2017-12-01

Quantitative risk analysis of regional climate change is crucial for risk management and impact assessment of climate change. Two major challenges to assessing the risks of climate change are: CMIP5 model runs, which drive EURO-CODEX downscaling runs, do not cover the full range of uncertainty of future projections; Climate models may underestimate the probability of tail risks (i.e. extreme events). To overcome the difficulties, this study offers a viable avenue, where a set of probabilistic climate ensemble is generated using the Surrogate/Model Mixed Ensemble (SMME) method. The probabilistic ensembles for temperature and precipitation are used to assess the range of uncertainty covered by five bias-corrected simulations from the high-resolution (0.11º) EURO-CODEX database, which are selected by the PESETA (The Projection of Economic impacts of climate change in Sectors of the European Union based on bottom-up Analysis) III project. Results show that the distribution of SMME ensemble is notably wider than both distribution of raw ensemble of GCMs and the spread of the five EURO-CORDEX in RCP8.5. Tail risks are well presented by the SMME ensemble. Both SMME ensemble and EURO-CORDEX projections are aggregated to administrative level, and are integrated into impact functions of PESETA III to assess climate risks in Europe. To further evaluate the uncertainties introduced by the downscaling process, we compare the 5 runs from EURO-CORDEX with runs from the corresponding GCMs. Time series of regional mean, spatial patterns, and climate indices are examined for the future climate (2080-2099) deviating from the present climate (1981-2010). The downscaling processes do not appear to be trend-preserving, e.g. the increase in regional mean temperature from EURO-CORDEX is slower than that from the corresponding GCM. The spatial pattern comparison reveals that the differences between each pair of GCM and EURO-CORDEX are small in winter. In summer, the temperatures of EURO-CORDEX are generally lower than those of GCMs, while the drying trends in precipitation of EURO-CORDEX are smaller than those of GCMs. Climate indices are significantly affected by bias-correction and downscaling process. Our study provides valuable information for selecting climate indices in different regions over Europe.

Scalable and balanced dynamic hybrid data assimilation

NASA Astrophysics Data System (ADS)

Kauranne, Tuomo; Amour, Idrissa; Gunia, Martin; Kallio, Kari; Lepistö, Ahti; Koponen, Sampsa

2017-04-01

Scalability of complex weather forecasting suites is dependent on the technical tools available for implementing highly parallel computational kernels, but to an equally large extent also on the dependence patterns between various components of the suite, such as observation processing, data assimilation and the forecast model. Scalability is a particular challenge for 4D variational assimilation methods that necessarily couple the forecast model into the assimilation process and subject this combination to an inherently serial quasi-Newton minimization process. Ensemble based assimilation methods are naturally more parallel, but large models force ensemble sizes to be small and that results in poor assimilation accuracy, somewhat akin to shooting with a shotgun in a million-dimensional space. The Variational Ensemble Kalman Filter (VEnKF) is an ensemble method that can attain the accuracy of 4D variational data assimilation with a small ensemble size. It achieves this by processing a Gaussian approximation of the current error covariance distribution, instead of a set of ensemble members, analogously to the Extended Kalman Filter EKF. Ensemble members are re-sampled every time a new set of observations is processed from a new approximation of that Gaussian distribution which makes VEnKF a dynamic assimilation method. After this a smoothing step is applied that turns VEnKF into a dynamic Variational Ensemble Kalman Smoother VEnKS. In this smoothing step, the same process is iterated with frequent re-sampling of the ensemble but now using past iterations as surrogate observations until the end result is a smooth and balanced model trajectory. In principle, VEnKF could suffer from similar scalability issues as 4D-Var. However, this can be avoided by isolating the forecast model completely from the minimization process by implementing the latter as a wrapper code whose only link to the model is calling for many parallel and totally independent model runs, all of them implemented as parallel model runs themselves. The only bottleneck in the process is the gathering and scattering of initial and final model state snapshots before and after the parallel runs which requires a very efficient and low-latency communication network. However, the volume of data communicated is small and the intervening minimization steps are only 3D-Var, which means their computational load is negligible compared with the fully parallel model runs. We present example results of scalable VEnKF with the 4D lake and shallow sea model COHERENS, assimilating simultaneously continuous in situ measurements in a single point and infrequent satellite images that cover a whole lake, with the fully scalable VEnKF.

Ensemble prediction of air quality using the WRF/CMAQ model system for health effect studies in China

NASA Astrophysics Data System (ADS)

Hu, Jianlin; Li, Xun; Huang, Lin; Ying, Qi; Zhang, Qiang; Zhao, Bin; Wang, Shuxiao; Zhang, Hongliang

2017-11-01

Accurate exposure estimates are required for health effect analyses of severe air pollution in China. Chemical transport models (CTMs) are widely used to provide spatial distribution, chemical composition, particle size fractions, and source origins of air pollutants. The accuracy of air quality predictions in China is greatly affected by the uncertainties of emission inventories. The Community Multiscale Air Quality (CMAQ) model with meteorological inputs from the Weather Research and Forecasting (WRF) model were used in this study to simulate air pollutants in China in 2013. Four simulations were conducted with four different anthropogenic emission inventories, including the Multi-resolution Emission Inventory for China (MEIC), the Emission Inventory for China by School of Environment at Tsinghua University (SOE), the Emissions Database for Global Atmospheric Research (EDGAR), and the Regional Emission inventory in Asia version 2 (REAS2). Model performance of each simulation was evaluated against available observation data from 422 sites in 60 cities across China. Model predictions of O3 and PM2.5 generally meet the model performance criteria, but performance differences exist in different regions, for different pollutants, and among inventories. Ensemble predictions were calculated by linearly combining the results from different inventories to minimize the sum of the squared errors between the ensemble results and the observations in all cities. The ensemble concentrations show improved agreement with observations in most cities. The mean fractional bias (MFB) and mean fractional errors (MFEs) of the ensemble annual PM2.5 in the 60 cities are -0.11 and 0.24, respectively, which are better than the MFB (-0.25 to -0.16) and MFE (0.26-0.31) of individual simulations. The ensemble annual daily maximum 1 h O3 (O3-1h) concentrations are also improved, with mean normalized bias (MNB) of 0.03 and mean normalized errors (MNE) of 0.14, compared to MNB of 0.06-0.19 and MNE of 0.16-0.22 of the individual predictions. The ensemble predictions agree better with observations with daily, monthly, and annual averaging times in all regions of China for both PM2.5 and O3-1h. The study demonstrates that ensemble predictions from combining predictions from individual emission inventories can improve the accuracy of predicted temporal and spatial distributions of air pollutants. This study is the first ensemble model study in China using multiple emission inventories, and the results are publicly available for future health effect studies.

Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology

PubMed Central

Murakami, Yohei

2014-01-01

Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named “posterior parameter ensemble”. We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor. PMID:25089832

[Potential distribution of Panax ginseng and its predicted responses to climate change.

PubMed

Zhao, Ze Fang; Wei, Hai Yan; Guo, Yan Long; Gu, Wei

2016-11-18

This study utilized Panax ginseng as the research object. Based on BioMod2 platform, with species presence data and 22 climatic variables, the potential geographic distribution of P. ginseng under the current conditions in northeast China was simulated with ten species distribution model. And then with the receiver-operating characteristic curve (ROC) as weights, we build an ensemble model, which integrated the results of 10 models, using the ensemble model, the future distributions of P. ginseng were also projected for the periods 2050s and 2070s under the climate change scenarios of RCP 8.5, RCP 6, RCP 4.5 and RCP 2.6 emission scenarios described in the Special Report on Emissions Scenarios (SRES) of IPCC (Intergovernmental Panel on Climate Change). The results showed that for the entire region of study area, under the present climatic conditions, 10.4% of the areas were identified as suitable habitats, which were mainly located in northeast Changbai Mountains area and the southeastern region of the Xiaoxing'an Mountains. The model simulations indicated that the suitable habitats would have a relatively significant change under the different climate change scenarios, and generally the range of suitable habitats would be a certain degree of decrease. Meanwhile, the goodness-of-fit, predicted ranges, and weights of explanatory variables was various for each model. And according to the goodness-of-fit, Maxent had the highest model performance, and GAM, RF and ANN were followed, while SRE had the lowest prediction accuracy. In this study we established an ensemble model, which could improve the accuracy of the existing species distribution models, and optimization of species distribution prediction results.

Assessing an ensemble Kalman filter inference of Manning's n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim

2017-08-01

Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and uncertainties of Manning's n coefficients compared to the full posterior distributions inferred by MCMC.

Verification of Meteorological and Oceanographic Ensemble Forecasts in the U.S. Navy

NASA Astrophysics Data System (ADS)

Klotz, S.; Hansen, J.; Pauley, P.; Sestak, M.; Wittmann, P.; Skupniewicz, C.; Nelson, G.

2013-12-01

The Navy Ensemble Forecast Verification System (NEFVS) has been promoted recently to operational status at the U.S. Navy's Fleet Numerical Meteorology and Oceanography Center (FNMOC). NEFVS processes FNMOC and National Centers for Environmental Prediction (NCEP) meteorological and ocean wave ensemble forecasts, gridded forecast analyses, and innovation (observational) data output by FNMOC's data assimilation system. The NEFVS framework consists of statistical analysis routines, a variety of pre- and post-processing scripts to manage data and plot verification metrics, and a master script to control application workflow. NEFVS computes metrics that include forecast bias, mean-squared error, conditional error, conditional rank probability score, and Brier score. The system also generates reliability and Receiver Operating Characteristic diagrams. In this presentation we describe the operational framework of NEFVS and show examples of verification products computed from ensemble forecasts, meteorological observations, and forecast analyses. The construction and deployment of NEFVS addresses important operational and scientific requirements within Navy Meteorology and Oceanography. These include computational capabilities for assessing the reliability and accuracy of meteorological and ocean wave forecasts in an operational environment, for quantifying effects of changes and potential improvements to the Navy's forecast models, and for comparing the skill of forecasts from different forecast systems. NEFVS also supports the Navy's collaboration with the U.S. Air Force, NCEP, and Environment Canada in the North American Ensemble Forecast System (NAEFS) project and with the Air Force and the National Oceanic and Atmospheric Administration (NOAA) in the National Unified Operational Prediction Capability (NUOPC) program. This program is tasked with eliminating unnecessary duplication within the three agencies, accelerating the transition of new technology, such as multi-model ensemble forecasting, to U.S. Department of Defense use, and creating a superior U.S. global meteorological and oceanographic prediction capability. Forecast verification is an important component of NAEFS and NUOPC. Distribution Statement A: Approved for Public Release; distribution is unlimited

Assessment of Folsom Lake Watershed response to historical and potential future climate scenarios

USGS Publications Warehouse

Carpenter, Theresa M.; Georgakakos, Konstantine P.

2000-01-01

An integrated forecast-control system was designed to allow the profitable use of ensemble forecasts for the operational management of multi-purpose reservoirs. The system ingests large-scale climate model monthly precipitation through the adjustment of the marginal distribution of reservoir-catchment precipitation to reflect occurrence of monthly climate precipitation amounts in the extreme terciles of their distribution. Generation of ensemble reservoir inflow forecasts is then accomplished with due account for atmospheric- forcing and hydrologic- model uncertainties. These ensemble forecasts are ingested by the decision component of the integrated system, which generates non- inferior trade-off surfaces and, given management preferences, estimates of reservoir- management benefits over given periods. In collaboration with the Bureau of Reclamation and the California Nevada River Forecast Center, the integrated system is applied to Folsom Lake in California to evaluate the benefits for flood control, hydroelectric energy production, and low flow augmentation. In addition to retrospective studies involving the historical period 1964-1993, system simulations were performed for the future period 2001-2030, under a control (constant future greenhouse-gas concentrations assumed at the present levels) and a greenhouse-gas- increase (1-% per annum increase assumed) scenario. The present paper presents and validates ensemble 30-day reservoir- inflow forecasts under a variety of situations. Corresponding reservoir management results are presented in Yao and Georgakakos, A., this issue. Principle conclusions of this paper are that the integrated system provides reliable ensemble inflow volume forecasts at the 5-% confidence level for the majority of the deciles of forecast frequency, and that the use of climate model simulations is beneficial mainly during high flow periods. It is also found that, for future periods with potential sharp climatic increases of precipitation amount and to maintain good reliability levels, operational ensemble inflow forecasting should involve atmospheric forcing from appropriate climatic periods.

Ensemble of Thermostatically Controlled Loads: Statistical Physics Approach.

PubMed

Chertkov, Michael; Chernyak, Vladimir

2017-08-17

Thermostatically controlled loads, e.g., air conditioners and heaters, are by far the most widespread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control - changing from on to off, and vice versa, depending on temperature. We considered aggregation of a large group of similar devices into a statistical ensemble, where the devices operate following the same dynamics, subject to stochastic perturbations and randomized, Poisson on/off switching policy. Using theoretical and computational tools of statistical physics, we analyzed how the ensemble relaxes to a stationary distribution and established a relationship between the relaxation and the statistics of the probability flux associated with devices' cycling in the mixed (discrete, switch on/off, and continuous temperature) phase space. This allowed us to derive the spectrum of the non-equilibrium (detailed balance broken) statistical system and uncover how switching policy affects oscillatory trends and the speed of the relaxation. Relaxation of the ensemble is of practical interest because it describes how the ensemble recovers from significant perturbations, e.g., forced temporary switching off aimed at utilizing the flexibility of the ensemble to provide "demand response" services to change consumption temporarily to balance a larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.

Ensemble of Thermostatically Controlled Loads: Statistical Physics Approach

DOE PAGES

Chertkov, Michael; Chernyak, Vladimir

2017-01-17

Thermostatically Controlled Loads (TCL), e.g. air-conditioners and heaters, are by far the most wide-spread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control of temperature - changing from on to off , and vice versa, depending on temperature. Aggregation of a large group of similar devices into a statistical ensemble is considered, where the devices operate following the same dynamics subject to stochastic perturbations and randomized, Poisson on/off switching policy. We analyze, using theoretical and computational tools of statistical physics, how the ensemble relaxes to a stationary distribution and establish relation between the re- laxationmore » and statistics of the probability flux, associated with devices' cycling in the mixed (discrete, switch on/off , and continuous, temperature) phase space. This allowed us to derive and analyze spec- trum of the non-equilibrium (detailed balance broken) statistical system. and uncover how switching policy affects oscillatory trend and speed of the relaxation. Relaxation of the ensemble is of a practical interest because it describes how the ensemble recovers from significant perturbations, e.g. forceful temporary switching o aimed at utilizing flexibility of the ensemble in providing "demand response" services relieving consumption temporarily to balance larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.« less

Ensemble of Thermostatically Controlled Loads: Statistical Physics Approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chertkov, Michael; Chernyak, Vladimir

Thermostatically Controlled Loads (TCL), e.g. air-conditioners and heaters, are by far the most wide-spread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control of temperature - changing from on to off , and vice versa, depending on temperature. Aggregation of a large group of similar devices into a statistical ensemble is considered, where the devices operate following the same dynamics subject to stochastic perturbations and randomized, Poisson on/off switching policy. We analyze, using theoretical and computational tools of statistical physics, how the ensemble relaxes to a stationary distribution and establish relation between the re- laxationmore » and statistics of the probability flux, associated with devices' cycling in the mixed (discrete, switch on/off , and continuous, temperature) phase space. This allowed us to derive and analyze spec- trum of the non-equilibrium (detailed balance broken) statistical system. and uncover how switching policy affects oscillatory trend and speed of the relaxation. Relaxation of the ensemble is of a practical interest because it describes how the ensemble recovers from significant perturbations, e.g. forceful temporary switching o aimed at utilizing flexibility of the ensemble in providing "demand response" services relieving consumption temporarily to balance larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.« less

Appraisal of geodynamic inversion results: a data mining approach

NASA Astrophysics Data System (ADS)

Baumann, T. S.

2016-11-01

Bayesian sampling based inversions require many thousands or even millions of forward models, depending on how nonlinear or non-unique the inverse problem is, and how many unknowns are involved. The result of such a probabilistic inversion is not a single `best-fit' model, but rather a probability distribution that is represented by the entire model ensemble. Often, a geophysical inverse problem is non-unique, and the corresponding posterior distribution is multimodal, meaning that the distribution consists of clusters with similar models that represent the observations equally well. In these cases, we would like to visualize the characteristic model properties within each of these clusters of models. However, even for a moderate number of inversion parameters, a manual appraisal for a large number of models is not feasible. This poses the question whether it is possible to extract end-member models that represent each of the best-fit regions including their uncertainties. Here, I show how a machine learning tool can be used to characterize end-member models, including their uncertainties, from a complete model ensemble that represents a posterior probability distribution. The model ensemble used here results from a nonlinear geodynamic inverse problem, where rheological properties of the lithosphere are constrained from multiple geophysical observations. It is demonstrated that by taking vertical cross-sections through the effective viscosity structure of each of the models, the entire model ensemble can be classified into four end-member model categories that have a similar effective viscosity structure. These classification results are helpful to explore the non-uniqueness of the inverse problem and can be used to compute representative data fits for each of the end-member models. Conversely, these insights also reveal how new observational constraints could reduce the non-uniqueness. The method is not limited to geodynamic applications and a generalized MATLAB code is provided to perform the appraisal analysis.

Avoiding the ensemble decorrelation problem using member-by-member post-processing

NASA Astrophysics Data System (ADS)

Van Schaeybroeck, Bert; Vannitsem, Stéphane

2014-05-01

Forecast calibration or post-processing has become a standard tool in atmospheric and climatological science due to the presence of systematic initial condition and model errors. For ensemble forecasts the most competitive methods derive from the assumption of a fixed ensemble distribution. However, when independently applying such 'statistical' methods at different locations, lead times or for multiple variables the correlation structure for individual ensemble members is destroyed. Instead of reastablishing the correlation structure as in Schefzik et al. (2013) we instead propose a calibration method that avoids such problem by correcting each ensemble member individually. Moreover, we analyse the fundamental mechanisms by which the probabilistic ensemble skill can be enhanced. In terms of continuous ranked probability score, our member-by-member approach amounts to skill gain that extends for lead times far beyond the error doubling time and which is as good as the one of the most competitive statistical approach, non-homogeneous Gaussian regression (Gneiting et al. 2005). Besides the conservation of correlation structure, additional benefits arise including the fact that higher-order ensemble moments like kurtosis and skewness are inherited from the uncorrected forecasts. Our detailed analysis is performed in the context of the Kuramoto-Sivashinsky equation and different simple models but the results extent succesfully to the ensemble forecast of the European Centre for Medium-Range Weather Forecasts (Van Schaeybroeck and Vannitsem, 2013, 2014) . References [1] Gneiting, T., Raftery, A. E., Westveld, A., Goldman, T., 2005: Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. Mon. Weather Rev. 133, 1098-1118. [2] Schefzik, R., T.L. Thorarinsdottir, and T. Gneiting, 2013: Uncertainty Quantification in Complex Simulation Models Using Ensemble Copula Coupling. To appear in Statistical Science 28. [3] Van Schaeybroeck, B., and S. Vannitsem, 2013: Reliable probabilities through statistical post-processing of ensemble forecasts. Proceedings of the European Conference on Complex Systems 2012, Springer proceedings on complexity, XVI, p. 347-352. [4] Van Schaeybroeck, B., and S. Vannitsem, 2014: Ensemble post-processing using member-by-member approaches: theoretical aspects, under review.

Improvements in the Protein Identifier Cross-Reference service.

PubMed

Wein, Samuel P; Côté, Richard G; Dumousseau, Marine; Reisinger, Florian; Hermjakob, Henning; Vizcaíno, Juan A

2012-07-01

The Protein Identifier Cross-Reference (PICR) service is a tool that allows users to map protein identifiers, protein sequences and gene identifiers across over 100 different source databases. PICR takes input through an interactive website as well as Representational State Transfer (REST) and Simple Object Access Protocol (SOAP) services. It returns the results as HTML pages, XLS and CSV files. It has been in production since 2007 and has been recently enhanced to add new functionality and increase the number of databases it covers. Protein subsequences can be Basic Local Alignment Search Tool (BLAST) against the UniProt Knowledgebase (UniProtKB) to provide an entry point to the standard PICR mapping algorithm. In addition, gene identifiers from UniProtKB and Ensembl can now be submitted as input or mapped to as output from PICR. We have also implemented a 'best-guess' mapping algorithm for UniProt. In this article, we describe the usefulness of PICR, how these changes have been implemented, and the corresponding additions to the web services. Finally, we explain that the number of source databases covered by PICR has increased from the initial 73 to the current 102. New resources include several new species-specific Ensembl databases as well as the Ensembl Genome ones. PICR can be accessed at http://www.ebi.ac.uk/Tools/picr/.

Ensemble candidate classification for the LOTAAS pulsar survey

NASA Astrophysics Data System (ADS)

Tan, C. M.; Lyon, R. J.; Stappers, B. W.; Cooper, S.; Hessels, J. W. T.; Kondratiev, V. I.; Michilli, D.; Sanidas, S.

2018-03-01

One of the biggest challenges arising from modern large-scale pulsar surveys is the number of candidates generated. Here, we implemented several improvements to the machine learning (ML) classifier previously used by the LOFAR Tied-Array All-Sky Survey (LOTAAS) to look for new pulsars via filtering the candidates obtained during periodicity searches. To assist the ML algorithm, we have introduced new features which capture the frequency and time evolution of the signal and improved the signal-to-noise calculation accounting for broad profiles. We enhanced the ML classifier by including a third class characterizing RFI instances, allowing candidates arising from RFI to be isolated, reducing the false positive return rate. We also introduced a new training data set used by the ML algorithm that includes a large sample of pulsars misclassified by the previous classifier. Lastly, we developed an ensemble classifier comprised of five different Decision Trees. Taken together these updates improve the pulsar recall rate by 2.5 per cent, while also improving the ability to identify pulsars with wide pulse profiles, often misclassified by the previous classifier. The new ensemble classifier is also able to reduce the percentage of false positive candidates identified from each LOTAAS pointing from 2.5 per cent (˜500 candidates) to 1.1 per cent (˜220 candidates).

Comparison of methods for non-stationary hydrologic frequency analysis: Case study using annual maximum daily precipitation in Taiwan

NASA Astrophysics Data System (ADS)

Chen, Po-Chun; Wang, Yuan-Heng; You, Gene Jiing-Yun; Wei, Chih-Chiang

2017-02-01

Future climatic conditions likely will not satisfy stationarity assumption. To address this concern, this study applied three methods to analyze non-stationarity in hydrologic conditions. Based on the principle of identifying distribution and trends (IDT) with time-varying moments, we employed the parametric weighted least squares (WLS) estimation in conjunction with the non-parametric discrete wavelet transform (DWT) and ensemble empirical mode decomposition (EEMD). Our aim was to evaluate the applicability of non-parameter approaches, compared with traditional parameter-based methods. In contrast to most previous studies, which analyzed the non-stationarity of first moments, we incorporated second-moment analysis. Through the estimation of long-term risk, we were able to examine the behavior of return periods under two different definitions: the reciprocal of the exceedance probability of occurrence and the expected recurrence time. The proposed framework represents an improvement over stationary frequency analysis for the design of hydraulic systems. A case study was performed using precipitation data from major climate stations in Taiwan to evaluate the non-stationarity of annual maximum daily precipitation. The results demonstrate the applicability of these three methods in the identification of non-stationarity. For most cases, no significant differences were observed with regard to the trends identified using WLS, DWT, and EEMD. According to the results, a linear model should be able to capture time-variance in either the first or second moment while parabolic trends should be used with caution due to their characteristic rapid increases. It is also observed that local variations in precipitation tend to be overemphasized by DWT and EEMD. The two definitions provided for the concept of return period allows for ambiguous interpretation. With the consideration of non-stationarity, the return period is relatively small under the definition of expected recurrence time comparing to the estimation using the reciprocal of the exceedance probability of occurrence. However, the calculation of expected recurrence time is based on the assumption of perfect knowledge of long-term risk, which involves high uncertainty. When the risk is decreasing with time, the expected recurrence time will lead to the divergence of return period and make this definition inapplicable for engineering purposes.

Crossover between the Gaussian orthogonal ensemble, the Gaussian unitary ensemble, and Poissonian statistics.

PubMed

Schweiner, Frank; Laturner, Jeanine; Main, Jörg; Wunner, Günter

2017-11-01

Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) have analytical formulas for the level spacing distribution function been derived within random matrix theory. We investigate arbitrary crossovers in the triangle between all three statistics. To this aim we propose an according formula for the level spacing distribution function depending on two parameters. Comparing the behavior of our formula for the special cases of P→GUE, P→GOE, and GOE→GUE with the results from random matrix theory, we prove that these crossovers are described reasonably. Recent investigations by F. Schweiner et al. [Phys. Rev. E 95, 062205 (2017)2470-004510.1103/PhysRevE.95.062205] have shown that the Hamiltonian of magnetoexcitons in cubic semiconductors can exhibit all three statistics in dependence on the system parameters. Evaluating the numerical results for magnetoexcitons in dependence on the excitation energy and on a parameter connected with the cubic valence band structure and comparing the results with the formula proposed allows us to distinguish between regular and chaotic behavior as well as between existent or broken antiunitary symmetries. Increasing one of the two parameters, transitions between different crossovers, e.g., from the P→GOE to the P→GUE crossover, are observed and discussed.

Modeling the distribution of extreme share return in Malaysia using Generalized Extreme Value (GEV) distribution

NASA Astrophysics Data System (ADS)

Hasan, Husna; Radi, Noor Fadhilah Ahmad; Kassim, Suraiya

2012-05-01

Extreme share return in Malaysia is studied. The monthly, quarterly, half yearly and yearly maximum returns are fitted to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are performed to test for stationarity, while Mann-Kendall (MK) test is for the presence of monotonic trend. Maximum Likelihood Estimation (MLE) is used to estimate the parameter while L-moments estimate (LMOM) is used to initialize the MLE optimization routine for the stationary model. Likelihood ratio test is performed to determine the best model. Sherman's goodness of fit test is used to assess the quality of convergence of the GEV distribution by these monthly, quarterly, half yearly and yearly maximum. Returns levels are then estimated for prediction and planning purposes. The results show all maximum returns for all selection periods are stationary. The Mann-Kendall test indicates the existence of trend. Thus, we ought to model for non-stationary model too. Model 2, where the location parameter is increasing with time is the best for all selection intervals. Sherman's goodness of fit test shows that monthly, quarterly, half yearly and yearly maximum converge to the GEV distribution. From the results, it seems reasonable to conclude that yearly maximum is better for the convergence to the GEV distribution especially if longer records are available. Return level estimates, which is the return level (in this study return amount) that is expected to be exceeded, an average, once every t time periods starts to appear in the confidence interval of T = 50 for quarterly, half yearly and yearly maximum.

Random versus maximum entropy models of neural population activity

NASA Astrophysics Data System (ADS)

Ferrari, Ulisse; Obuchi, Tomoyuki; Mora, Thierry

2017-04-01

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions underlying maximum entropy are intuitive and appealing, its adequacy for describing complex empirical data has been little studied in comparison to alternative approaches. Here, data from the collective spiking activity of retinal neurons is reanalyzed. The accuracy of the maximum entropy distribution constrained by mean firing rates and pairwise correlations is compared to a random ensemble of distributions constrained by the same observables. For most of the tested networks, maximum entropy approximates the true distribution better than the typical or mean distribution from that ensemble. This advantage improves with population size, with groups as small as eight being almost always better described by maximum entropy. Failure of maximum entropy to outperform random models is found to be associated with strong correlations in the population.

Framework for cascade size calculations on random networks

NASA Astrophysics Data System (ADS)

Burkholz, Rebekka; Schweitzer, Frank

2018-04-01

We present a framework to calculate the cascade size evolution for a large class of cascade models on random network ensembles in the limit of infinite network size. Our method is exact and applies to network ensembles with almost arbitrary degree distribution, degree-degree correlations, and, in case of threshold models, for arbitrary threshold distribution. With our approach, we shift the perspective from the known branching process approximations to the iterative update of suitable probability distributions. Such distributions are key to capture cascade dynamics that involve possibly continuous quantities and that depend on the cascade history, e.g., if load is accumulated over time. As a proof of concept, we provide two examples: (a) Constant load models that cover many of the analytically tractable casacade models, and, as a highlight, (b) a fiber bundle model that was not tractable by branching process approximations before. Our derivations cover the whole cascade dynamics, not only their steady state. This allows us to include interventions in time or further model complexity in the analysis.

Inferring properties of disordered chains from FRET transfer efficiencies

NASA Astrophysics Data System (ADS)

Zheng, Wenwei; Zerze, Gül H.; Borgia, Alessandro; Mittal, Jeetain; Schuler, Benjamin; Best, Robert B.

2018-03-01

Förster resonance energy transfer (FRET) is a powerful tool for elucidating both structural and dynamic properties of unfolded or disordered biomolecules, especially in single-molecule experiments. However, the key observables, namely, the mean transfer efficiency and fluorescence lifetimes of the donor and acceptor chromophores, are averaged over a broad distribution of donor-acceptor distances. The inferred average properties of the ensemble therefore depend on the form of the model distribution chosen to describe the distance, as has been widely recognized. In addition, while the distribution for one type of polymer model may be appropriate for a chain under a given set of physico-chemical conditions, it may not be suitable for the same chain in a different environment so that even an apparently consistent application of the same model over all conditions may distort the apparent changes in chain dimensions with variation of temperature or solution composition. Here, we present an alternative and straightforward approach to determining ensemble properties from FRET data, in which the polymer scaling exponent is allowed to vary with solution conditions. In its simplest form, it requires either the mean FRET efficiency or fluorescence lifetime information. In order to test the accuracy of the method, we have utilized both synthetic FRET data from implicit and explicit solvent simulations for 30 different protein sequences, and experimental single-molecule FRET data for an intrinsically disordered and a denatured protein. In all cases, we find that the inferred radii of gyration are within 10% of the true values, thus providing higher accuracy than simpler polymer models. In addition, the scaling exponents obtained by our procedure are in good agreement with those determined directly from the molecular ensemble. Our approach can in principle be generalized to treating other ensemble-averaged functions of intramolecular distances from experimental data.

Ensemble theory for slightly deformable granular matter.

PubMed

Tejada, Ignacio G

2014-09-01

Given a granular system of slightly deformable particles, it is possible to obtain different static and jammed packings subjected to the same macroscopic constraints. These microstates can be compared in a mathematical space defined by the components of the force-moment tensor (i.e. the product of the equivalent stress by the volume of the Voronoi cell). In order to explain the statistical distributions observed there, an athermal ensemble theory can be used. This work proposes a formalism (based on developments of the original theory of Edwards and collaborators) that considers both the internal and the external constraints of the problem. The former give the density of states of the points of this space, and the latter give their statistical weight. The internal constraints are those caused by the intrinsic features of the system (e.g. size distribution, friction, cohesion). They, together with the force-balance condition, determine which the possible local states of equilibrium of a particle are. Under the principle of equal a priori probabilities, and when no other constraints are imposed, it can be assumed that particles are equally likely to be found in any one of these local states of equilibrium. Then a flat sampling over all these local states turns into a non-uniform distribution in the force-moment space that can be represented with density of states functions. Although these functions can be measured, some of their features are explored in this paper. The external constraints are those macroscopic quantities that define the ensemble and are fixed by the protocol. The force-moment, the volume, the elastic potential energy and the stress are some examples of quantities that can be expressed as functions of the force-moment. The associated ensembles are included in the formalism presented here.

Transient ensemble dynamics in time-independent galactic potentials

NASA Astrophysics Data System (ADS)

Mahon, M. Elaine; Abernathy, Robert A.; Bradley, Brendan O.; Kandrup, Henry E.

1995-07-01

This paper summarizes a numerical investigation of the short-time, possibly transient, behaviour of ensembles of stochastic orbits evolving in fixed non-integrable potentials, with the aim of deriving insights into the structure and evolution of galaxies. The simulations involved three different two-dimensional potentials, quite different in appearance. However, despite these differences, ensembles in all three potentials exhibit similar behaviour. This suggests that the conclusions inferred from the simulations are robust, relying only on basic topological properties, e.g., the existence of KAM tori and cantori. Generic ensembles of initial conditions, corresponding to stochastic orbits, exhibit a rapid coarse-grained approach towards a near-invariant distribution on a time-scale <>t_H, although various irregularities associated with external and/or internal irregularities can drastically accelerate this process. A principal tool in the analysis is the notion of a local Liapounov exponent, which provides a statistical characterization of the overall instability of stochastic orbits over finite time intervals. In particular, there is a precise sense in which confined stochastic orbits are less unstable, with smaller local Liapounov exponents, than are unconfined stochastic orbits.

Quantifying nonergodicity in nonautonomous dissipative dynamical systems: An application to climate change

NASA Astrophysics Data System (ADS)

Drótos, Gábor; Bódai, Tamás; Tél, Tamás

2016-08-01

In nonautonomous dynamical systems, like in climate dynamics, an ensemble of trajectories initiated in the remote past defines a unique probability distribution, the natural measure of a snapshot attractor, for any instant of time, but this distribution typically changes in time. In cases with an aperiodic driving, temporal averages taken along a single trajectory would differ from the corresponding ensemble averages even in the infinite-time limit: ergodicity does not hold. It is worth considering this difference, which we call the nonergodic mismatch, by taking time windows of finite length for temporal averaging. We point out that the probability distribution of the nonergodic mismatch is qualitatively different in ergodic and nonergodic cases: its average is zero and typically nonzero, respectively. A main conclusion is that the difference of the average from zero, which we call the bias, is a useful measure of nonergodicity, for any window length. In contrast, the standard deviation of the nonergodic mismatch, which characterizes the spread between different realizations, exhibits a power-law decrease with increasing window length in both ergodic and nonergodic cases, and this implies that temporal and ensemble averages differ in dynamical systems with finite window lengths. It is the average modulus of the nonergodic mismatch, which we call the ergodicity deficit, that represents the expected deviation from fulfilling the equality of temporal and ensemble averages. As an important finding, we demonstrate that the ergodicity deficit cannot be reduced arbitrarily in nonergodic systems. We illustrate via a conceptual climate model that the nonergodic framework may be useful in Earth system dynamics, within which we propose the measure of nonergodicity, i.e., the bias, as an order-parameter-like quantifier of climate change.

A precursor of market crashes: Empirical laws of Japan's internet bubble

NASA Astrophysics Data System (ADS)

Kaizoji, T.

2006-03-01

In this paper, we quantitatively investigate the properties of a statistical ensemble of stock prices. We focus attention on the relative price defined as X(t) = S(t)/S(0), where S(0), is the stock price for an onset time of the bubble. We selected approximately 3200 stocks traded on the Japanese Stock Exchange, and formed a statistical ensemble of daily relative prices for each trading day in the 3-year period from January 4, 1999 to December 28, 2001, corresponding to the period in which internet Bubble formed and crashed in the Japanese stock market. We found that the upper tail of the complementary cumulative distribution function of the ensemble of the relative prices in the high value of the price is well described by a power-law distribution, P(S>x) ˜x-α , with an exponent that moves over time. Furthermore we found that as the power-law exponents α approached two, the bubble burst. It is reasonable to suppose that it indicates that internet bubble is about to burst.

Online Cross-Validation-Based Ensemble Learning

PubMed Central

Benkeser, David; Ju, Cheng; Lendle, Sam; van der Laan, Mark

2017-01-01

Online estimators update a current estimate with a new incoming batch of data without having to revisit past data thereby providing streaming estimates that are scalable to big data. We develop flexible, ensemble-based online estimators of an infinite-dimensional target parameter, such as a regression function, in the setting where data are generated sequentially by a common conditional data distribution given summary measures of the past. This setting encompasses a wide range of time-series models and as special case, models for independent and identically distributed data. Our estimator considers a large library of candidate online estimators and uses online cross-validation to identify the algorithm with the best performance. We show that by basing estimates on the cross-validation-selected algorithm, we are asymptotically guaranteed to perform as well as the true, unknown best-performing algorithm. We provide extensions of this approach including online estimation of the optimal ensemble of candidate online estimators. We illustrate excellent performance of our methods using simulations and a real data example where we make streaming predictions of infectious disease incidence using data from a large database. PMID:28474419

Structural, electronic, and dynamical properties of liquid water by ab initio molecular dynamics based on SCAN functional within the canonical ensemble

NASA Astrophysics Data System (ADS)

Zheng, Lixin; Chen, Mohan; Sun, Zhaoru; Ko, Hsin-Yu; Santra, Biswajit; Dhuvad, Pratikkumar; Wu, Xifan

2018-04-01

We perform ab initio molecular dynamics (AIMD) simulation of liquid water in the canonical ensemble at ambient conditions using the strongly constrained and appropriately normed (SCAN) meta-generalized-gradient approximation (GGA) functional approximation and carry out systematic comparisons with the results obtained from the GGA-level Perdew-Burke-Ernzerhof (PBE) functional and Tkatchenko-Scheffler van der Waals (vdW) dispersion correction inclusive PBE functional. We analyze various properties of liquid water including radial distribution functions, oxygen-oxygen-oxygen triplet angular distribution, tetrahedrality, hydrogen bonds, diffusion coefficients, ring statistics, density of states, band gaps, and dipole moments. We find that the SCAN functional is generally more accurate than the other two functionals for liquid water by not only capturing the intermediate-range vdW interactions but also mitigating the overly strong hydrogen bonds prescribed in PBE simulations. We also compare the results of SCAN-based AIMD simulations in the canonical and isothermal-isobaric ensembles. Our results suggest that SCAN provides a reliable description for most structural, electronic, and dynamical properties in liquid water.

A probabilistic analysis of cumulative carbon emissions and long-term planetary warming

DOE PAGES

Fyke, Jeremy Garmeson; Matthews, H. Damon

2015-11-16

Efforts to mitigate and adapt to long-term climate change could benefit greatly from probabilistic estimates of cumulative carbon emissions due to fossil fuel burning and resulting CO 2-induced planetary warming. Here we demonstrate the use of a reduced-form model to project these variables. We performed simulations using a large-ensemble framework with parametric uncertainty sampled to produce distributions of future cumulative emissions and consequent planetary warming. A hind-cast ensemble of simulations captured 1980–2012 historical CO 2 emissions trends and an ensemble of future projection simulations generated a distribution of emission scenarios that qualitatively resembled the suite of Representative and Extended Concentrationmore » Pathways. The resulting cumulative carbon emission and temperature change distributions are characterized by 5–95th percentile ranges of 0.96–4.9 teratonnes C (Tt C) and 1.4 °C–8.5 °C, respectively, with 50th percentiles at 3.1 Tt C and 4.7 °C. Within the wide range of policy-related parameter combinations that produced these distributions, we found that low-emission simulations were characterized by both high carbon prices and low costs of non-fossil fuel energy sources, suggesting the importance of these two policy levers in particular for avoiding dangerous levels of climate warming. With this analysis we demonstrate a probabilistic approach to the challenge of identifying strategies for limiting cumulative carbon emissions and assessing likelihoods of surpassing dangerous temperature thresholds.« less

Field-theoretic simulations of block copolymer nanocomposites in a constant interfacial tension ensemble.

PubMed

Koski, Jason P; Riggleman, Robert A

2017-04-28

Block copolymers, due to their ability to self-assemble into periodic structures with long range order, are appealing candidates to control the ordering of functionalized nanoparticles where it is well-accepted that the spatial distribution of nanoparticles in a polymer matrix dictates the resulting material properties. The large parameter space associated with block copolymer nanocomposites makes theory and simulation tools appealing to guide experiments and effectively isolate parameters of interest. We demonstrate a method for performing field-theoretic simulations in a constant volume-constant interfacial tension ensemble (nVγT) that enables the determination of the equilibrium properties of block copolymer nanocomposites, including when the composites are placed under tensile or compressive loads. Our approach is compatible with the complex Langevin simulation framework, which allows us to go beyond the mean-field approximation. We validate our approach by comparing our nVγT approach with free energy calculations to determine the ideal domain spacing and modulus of a symmetric block copolymer melt. We analyze the effect of numerical and thermodynamic parameters on the efficiency of the nVγT ensemble and subsequently use our method to investigate the ideal domain spacing, modulus, and nanoparticle distribution of a lamellar forming block copolymer nanocomposite. We find that the nanoparticle distribution is directly linked to the resultant domain spacing and is dependent on polymer chain density, nanoparticle size, and nanoparticle chemistry. Furthermore, placing the system under tension or compression can qualitatively alter the nanoparticle distribution within the block copolymer.

Optimal investment horizons

NASA Astrophysics Data System (ADS)

Simonsen, I.; Jensen, M. H.; Johansen, A.

2002-06-01

In stochastic finance, one traditionally considers the return as a competitive measure of an asset, i.e., the profit generated by that asset after some fixed time span Δt, say one week or one year. This measures how well (or how bad) the asset performs over that given period of time. It has been established that the distribution of returns exhibits ``fat tails'' indicating that large returns occur more frequently than what is expected from standard Gaussian stochastic processes [1-3]. Instead of estimating this ``fat tail'' distribution of returns, we propose here an alternative approach, which is outlined by addressing the following question: What is the smallest time interval needed for an asset to cross a fixed return level of say 10%? For a particular asset, we refer to this time as the investment horizon and the corresponding distribution as the investment horizon distribution. This latter distribution complements that of returns and provides new and possibly crucial information for portfolio design and risk-management, as well as for pricing of more exotic options. By considering historical financial data, exemplified by the Dow Jones Industrial Average, we obtain a novel set of probability distributions for the investment horizons which can be used to estimate the optimal investment horizon for a stock or a future contract.

Uncertainties in extreme surge level estimates from observational records.

PubMed

van den Brink, H W; Können, G P; Opsteegh, J D

2005-06-15

Ensemble simulations with a total length of 7540 years are generated with a climate model, and coupled to a simple surge model to transform the wind field over the North Sea to the skew surge level at Delfzijl, The Netherlands. The 65 constructed surge records, each with a record length of 116 years, are analysed with the generalized extreme value (GEV) and the generalized Pareto distribution (GPD) to study both the model and sample uncertainty in surge level estimates with a return period of 104 years, as derived from 116-year records. The optimal choice of the threshold, needed for an unbiased GPD estimate from peak over threshold (POT) values, cannot be determined objectively from a 100-year dataset. This fact, in combination with the sensitivity of the GPD estimate to the threshold, and its tendency towards too low estimates, leaves the application of the GEV distribution to storm-season maxima as the best approach. If the GPD analysis is applied, then the exceedance rate, lambda, chosen should not be larger than 4. The climate model hints at the existence of a second population of very intense storms. As the existence of such a second population can never be excluded from a 100-year record, the estimated 104-year wind-speed from such records has always to be interpreted as a lower limit.

Sampling the isothermal-isobaric ensemble by Langevin dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gao, Xingyu; Institute of Applied Physics and Computational Mathematics, Fenghao East Road 2, Beijing 100094; CAEP Software Center for High Performance Numerical Simulation, Huayuan Road 6, Beijing 100088

2016-03-28

We present a new method of conducting fully flexible-cell molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way, in the sense that the stationary configurational distribution is proved to be consistent with that of the isothermal-isobaric ensemble. In order to apply the proposed method in computer simulations, a second order symmetric numerical integration scheme is developed by Trotter’s splitting of the single-step propagator. Moreover, a practical guide of choosing working parameters is suggested for user specified thermo- and baro-coupling timemore » scales. The method and software implementation are carefully validated by a numerical example.« less

Impact of climate change on precipitation distribution and water availability in the Nile using CMIP5 GCM ensemble.

NASA Astrophysics Data System (ADS)

Mekonnen, Z. T.; Gebremichael, M.

2017-12-01

ABSTRACT In a basin like the Nile where millions of people depend on rainfed agriculture and surface water resources for their livelihoods, changes in precipitation will have tremendous social and economic consequences. General circulation models (GCMs) have been associated with high uncertainty in their projection of future precipitation for the Nile basin. Some studies tried to compare performance of different GCMs by doing a Multi-Model comparison for the region. Many indicated that there is no single model that gives the "best estimate" of precipitation for a very complex and large basin like the Nile. In this study, we used a combination of satellite and long term rain gauge precipitation measurements (TRMM and CenTrends) to evaluate the performance of 10 GCMs from the 5th Coupled Model Intercomparison Project (CMIP5) at different spatial and seasonal scales and produce a weighted ensemble projection. Our results confirm that there is no single model that gives best estimate over the region, hence the approach of creating an ensemble depending on how the model performed in specific areas and seasons resulted in an improved estimate of precipitation compared with observed values. Following the same approach, we created an ensemble of future precipitation projections for four different time periods (2000-2024, 2025-2049 and 2050-2100). The analysis showed that all the major sub-basins of the Nile will get will get more precipitation with time, even though the distribution with in the sub basin might be different. Overall the analysis showed a 15 % increase (125 mm/year) by the end of the century averaged over the area up to the Aswan dam. KEY WORDS: Climate Change, CMIP5, Nile, East Africa, CenTrends, Precipitation, Weighted Ensembles

Ensemble streamflow assimilation with the National Water Model.

NASA Astrophysics Data System (ADS)

Rafieeinasab, A.; McCreight, J. L.; Noh, S.; Seo, D. J.; Gochis, D.

2017-12-01

Through case studies of flooding across the US, we compare the performance of the National Water Model (NWM) data assimilation (DA) scheme to that of a newly implemented ensemble Kalman filter approach. The NOAA National Water Model (NWM) is an operational implementation of the community WRF-Hydro modeling system. As of August 2016, the NWM forecasts of distributed hydrologic states and fluxes (including soil moisture, snowpack, ET, and ponded water) over the contiguous United States have been publicly disseminated by the National Center for Environmental Prediction (NCEP) . It also provides streamflow forecasts at more than 2.7 million river reaches up to 30 days in advance. The NWM employs a nudging scheme to assimilate more than 6,000 USGS streamflow observations and provide initial conditions for its forecasts. A problem with nudging is how the forecasts relax quickly to open-loop bias in the forecast. This has been partially addressed by an experimental bias correction approach which was found to have issues with phase errors during flooding events. In this work, we present an ensemble streamflow data assimilation approach combining new channel-only capabilities of the NWM and HydroDART (a coupling of the offline WRF-Hydro model and NCAR's Data Assimilation Research Testbed; DART). Our approach focuses on the single model state of discharge and incorporates error distributions on channel-influxes (overland and groundwater) in the assimilation via an ensemble Kalman filter (EnKF). In order to avoid filter degeneracy associated with a limited number of ensemble at large scale, DART's covariance inflation (Anderson, 2009) and localization capabilities are implemented and evaluated. The current NWM data assimilation scheme is compared to preliminary results from the EnKF application for several flooding case studies across the US.

Impacts of a Stochastic Ice Mass-Size Relationship on Squall Line Ensemble Simulations

NASA Astrophysics Data System (ADS)

Stanford, M.; Varble, A.; Morrison, H.; Grabowski, W.; McFarquhar, G. M.; Wu, W.

2017-12-01

Cloud and precipitation structure, evolution, and cloud radiative forcing of simulated mesoscale convective systems (MCSs) are significantly impacted by ice microphysics parameterizations. Most microphysics schemes assume power law relationships with constant parameters for ice particle mass, area, and terminal fallspeed relationships as a function of size, despite observations showing that these relationships vary in both time and space. To account for such natural variability, a stochastic representation of ice microphysical parameters was developed using the Predicted Particle Properties (P3) microphysics scheme in the Weather Research and Forecasting model, guided by in situ aircraft measurements from a number of field campaigns. Here, the stochastic framework is applied to the "a" and "b" parameters of the unrimed ice mass-size (m-D) relationship (m=aDb) with co-varying "a" and "b" values constrained by observational distributions tested over a range of spatiotemporal autocorrelation scales. Diagnostically altering a-b pairs in three-dimensional (3D) simulations of the 20 May 2011 Midlatitude Continental Convective Clouds Experiment (MC3E) squall line suggests that these parameters impact many important characteristics of the simulated squall line, including reflectivity structure (particularly in the anvil region), surface rain rates, surface and top of atmosphere radiative fluxes, buoyancy and latent cooling distributions, and system propagation speed. The stochastic a-b P3 scheme is tested using two frameworks: (1) a large ensemble of two-dimensional idealized squall line simulations and (2) a smaller ensemble of 3D simulations of the 20 May 2011 squall line, for which simulations are evaluated using observed radar reflectivity and radial velocity at multiple wavelengths, surface meteorology, and surface and satellite measured longwave and shortwave radiative fluxes. Ensemble spreads are characterized and compared against initial condition ensemble spreads for a range of variables.

Bayesian quantitative precipitation forecasts in terms of quantiles

NASA Astrophysics Data System (ADS)

Bentzien, Sabrina; Friederichs, Petra

2014-05-01

Ensemble prediction systems (EPS) for numerical weather predictions on the mesoscale are particularly developed to obtain probabilistic guidance for high impact weather. An EPS not only issues a deterministic future state of the atmosphere but a sample of possible future states. Ensemble postprocessing then translates such a sample of forecasts into probabilistic measures. This study focus on probabilistic quantitative precipitation forecasts in terms of quantiles. Quantiles are particular suitable to describe precipitation at various locations, since no assumption is required on the distribution of precipitation. The focus is on the prediction during high-impact events and related to the Volkswagen Stiftung funded project WEX-MOP (Mesoscale Weather Extremes - Theory, Spatial Modeling and Prediction). Quantile forecasts are derived from the raw ensemble and via quantile regression. Neighborhood method and time-lagging are effective tools to inexpensively increase the ensemble spread, which results in more reliable forecasts especially for extreme precipitation events. Since an EPS provides a large amount of potentially informative predictors, a variable selection is required in order to obtain a stable statistical model. A Bayesian formulation of quantile regression allows for inference about the selection of predictive covariates by the use of appropriate prior distributions. Moreover, the implementation of an additional process layer for the regression parameters accounts for spatial variations of the parameters. Bayesian quantile regression and its spatially adaptive extension is illustrated for the German-focused mesoscale weather prediction ensemble COSMO-DE-EPS, which runs (pre)operationally since December 2010 at the German Meteorological Service (DWD). Objective out-of-sample verification uses the quantile score (QS), a weighted absolute error between quantile forecasts and observations. The QS is a proper scoring function and can be decomposed into reliability, resolutions and uncertainty parts. A quantile reliability plot gives detailed insights in the predictive performance of the quantile forecasts.

Total probabilities of ensemble runoff forecasts

NASA Astrophysics Data System (ADS)

Olav Skøien, Jon; Bogner, Konrad; Salamon, Peter; Smith, Paul; Pappenberger, Florian

2017-04-01

Ensemble forecasting has a long history from meteorological modelling, as an indication of the uncertainty of the forecasts. However, it is necessary to calibrate and post-process the ensembles as the they often exhibit both bias and dispersion errors. Two of the most common methods for this are Bayesian Model Averaging (Raftery et al., 2005) and Ensemble Model Output Statistics (EMOS) (Gneiting et al., 2005). There are also methods for regionalizing these methods (Berrocal et al., 2007) and for incorporating the correlation between lead times (Hemri et al., 2013). Engeland and Steinsland Engeland and Steinsland (2014) developed a framework which can estimate post-processing parameters varying in space and time, while giving a spatially and temporally consistent output. However, their method is computationally complex for our larger number of stations, which makes it unsuitable for our purpose. Our post-processing method of the ensembles is developed in the framework of the European Flood Awareness System (EFAS - http://www.efas.eu), where we are making forecasts for whole Europe, and based on observations from around 700 catchments. As the target is flood forecasting, we are also more interested in improving the forecast skill for high-flows rather than in a good prediction of the entire flow regime. EFAS uses a combination of ensemble forecasts and deterministic forecasts from different meteorological forecasters to force a distributed hydrologic model and to compute runoff ensembles for each river pixel within the model domain. Instead of showing the mean and the variability of each forecast ensemble individually, we will now post-process all model outputs to estimate the total probability, the post-processed mean and uncertainty of all ensembles. The post-processing parameters are first calibrated for each calibration location, but we are adding a spatial penalty in the calibration process to force a spatial correlation of the parameters. The penalty takes distance, stream-connectivity and size of the catchment areas into account. This can in some cases have a slight negative impact on the calibration error, but avoids large differences between parameters of nearby locations, whether stream connected or not. The spatial calibration also makes it easier to interpolate the post-processing parameters to uncalibrated locations. We also look into different methods for handling the non-normal distributions of runoff data and the effect of different data transformations on forecasts skills in general and for floods in particular. Berrocal, V. J., Raftery, A. E. and Gneiting, T.: Combining Spatial Statistical and Ensemble Information in Probabilistic Weather Forecasts, Mon. Weather Rev., 135(4), 1386-1402, doi:10.1175/MWR3341.1, 2007. Engeland, K. and Steinsland, I.: Probabilistic postprocessing models for flow forecasts for a system of catchments and several lead times, Water Resour. Res., 50(1), 182-197, doi:10.1002/2012WR012757, 2014. Gneiting, T., Raftery, A. E., Westveld, A. H. and Goldman, T.: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation, Mon. Weather Rev., 133(5), 1098-1118, doi:10.1175/MWR2904.1, 2005. Hemri, S., Fundel, F. and Zappa, M.: Simultaneous calibration of ensemble river flow predictions over an entire range of lead times, Water Resour. Res., 49(10), 6744-6755, doi:10.1002/wrcr.20542, 2013. Raftery, A. E., Gneiting, T., Balabdaoui, F. and Polakowski, M.: Using Bayesian Model Averaging to Calibrate Forecast Ensembles, Mon. Weather Rev., 133(5), 1155-1174, doi:10.1175/MWR2906.1, 2005.

Statistics of backscatter radar return from vegetation

NASA Technical Reports Server (NTRS)

Karam, M. A.; Chen, K. S.; Fung, A. K.

1992-01-01

The statistical characteristics of radar return from vegetation targets are investigated through a simulation study based upon the first-order scattered field. For simulation purposes, the vegetation targets are modeled as a layer of randomly oriented and spaced finite cylinders, needles, or discs, or a combination of them. The finite cylinder is used to represent a branch or a trunk, the needle for a stem or a coniferous leaf, and the disc for a decidous leaf. For a plane wave illuminating a vegetation canopy, simulation results show that the signal returned from a layer of disc- or needle-shaped leaves follows the Gamma distribution, and that the signal returned from a layer of branches resembles the log normal distribution. The Gamma distribution also represents the signal returned from a layer of a mixture of branches and leaves regardless of the leaf shapes. Results also indicate that the polarization state does not have a significant impact on signal distribution.

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1976-01-01

The collision operator that appears in the equation of motion for a particle distribution function that was averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. An expansion is derived for the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest nontrivial order. The validity of this expansion is seen to be the same as that of the standard quasilinear expansion.

Exactly solvable random graph ensemble with extensively many short cycles

NASA Astrophysics Data System (ADS)

Aguirre López, Fabián; Barucca, Paolo; Fekom, Mathilde; Coolen, Anthony C. C.

2018-02-01

We introduce and analyse ensembles of 2-regular random graphs with a tuneable distribution of short cycles. The phenomenology of these graphs depends critically on the scaling of the ensembles’ control parameters relative to the number of nodes. A phase diagram is presented, showing a second order phase transition from a connected to a disconnected phase. We study both the canonical formulation, where the size is large but fixed, and the grand canonical formulation, where the size is sampled from a discrete distribution, and show their equivalence in the thermodynamical limit. We also compute analytically the spectral density, which consists of a discrete set of isolated eigenvalues, representing short cycles, and a continuous part, representing cycles of diverging size.

Managing Returns in a Catalog Distribution Center

ERIC Educational Resources Information Center

Gates, Joyce; Stuart, Julie Ann; Bonawi-tan, Winston; Loehr, Sarah

2004-01-01

The research team of the Purdue University in the United States developed an algorithm that considers several different factors, in addition to cost, to help catalog distribution centers process their returns more efficiently. A case study to teach the students important concepts involved in developing a solution to the returns disposition problem…

Estimation of Future Return Levels for Heavy Rainfall in the Iberian Peninsula: Comparison of Methodologies

NASA Astrophysics Data System (ADS)

Parey, S.

2014-12-01

F. J. Acero1, S. Parey2, T.T.H. Hoang2, D. Dacunha-Castelle31Dpto. Física, Universidad de Extremadura, Avda. de Elvas s/n, 06006, Badajoz 2EDF/R&D, 6 quai Watier, 78401 Chatou Cedex, France 3Laboratoire de Mathématiques, Université Paris 11, Orsay, France Trends can already be detected in daily rainfall amount in the Iberian Peninsula (IP), and this will have an impact on the extreme levels. In this study, we compare different ways to estimate future return levels for heavy rainfall, based on the statistical extreme value theory. Both Peaks over Threshold (POT) and block maxima with the Generalized Extreme Value (GEV) distribution will be used and their results compared when linear trends are assumed in the parameters: threshold and scale parameter for POT and location and scale parameter for GEV. But rainfall over the IP is a special variable in that a large number of the values are 0. Thus, the impact of taking this into account is discussed too. Another approach is then tested, based on the evolutions of the mean and variance obtained from the time series of rainy days only, and of the number of rainy days. A statistical test, similar to that designed for temperature in Parey et al. 2013, is used to assess if the trends in extremes can be considered as mostly due to these evolutions when considering only rainy days. The results show that it is mainly the case: the extremes of the residuals, after removing the trends in mean and standard deviation, cannot be differentiated from those of a stationary process. Thus, the future return levels can be estimated from the stationary return level of these residuals and an estimation of the future mean and standard deviation. Moreover, an estimation of the future number of rainy days is used to retrieve the return levels for all days. All of these comparisons are made for an ensemble of high quality rainfall time series observed in the Iberian Peninsula over the period 1961-2010, from which we want to estimate a 20-year return level expected in 2020. The evolutions and the impact of the different approaches will be discussed for 3 seasons: fall, spring and winter. Parey S., Hoang T.T.H., Dacunha-Castelle D.: The importance of mean and variance in predicting changes in temperature extremes, Journal of Geophysical Research: Atmospheres, Vol. 118, 1-12, 2013.

Microscopic understanding of heavy-tailed return distributions in an agent-based model

NASA Astrophysics Data System (ADS)

Schmitt, Thilo A.; Schäfer, Rudi; Münnix, Michael C.; Guhr, Thomas

2012-11-01

The distribution of returns in financial time series exhibits heavy tails. It has been found that gaps between the orders in the order book lead to large price shifts and thereby to these heavy tails. We set up an agent-based model to study this issue and, in particular, how the gaps in the order book emerge. The trading mechanism in our model is based on a double-auction order book. In situations where the order book is densely occupied with limit orders we do not observe fat-tailed distributions. As soon as less liquidity is available, a gap structure forms which leads to return distributions with heavy tails. We show that return distributions with heavy tails are an order-book effect if the available liquidity is constrained. This is largely independent of specific trading strategies.

On the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship between Risk and Return

NASA Astrophysics Data System (ADS)

Pipień, M.

2008-09-01

We present the results of an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal Capital Asset Pricing Model, proposed by Merton we built a general sampling distribution suitable in analysing this relationship. The most important feature of our assumptions is that the skewness of the conditional distribution of returns is used as an alternative source of relation between risk and return. This general specification relates to Skewed Generalized Autoregressive Conditionally Heteroscedastic-in-Mean model. In order to make conditional distribution of financial returns skewed we considered the unified approach based on the inverse probability integral transformation. In particular, we applied hidden truncation mechanism, inverse scale factors, order statistics concept, Beta and Bernstein distribution transformations and also a constructive method. Based on the daily excess returns on the Warsaw Stock Exchange Index we checked the empirical importance of the conditional skewness assumption on the relation between risk and return on the Warsaw Stock Market. We present posterior probabilities of all competing specifications as well as the posterior analysis of the positive sign of the tested relationship.

A quantum anharmonic oscillator model for the stock market

NASA Astrophysics Data System (ADS)

Gao, Tingting; Chen, Yu

2017-02-01

A financially interpretable quantum model is proposed to study the probability distributions of the stock price return. The dynamics of a quantum particle is considered an analog of the motion of stock price. Then the probability distributions of price return can be computed from the wave functions that evolve according to Schrodinger equation. Instead of a harmonic oscillator in previous studies, a quantum anharmonic oscillator is applied to the stock in liquid market. The leptokurtic distributions of price return can be reproduced by our quantum model with the introduction of mixed-state and multi-potential. The trend following dominant market, in which the price return follows a bimodal distribution, is discussed as a specific case of the illiquid market.

Wigner surmises and the two-dimensional homogeneous Poisson point process.

PubMed

Sakhr, Jamal; Nieminen, John M

2006-04-01

We derive a set of identities that relate the higher-order interpoint spacing statistics of the two-dimensional homogeneous Poisson point process to the Wigner surmises for the higher-order spacing distributions of eigenvalues from the three classical random matrix ensembles. We also report a remarkable identity that equates the second-nearest-neighbor spacing statistics of the points of the Poisson process and the nearest-neighbor spacing statistics of complex eigenvalues from Ginibre's ensemble of 2 x 2 complex non-Hermitian random matrices.

Adaptive correction of ensemble forecasts

NASA Astrophysics Data System (ADS)

Pelosi, Anna; Battista Chirico, Giovanni; Van den Bergh, Joris; Vannitsem, Stephane

2017-04-01

Forecasts from numerical weather prediction (NWP) models often suffer from both systematic and non-systematic errors. These are present in both deterministic and ensemble forecasts, and originate from various sources such as model error and subgrid variability. Statistical post-processing techniques can partly remove such errors, which is particularly important when NWP outputs concerning surface weather variables are employed for site specific applications. Many different post-processing techniques have been developed. For deterministic forecasts, adaptive methods such as the Kalman filter are often used, which sequentially post-process the forecasts by continuously updating the correction parameters as new ground observations become available. These methods are especially valuable when long training data sets do not exist. For ensemble forecasts, well-known techniques are ensemble model output statistics (EMOS), and so-called "member-by-member" approaches (MBM). Here, we introduce a new adaptive post-processing technique for ensemble predictions. The proposed method is a sequential Kalman filtering technique that fully exploits the information content of the ensemble. One correction equation is retrieved and applied to all members, however the parameters of the regression equations are retrieved by exploiting the second order statistics of the forecast ensemble. We compare our new method with two other techniques: a simple method that makes use of a running bias correction of the ensemble mean, and an MBM post-processing approach that rescales the ensemble mean and spread, based on minimization of the Continuous Ranked Probability Score (CRPS). We perform a verification study for the region of Campania in southern Italy. We use two years (2014-2015) of daily meteorological observations of 2-meter temperature and 10-meter wind speed from 18 ground-based automatic weather stations distributed across the region, comparing them with the corresponding COSMO-LEPS ensemble forecasts. Deterministic verification scores (e.g., mean absolute error, bias) and probabilistic scores (e.g., CRPS) are used to evaluate the post-processing techniques. We conclude that the new adaptive method outperforms the simpler running bias-correction. The proposed adaptive method often outperforms the MBM method in removing bias. The MBM method has the advantage of correcting the ensemble spread, although it needs more training data.

The Cluster Variation Method: A Primer for Neuroscientists.

PubMed

Maren, Alianna J

2016-09-30

Effective Brain-Computer Interfaces (BCIs) require that the time-varying activation patterns of 2-D neural ensembles be modelled. The cluster variation method (CVM) offers a means for the characterization of 2-D local pattern distributions. This paper provides neuroscientists and BCI researchers with a CVM tutorial that will help them to understand how the CVM statistical thermodynamics formulation can model 2-D pattern distributions expressing structural and functional dynamics in the brain. The premise is that local-in-time free energy minimization works alongside neural connectivity adaptation, supporting the development and stabilization of consistent stimulus-specific responsive activation patterns. The equilibrium distribution of local patterns, or configuration variables , is defined in terms of a single interaction enthalpy parameter ( h ) for the case of an equiprobable distribution of bistate (neural/neural ensemble) units. Thus, either one enthalpy parameter (or two, for the case of non-equiprobable distribution) yields equilibrium configuration variable values. Modeling 2-D neural activation distribution patterns with the representational layer of a computational engine, we can thus correlate variational free energy minimization with specific configuration variable distributions. The CVM triplet configuration variables also map well to the notion of a M = 3 functional motif. This paper addresses the special case of an equiprobable unit distribution, for which an analytic solution can be found.

The Cluster Variation Method: A Primer for Neuroscientists

PubMed Central

Maren, Alianna J.

2016-01-01

Effective Brain–Computer Interfaces (BCIs) require that the time-varying activation patterns of 2-D neural ensembles be modelled. The cluster variation method (CVM) offers a means for the characterization of 2-D local pattern distributions. This paper provides neuroscientists and BCI researchers with a CVM tutorial that will help them to understand how the CVM statistical thermodynamics formulation can model 2-D pattern distributions expressing structural and functional dynamics in the brain. The premise is that local-in-time free energy minimization works alongside neural connectivity adaptation, supporting the development and stabilization of consistent stimulus-specific responsive activation patterns. The equilibrium distribution of local patterns, or configuration variables, is defined in terms of a single interaction enthalpy parameter (h) for the case of an equiprobable distribution of bistate (neural/neural ensemble) units. Thus, either one enthalpy parameter (or two, for the case of non-equiprobable distribution) yields equilibrium configuration variable values. Modeling 2-D neural activation distribution patterns with the representational layer of a computational engine, we can thus correlate variational free energy minimization with specific configuration variable distributions. The CVM triplet configuration variables also map well to the notion of a M = 3 functional motif. This paper addresses the special case of an equiprobable unit distribution, for which an analytic solution can be found. PMID:27706022

Projected increases in the annual flood pulse of the western Amazon

NASA Astrophysics Data System (ADS)

Zulkafli, Zed; Buytaert, Wouter; Manz, Bastian; Veliz Rosas, Claudia; Willems, Patrick; Lavado-Casimiro, Waldo; Guyot, Jean-Loup; Santini, William

2016-04-01

The impact of a changing climate on the Amazon basin is a subject of intensive research due to its rich biodiversity and the significant role of rain forest in carbon cycling. Climate change has also direct hydrological impact, and there have been increasing efforts to understand such dynamics at continental and subregional scales such as the scale of the western Amazon. New projections from the Coupled Model Inter- comparison Project Phase 5 (CMIP5) ensemble indicate consistent climatic warming and increasing seasonality of precipitation in the Peruvian Amazon basin. Here we use a distributed land surface model to quantify the potential impact of this change in the climate on the hydrological regime of the river. Using extremes value analysis, historical and future projections of the annual minimum, mean, and maximum river flows are produced for a range of return periods between 1 and 100 years. We show that the RCP 4.5 and 8.5 scenarios of climate change project an increased severity of the wet season flood pulse (7.5% and 12% increases respectively for the 100- year return floods). These findings are in agreement with previously projected increases in high extremes under the Special Report on Emissions Scenarios (SRES) climate projections, and are important to highlight due to the potential consequences on reproductive processes of in-stream species, swamp forest ecology, and socio-economy in the floodplain, amid a growing literature that more strongly emphasises future droughts and their impact on the viability of the rain forest system over the greater Amazonia.

Extensions and applications of ensemble-of-trees methods in machine learning

NASA Astrophysics Data System (ADS)

Bleich, Justin

Ensemble-of-trees algorithms have emerged to the forefront of machine learning due to their ability to generate high forecasting accuracy for a wide array of regression and classification problems. Classic ensemble methodologies such as random forests (RF) and stochastic gradient boosting (SGB) rely on algorithmic procedures to generate fits to data. In contrast, more recent ensemble techniques such as Bayesian Additive Regression Trees (BART) and Dynamic Trees (DT) focus on an underlying Bayesian probability model to generate the fits. These new probability model-based approaches show much promise versus their algorithmic counterparts, but also offer substantial room for improvement. The first part of this thesis focuses on methodological advances for ensemble-of-trees techniques with an emphasis on the more recent Bayesian approaches. In particular, we focus on extensions of BART in four distinct ways. First, we develop a more robust implementation of BART for both research and application. We then develop a principled approach to variable selection for BART as well as the ability to naturally incorporate prior information on important covariates into the algorithm. Next, we propose a method for handling missing data that relies on the recursive structure of decision trees and does not require imputation. Last, we relax the assumption of homoskedasticity in the BART model to allow for parametric modeling of heteroskedasticity. The second part of this thesis returns to the classic algorithmic approaches in the context of classification problems with asymmetric costs of forecasting errors. First we consider the performance of RF and SGB more broadly and demonstrate its superiority to logistic regression for applications in criminology with asymmetric costs. Next, we use RF to forecast unplanned hospital readmissions upon patient discharge with asymmetric costs taken into account. Finally, we explore the construction of stable decision trees for forecasts of violence during probation hearings in court systems.

Robust Framework to Combine Diverse Classifiers Assigning Distributed Confidence to Individual Classifiers at Class Level

PubMed Central

Arshad, Sannia; Rho, Seungmin

2014-01-01

We have presented a classification framework that combines multiple heterogeneous classifiers in the presence of class label noise. An extension of m-Mediods based modeling is presented that generates model of various classes whilst identifying and filtering noisy training data. This noise free data is further used to learn model for other classifiers such as GMM and SVM. A weight learning method is then introduced to learn weights on each class for different classifiers to construct an ensemble. For this purpose, we applied genetic algorithm to search for an optimal weight vector on which classifier ensemble is expected to give the best accuracy. The proposed approach is evaluated on variety of real life datasets. It is also compared with existing standard ensemble techniques such as Adaboost, Bagging, and Random Subspace Methods. Experimental results show the superiority of proposed ensemble method as compared to its competitors, especially in the presence of class label noise and imbalance classes. PMID:25295302

Robust framework to combine diverse classifiers assigning distributed confidence to individual classifiers at class level.

PubMed

Khalid, Shehzad; Arshad, Sannia; Jabbar, Sohail; Rho, Seungmin

2014-01-01

We have presented a classification framework that combines multiple heterogeneous classifiers in the presence of class label noise. An extension of m-Mediods based modeling is presented that generates model of various classes whilst identifying and filtering noisy training data. This noise free data is further used to learn model for other classifiers such as GMM and SVM. A weight learning method is then introduced to learn weights on each class for different classifiers to construct an ensemble. For this purpose, we applied genetic algorithm to search for an optimal weight vector on which classifier ensemble is expected to give the best accuracy. The proposed approach is evaluated on variety of real life datasets. It is also compared with existing standard ensemble techniques such as Adaboost, Bagging, and Random Subspace Methods. Experimental results show the superiority of proposed ensemble method as compared to its competitors, especially in the presence of class label noise and imbalance classes.

A Flexible Approach for the Statistical Visualization of Ensemble Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Potter, K.; Wilson, A.; Bremer, P.

2009-09-29

Scientists are increasingly moving towards ensemble data sets to explore relationships present in dynamic systems. Ensemble data sets combine spatio-temporal simulation results generated using multiple numerical models, sampled input conditions and perturbed parameters. While ensemble data sets are a powerful tool for mitigating uncertainty, they pose significant visualization and analysis challenges due to their complexity. We present a collection of overview and statistical displays linked through a high level of interactivity to provide a framework for gaining key scientific insight into the distribution of the simulation results as well as the uncertainty associated with the data. In contrast to methodsmore » that present large amounts of diverse information in a single display, we argue that combining multiple linked statistical displays yields a clearer presentation of the data and facilitates a greater level of visual data analysis. We demonstrate this approach using driving problems from climate modeling and meteorology and discuss generalizations to other fields.« less

Fracture of disordered solids in compression as a critical phenomenon. I. Statistical mechanics formalism.

PubMed

Toussaint, Renaud; Pride, Steven R

2002-09-01

This is the first of a series of three articles that treats fracture localization as a critical phenomenon. This first article establishes a statistical mechanics based on ensemble averages when fluctuations through time play no role in defining the ensemble. Ensembles are obtained by dividing a huge rock sample into many mesoscopic volumes. Because rocks are a disordered collection of grains in cohesive contact, we expect that once shear strain is applied and cracks begin to arrive in the system, the mesoscopic volumes will have a wide distribution of different crack states. These mesoscopic volumes are the members of our ensembles. We determine the probability of observing a mesoscopic volume to be in a given crack state by maximizing Shannon's measure of the emergent-crack disorder subject to constraints coming from the energy balance of brittle fracture. The laws of thermodynamics, the partition function, and the quantification of temperature are obtained for such cracking systems.

Entropy of spatial network ensembles

NASA Astrophysics Data System (ADS)

Coon, Justin P.; Dettmann, Carl P.; Georgiou, Orestis

2018-04-01

We analyze complexity in spatial network ensembles through the lens of graph entropy. Mathematically, we model a spatial network as a soft random geometric graph, i.e., a graph with two sources of randomness, namely nodes located randomly in space and links formed independently between pairs of nodes with probability given by a specified function (the "pair connection function") of their mutual distance. We consider the general case where randomness arises in node positions as well as pairwise connections (i.e., for a given pair distance, the corresponding edge state is a random variable). Classical random geometric graph and exponential graph models can be recovered in certain limits. We derive a simple bound for the entropy of a spatial network ensemble and calculate the conditional entropy of an ensemble given the node location distribution for hard and soft (probabilistic) pair connection functions. Under this formalism, we derive the connection function that yields maximum entropy under general constraints. Finally, we apply our analytical framework to study two practical examples: ad hoc wireless networks and the US flight network. Through the study of these examples, we illustrate that both exhibit properties that are indicative of nearly maximally entropic ensembles.

Deep neural ensemble for retinal vessel segmentation in fundus images towards achieving label-free angiography.

PubMed

Lahiri, A; Roy, Abhijit Guha; Sheet, Debdoot; Biswas, Prabir Kumar

2016-08-01

Automated segmentation of retinal blood vessels in label-free fundus images entails a pivotal role in computed aided diagnosis of ophthalmic pathologies, viz., diabetic retinopathy, hypertensive disorders and cardiovascular diseases. The challenge remains active in medical image analysis research due to varied distribution of blood vessels, which manifest variations in their dimensions of physical appearance against a noisy background. In this paper we formulate the segmentation challenge as a classification task. Specifically, we employ unsupervised hierarchical feature learning using ensemble of two level of sparsely trained denoised stacked autoencoder. First level training with bootstrap samples ensures decoupling and second level ensemble formed by different network architectures ensures architectural revision. We show that ensemble training of auto-encoders fosters diversity in learning dictionary of visual kernels for vessel segmentation. SoftMax classifier is used for fine tuning each member autoencoder and multiple strategies are explored for 2-level fusion of ensemble members. On DRIVE dataset, we achieve maximum average accuracy of 95.33% with an impressively low standard deviation of 0.003 and Kappa agreement coefficient of 0.708. Comparison with other major algorithms substantiates the high efficacy of our model.

Dynamics of heterogeneous oscillator ensembles in terms of collective variables

NASA Astrophysics Data System (ADS)

Pikovsky, Arkady; Rosenblum, Michael

2011-04-01

We consider general heterogeneous ensembles of phase oscillators, sine coupled to arbitrary external fields. Starting with the infinitely large ensembles, we extend the Watanabe-Strogatz theory, valid for identical oscillators, to cover the case of an arbitrary parameter distribution. The obtained equations yield the description of the ensemble dynamics in terms of collective variables and constants of motion. As a particular case of the general setup we consider hierarchically organized ensembles, consisting of a finite number of subpopulations, whereas the number of elements in a subpopulation can be both finite or infinite. Next, we link the Watanabe-Strogatz and Ott-Antonsen theories and demonstrate that the latter one corresponds to a particular choice of constants of motion. The approach is applied to the standard Kuramoto-Sakaguchi model, to its extension for the case of nonlinear coupling, and to the description of two interacting subpopulations, exhibiting a chimera state. With these examples we illustrate that, although the asymptotic dynamics can be found within the framework of the Ott-Antonsen theory, the transients depend on the constants of motion. The most dramatic effect is the dependence of the basins of attraction of different synchronous regimes on the initial configuration of phases.

Reliability of windstorm predictions in the ECMWF ensemble prediction system

NASA Astrophysics Data System (ADS)

Becker, Nico; Ulbrich, Uwe

2016-04-01

Windstorms caused by extratropical cyclones are one of the most dangerous natural hazards in the European region. Therefore, reliable predictions of such storm events are needed. Case studies have shown that ensemble prediction systems (EPS) are able to provide useful information about windstorms between two and five days prior to the event. In this work, ensemble predictions with the European Centre for Medium-Range Weather Forecasts (ECMWF) EPS are evaluated in a four year period. Within the 50 ensemble members, which are initialized every 12 hours and are run for 10 days, windstorms are identified and tracked in time and space. By using a clustering approach, different predictions of the same storm are identified in the different ensemble members and compared to reanalysis data. The occurrence probability of the predicted storms is estimated by fitting a bivariate normal distribution to the storm track positions. Our results show, for example, that predicted storm clusters with occurrence probabilities of more than 50% have a matching observed storm in 80% of all cases at a lead time of two days. The predicted occurrence probabilities are reliable up to 3 days lead time. At longer lead times the occurrence probabilities are overestimated by the EPS.

Quantifying Nucleic Acid Ensembles with X-ray Scattering Interferometry.

PubMed

Shi, Xuesong; Bonilla, Steve; Herschlag, Daniel; Harbury, Pehr

2015-01-01

The conformational ensemble of a macromolecule is the complete description of the macromolecule's solution structures and can reveal important aspects of macromolecular folding, recognition, and function. However, most experimental approaches determine an average or predominant structure, or follow transitions between states that each can only be described by an average structure. Ensembles have been extremely difficult to experimentally characterize. We present the unique advantages and capabilities of a new biophysical technique, X-ray scattering interferometry (XSI), for probing and quantifying structural ensembles. XSI measures the interference of scattered waves from two heavy metal probes attached site specifically to a macromolecule. A Fourier transform of the interference pattern gives the fractional abundance of different probe separations directly representing the multiple conformation states populated by the macromolecule. These probe-probe distance distributions can then be used to define the structural ensemble of the macromolecule. XSI provides accurate, calibrated distance in a model-independent fashion with angstrom scale sensitivity in distances. XSI data can be compared in a straightforward manner to atomic coordinates determined experimentally or predicted by molecular dynamics simulations. We describe the conceptual framework for XSI and provide a detailed protocol for carrying out an XSI experiment. © 2015 Elsevier Inc. All rights reserved.

Products of random matrices from fixed trace and induced Ginibre ensembles

NASA Astrophysics Data System (ADS)

Akemann, Gernot; Cikovic, Milan

2018-05-01

We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a two-dimensional Coulomb gas, which are now subject to a constraint and a modified, collective confining potential. Despite the lack of determinantal structure in this fixed trace ensemble, we compute all its density correlation functions at finite matrix size and compare to a fixed trace ensemble of normal matrices, representing a different Coulomb gas. Our main tool of investigation is the Laplace transform, that maps back the fixed trace to the induced Ginibre ensemble. Products of random matrices have been used to study the Lyapunov and stability exponents for chaotic dynamical systems, where the latter are based on the complex eigenvalues of the product matrix. Because little is known about the universality of the eigenvalue distribution of such product matrices, we then study the product of m induced Ginibre matrices with a fixed trace constraint—which are clearly non-Gaussian—and M  ‑  m such Ginibre matrices without constraint. Using an m-fold inverse Laplace transform, we obtain a concise result for the spectral density of such a mixed product matrix at finite matrix size, for arbitrary fixed m and M. Very recently local and global universality was proven by the authors and their coworker for a more general, single elliptic fixed trace ensemble in the bulk of the spectrum. Here, we argue that the spectral density of mixed products is in the same universality class as the product of M independent induced Ginibre ensembles.

Stochastic dynamics of small ensembles of non-processive molecular motors: The parallel cluster model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Erdmann, Thorsten; Albert, Philipp J.; Schwarz, Ulrich S.

2013-11-07

Non-processive molecular motors have to work together in ensembles in order to generate appreciable levels of force or movement. In skeletal muscle, for example, hundreds of myosin II molecules cooperate in thick filaments. In non-muscle cells, by contrast, small groups with few tens of non-muscle myosin II motors contribute to essential cellular processes such as transport, shape changes, or mechanosensing. Here we introduce a detailed and analytically tractable model for this important situation. Using a three-state crossbridge model for the myosin II motor cycle and exploiting the assumptions of fast power stroke kinetics and equal load sharing between motors inmore » equivalent states, we reduce the stochastic reaction network to a one-step master equation for the binding and unbinding dynamics (parallel cluster model) and derive the rules for ensemble movement. We find that for constant external load, ensemble dynamics is strongly shaped by the catch bond character of myosin II, which leads to an increase of the fraction of bound motors under load and thus to firm attachment even for small ensembles. This adaptation to load results in a concave force-velocity relation described by a Hill relation. For external load provided by a linear spring, myosin II ensembles dynamically adjust themselves towards an isometric state with constant average position and load. The dynamics of the ensembles is now determined mainly by the distribution of motors over the different kinds of bound states. For increasing stiffness of the external spring, there is a sharp transition beyond which myosin II can no longer perform the power stroke. Slow unbinding from the pre-power-stroke state protects the ensembles against detachment.« less

Potentialities of ensemble strategies for flood forecasting over the Milano urban area

NASA Astrophysics Data System (ADS)

Ravazzani, Giovanni; Amengual, Arnau; Ceppi, Alessandro; Homar, Víctor; Romero, Romu; Lombardi, Gabriele; Mancini, Marco

2016-08-01

Analysis of ensemble forecasting strategies, which can provide a tangible backing for flood early warning procedures and mitigation measures over the Mediterranean region, is one of the fundamental motivations of the international HyMeX programme. Here, we examine two severe hydrometeorological episodes that affected the Milano urban area and for which the complex flood protection system of the city did not completely succeed. Indeed, flood damage have exponentially increased during the last 60 years, due to industrial and urban developments. Thus, the improvement of the Milano flood control system needs a synergism between structural and non-structural approaches. First, we examine how land-use changes due to urban development have altered the hydrological response to intense rainfalls. Second, we test a flood forecasting system which comprises the Flash-flood Event-based Spatially distributed rainfall-runoff Transformation, including Water Balance (FEST-WB) and the Weather Research and Forecasting (WRF) models. Accurate forecasts of deep moist convection and extreme precipitation are difficult to be predicted due to uncertainties arising from the numeric weather prediction (NWP) physical parameterizations and high sensitivity to misrepresentation of the atmospheric state; however, two hydrological ensemble prediction systems (HEPS) have been designed to explicitly cope with uncertainties in the initial and lateral boundary conditions (IC/LBCs) and physical parameterizations of the NWP model. No substantial differences in skill have been found between both ensemble strategies when considering an enhanced diversity of IC/LBCs for the perturbed initial conditions ensemble. Furthermore, no additional benefits have been found by considering more frequent LBCs in a mixed physics ensemble, as ensemble spread seems to be reduced. These findings could help to design the most appropriate ensemble strategies before these hydrometeorological extremes, given the computational cost of running such advanced HEPSs for operational purposes.

Comparison of the performance and reliability of 18 lumped hydrological models driven by ECMWF rainfall ensemble forecasts: a case study on 29 French catchments

NASA Astrophysics Data System (ADS)

Velázquez, Juan Alberto; Anctil, François; Ramos, Maria-Helena; Perrin, Charles

2010-05-01

An ensemble forecasting system seeks to assess and to communicate the uncertainty of hydrological predictions by proposing, at each time step, an ensemble of forecasts from which one can estimate the probability distribution of the predictant (the probabilistic forecast), in contrast with a single estimate of the flow, for which no distribution is obtainable (the deterministic forecast). In the past years, efforts towards the development of probabilistic hydrological prediction systems were made with the adoption of ensembles of numerical weather predictions (NWPs). The additional information provided by the different available Ensemble Prediction Systems (EPS) was evaluated in a hydrological context on various case studies (see the review by Cloke and Pappenberger, 2009). For example, the European ECMWF-EPS was explored in case studies by Roulin et al. (2005), Bartholmes et al. (2005), Jaun et al. (2008), and Renner et al. (2009). The Canadian EC-EPS was also evaluated by Velázquez et al. (2009). Most of these case studies investigate the ensemble predictions of a given hydrological model, set up over a limited number of catchments. Uncertainty from weather predictions is assessed through the use of meteorological ensembles. However, uncertainty from the tested hydrological model and statistical robustness of the forecasting system when coping with different hydro-meteorological conditions are less frequently evaluated. The aim of this study is to evaluate and compare the performance and the reliability of 18 lumped hydrological models applied to a large number of catchments in an operational ensemble forecasting context. Some of these models were evaluated in a previous study (Perrin et al. 2001) for their ability to simulate streamflow. Results demonstrated that very simple models can achieve a level of performance almost as high (sometimes higher) as models with more parameters. In the present study, we focus on the ability of the hydrological models to provide reliable probabilistic forecasts of streamflow, based on ensemble weather predictions. The models were therefore adapted to run in a forecasting mode, i.e., to update initial conditions according to the last observed discharge at the time of the forecast, and to cope with ensemble weather scenarios. All models are lumped, i.e., the hydrological behavior is integrated over the spatial scale of the catchment, and run at daily time steps. The complexity of tested models varies between 3 and 13 parameters. The models are tested on 29 French catchments. Daily streamflow time series extend over 17 months, from March 2005 to July 2006. Catchment areas range between 1470 km2 and 9390 km2, and represent a variety of hydrological and meteorological conditions. The 12 UTC 10-day ECMWF rainfall ensemble (51 members) was used, which led to daily streamflow forecasts for a 9-day lead time. In order to assess the performance and reliability of the hydrological ensemble predictions, we computed the Continuous Ranked probability Score (CRPS) (Matheson and Winkler, 1976), as well as the reliability diagram (e.g. Wilks, 1995) and the rank histogram (Talagrand et al., 1999). Since the ECMWF deterministic forecasts are also available, the performance of the hydrological forecasting systems was also evaluated by comparing the deterministic score (MAE) with the probabilistic score (CRPS). The results obtained for the 18 hydrological models and the 29 studied catchments are discussed in the perspective of improving the operational use of ensemble forecasting in hydrology. References Bartholmes, J. and Todini, E.: Coupling meteorological and hydrological models for flood forecasting, Hydrol. Earth Syst. Sci., 9, 333-346, 2005. Cloke, H. and Pappenberger, F.: Ensemble Flood Forecasting: A Review. Journal of Hydrology 375 (3-4): 613-626, 2009. Jaun, S., Ahrens, B., Walser, A., Ewen, T., and Schär, C.: A probabilistic view on the August 2005 floods in the upper Rhine catchment, Nat. Hazards Earth Syst. Sci., 8, 281-291, 2008. Matheson, J. E. and Winkler, R. L.: Scoring rules for continuous probability distributions, Manage Sci., 22, 1087-1096, 1976. Perrin, C., Michel C. and Andréassian,V. Does a large number of parameters enhance model performance? Comparative assessment of common catchment model structures on 429 catchments, J. Hydrol., 242, 275-301, 2001. Renner, M., Werner, M. G. F., Rademacher, S., and Sprokkereef, E.: Verification of ensemble flow forecast for the River Rhine, J. Hydrol., 376, 463-475, 2009. Roulin, E. and Vannitsem, S.: Skill of medium-range hydrological ensemble predictions, J. Hydrometeorol., 6, 729-744, 2005. Talagrand, O., Vautard, R., and Strauss, B.: Evaluation of the probabilistic prediction systems, in: Proceedings, ECMWF Workshop on Predictability, Shinfield Park, Reading, Berkshire, ECMWF, 1-25, 1999. Velázquez, J.A., Petit, T., Lavoie, A., Boucher M.-A., Turcotte R., Fortin V., and Anctil, F. : An evaluation of the Canadian global meteorological ensemble prediction system for short-term hydrological forecasting, Hydrol. Earth Syst. Sci., 13, 2221-2231, 2009. Wilks, D. S.: Statistical Methods in the Atmospheric Sciences, Academic Press, San Diego, CA, 465 pp., 1995.

Climate Change Impact Assessment in Pacific North West Using Copula based Coupling of Temperature and Precipitation variables

NASA Astrophysics Data System (ADS)

Qin, Y.; Rana, A.; Moradkhani, H.

2014-12-01

The multi downscaled-scenario products allow us to better assess the uncertainty of the changes/variations of precipitation and temperature in the current and future periods. Joint Probability distribution functions (PDFs), of both the climatic variables, might help better understand the interdependence of the two, and thus in-turn help in accessing the future with confidence. Using the joint distribution of temperature and precipitation is also of significant importance in hydrological applications and climate change studies. In the present study, we have used multi-modelled statistically downscaled-scenario ensemble of precipitation and temperature variables using 2 different statistically downscaled climate dataset. The datasets used are, 10 Global Climate Models (GCMs) downscaled products from CMIP5 daily dataset, namely, those from the Bias Correction and Spatial Downscaling (BCSD) technique generated at Portland State University and from the Multivariate Adaptive Constructed Analogs (MACA) technique, generated at University of Idaho, leading to 2 ensemble time series from 20 GCM products. Thereafter the ensemble PDFs of both precipitation and temperature is evaluated for summer, winter, and yearly periods for all the 10 sub-basins across Columbia River Basin (CRB). Eventually, Copula is applied to establish the joint distribution of two variables enabling users to model the joint behavior of the variables with any level of correlation and dependency. Moreover, the probabilistic distribution helps remove the limitations on marginal distributions of variables in question. The joint distribution is then used to estimate the change trends of the joint precipitation and temperature in the current and future, along with estimation of the probabilities of the given change. Results have indicated towards varied change trends of the joint distribution of, summer, winter, and yearly time scale, respectively in all 10 sub-basins. Probabilities of changes, as estimated by the joint precipitation and temperature, will provide useful information/insights for hydrological and climate change predictions.

Beyond the excised ensemble: modelling elliptic curve L-functions with random matrices

NASA Astrophysics Data System (ADS)

Cooper, I. A.; Morris, Patrick W.; Snaith, N. C.

2016-02-01

The ‘excised ensemble’, a random matrix model for the zeros of quadratic twist families of elliptic curve L-functions, was introduced by Dueñez et al (2012 J. Phys. A: Math. Theor. 45 115207) The excised model is motivated by a formula for central values of these L-functions in a paper by Kohnen and Zagier (1981 Invent. Math. 64 175-98). This formula indicates that for a finite set of L-functions from a family of quadratic twists, the central values are all either zero or are greater than some positive cutoff. The excised model imposes this same condition on the central values of characteristic polynomials of matrices from {SO}(2N). Strangely, the cutoff on the characteristic polynomials that results in a convincing model for the L-function zeros is significantly smaller than that which we would obtain by naively transferring Kohnen and Zagier’s cutoff to the {SO}(2N) ensemble. In this current paper we investigate a modification to the excised model. It lacks the simplicity of the original excised ensemble, but it serves to explain the reason for the unexpectedly low cutoff in the original excised model. Additionally, the distribution of central L-values is ‘choppier’ than the distribution of characteristic polynomials, in the sense that it is a superposition of a series of peaks: the characteristic polynomial distribution is a smooth approximation to this. The excised model did not attempt to incorporate these successive peaks, only the initial cutoff. Here we experiment with including some of the structure of the L-value distribution. The conclusion is that a critical feature of a good model is to associate the correct mass to the first peak of the L-value distribution.

Sequential data assimilation for a distributed hydrologic model considering different time scale of internal processes

NASA Astrophysics Data System (ADS)

Noh, S.; Tachikawa, Y.; Shiiba, M.; Kim, S.

2011-12-01

Applications of the sequential data assimilation methods have been increasing in hydrology to reduce uncertainty in the model prediction. In a distributed hydrologic model, there are many types of state variables and each variable interacts with each other based on different time scales. However, the framework to deal with the delayed response, which originates from different time scale of hydrologic processes, has not been thoroughly addressed in the hydrologic data assimilation. In this study, we propose the lagged filtering scheme to consider the lagged response of internal states in a distributed hydrologic model using two filtering schemes; particle filtering (PF) and ensemble Kalman filtering (EnKF). The EnKF is one of the widely used sub-optimal filters implementing an efficient computation with limited number of ensemble members, however, still based on Gaussian approximation. PF can be an alternative in which the propagation of all uncertainties is carried out by a suitable selection of randomly generated particles without any assumptions about the nature of the distributions involved. In case of PF, advanced particle regularization scheme is implemented together to preserve the diversity of the particle system. In case of EnKF, the ensemble square root filter (EnSRF) are implemented. Each filtering method is parallelized and implemented in the high performance computing system. A distributed hydrologic model, the water and energy transfer processes (WEP) model, is applied for the Katsura River catchment, Japan to demonstrate the applicability of proposed approaches. Forecasted results via PF and EnKF are compared and analyzed in terms of the prediction accuracy and the probabilistic adequacy. Discussions are focused on the prospects and limitations of each data assimilation method.

Stylized facts in internal rates of return on stock index and its derivative transactions

NASA Astrophysics Data System (ADS)

Pichl, Lukáš; Kaizoji, Taisei; Yamano, Takuya

2007-08-01

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters incorporate the time factor by means of the internal rate of return, defined as the continuous compound interest. Resulting stylized facts are shown in the probability distributions derived from the daily series of TOPIX, S & P 500 and FTSE 100 index close values. The application of the above analysis to minute-tick data of NIKKEI 225 and its futures market, respectively, reveals an interesting difference in the behavior of the two probability distributions, in case a threshold on the minimal duration of the long position is imposed. It is therefore suggested that the probability distributions of the internal rates of return could be used for causality mining between the underlying and derivative stock markets. The highly specific discrete spectrum, which results from noise trader strategies as opposed to the smooth distributions observed for fundamentalist strategies in single encounter transactions may be useful in deducing the type of investment strategy from trading revenues of small portfolio investors.

Canonical-ensemble state-averaged complete active space self-consistent field (SA-CASSCF) strategy for problems with more diabatic than adiabatic states: Charge-bond resonance in monomethine cyanines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Olsen, Seth, E-mail: seth.olsen@uq.edu.au

2015-01-28

This paper reviews basic results from a theory of the a priori classical probabilities (weights) in state-averaged complete active space self-consistent field (SA-CASSCF) models. It addresses how the classical probabilities limit the invariance of the self-consistency condition to transformations of the complete active space configuration interaction (CAS-CI) problem. Such transformations are of interest for choosing representations of the SA-CASSCF solution that are diabatic with respect to some interaction. I achieve the known result that a SA-CASSCF can be self-consistently transformed only within degenerate subspaces of the CAS-CI ensemble density matrix. For uniformly distributed (“microcanonical”) SA-CASSCF ensembles, self-consistency is invariant tomore » any unitary CAS-CI transformation that acts locally on the ensemble support. Most SA-CASSCF applications in current literature are microcanonical. A problem with microcanonical SA-CASSCF models for problems with “more diabatic than adiabatic” states is described. The problem is that not all diabatic energies and couplings are self-consistently resolvable. A canonical-ensemble SA-CASSCF strategy is proposed to solve the problem. For canonical-ensemble SA-CASSCF, the equilibrated ensemble is a Boltzmann density matrix parametrized by its own CAS-CI Hamiltonian and a Lagrange multiplier acting as an inverse “temperature,” unrelated to the physical temperature. Like the convergence criterion for microcanonical-ensemble SA-CASSCF, the equilibration condition for canonical-ensemble SA-CASSCF is invariant to transformations that act locally on the ensemble CAS-CI density matrix. The advantage of a canonical-ensemble description is that more adiabatic states can be included in the support of the ensemble without running into convergence problems. The constraint on the dimensionality of the problem is relieved by the introduction of an energy constraint. The method is illustrated with a complete active space valence-bond (CASVB) analysis of the charge/bond resonance electronic structure of a monomethine cyanine: Michler’s hydrol blue. The diabatic CASVB representation is shown to vary weakly for “temperatures” corresponding to visible photon energies. Canonical-ensemble SA-CASSCF enables the resolution of energies and couplings for all covalent and ionic CASVB structures contributing to the SA-CASSCF ensemble. The CASVB solution describes resonance of charge- and bond-localized electronic structures interacting via bridge resonance superexchange. The resonance couplings can be separated into channels associated with either covalent charge delocalization or chemical bonding interactions, with the latter significantly stronger than the former.« less

Canonical-ensemble state-averaged complete active space self-consistent field (SA-CASSCF) strategy for problems with more diabatic than adiabatic states: charge-bond resonance in monomethine cyanines.

PubMed

Olsen, Seth

2015-01-28

This paper reviews basic results from a theory of the a priori classical probabilities (weights) in state-averaged complete active space self-consistent field (SA-CASSCF) models. It addresses how the classical probabilities limit the invariance of the self-consistency condition to transformations of the complete active space configuration interaction (CAS-CI) problem. Such transformations are of interest for choosing representations of the SA-CASSCF solution that are diabatic with respect to some interaction. I achieve the known result that a SA-CASSCF can be self-consistently transformed only within degenerate subspaces of the CAS-CI ensemble density matrix. For uniformly distributed ("microcanonical") SA-CASSCF ensembles, self-consistency is invariant to any unitary CAS-CI transformation that acts locally on the ensemble support. Most SA-CASSCF applications in current literature are microcanonical. A problem with microcanonical SA-CASSCF models for problems with "more diabatic than adiabatic" states is described. The problem is that not all diabatic energies and couplings are self-consistently resolvable. A canonical-ensemble SA-CASSCF strategy is proposed to solve the problem. For canonical-ensemble SA-CASSCF, the equilibrated ensemble is a Boltzmann density matrix parametrized by its own CAS-CI Hamiltonian and a Lagrange multiplier acting as an inverse "temperature," unrelated to the physical temperature. Like the convergence criterion for microcanonical-ensemble SA-CASSCF, the equilibration condition for canonical-ensemble SA-CASSCF is invariant to transformations that act locally on the ensemble CAS-CI density matrix. The advantage of a canonical-ensemble description is that more adiabatic states can be included in the support of the ensemble without running into convergence problems. The constraint on the dimensionality of the problem is relieved by the introduction of an energy constraint. The method is illustrated with a complete active space valence-bond (CASVB) analysis of the charge/bond resonance electronic structure of a monomethine cyanine: Michler's hydrol blue. The diabatic CASVB representation is shown to vary weakly for "temperatures" corresponding to visible photon energies. Canonical-ensemble SA-CASSCF enables the resolution of energies and couplings for all covalent and ionic CASVB structures contributing to the SA-CASSCF ensemble. The CASVB solution describes resonance of charge- and bond-localized electronic structures interacting via bridge resonance superexchange. The resonance couplings can be separated into channels associated with either covalent charge delocalization or chemical bonding interactions, with the latter significantly stronger than the former.

Memory-assisted quantum key distribution resilient against multiple-excitation effects

NASA Astrophysics Data System (ADS)

Lo Piparo, Nicolò; Sinclair, Neil; Razavi, Mohsen

2018-01-01

Memory-assisted measurement-device-independent quantum key distribution (MA-MDI-QKD) has recently been proposed as a technique to improve the rate-versus-distance behavior of QKD systems by using existing, or nearly-achievable, quantum technologies. The promise is that MA-MDI-QKD would require less demanding quantum memories than the ones needed for probabilistic quantum repeaters. Nevertheless, early investigations suggest that, in order to beat the conventional memory-less QKD schemes, the quantum memories used in the MA-MDI-QKD protocols must have high bandwidth-storage products and short interaction times. Among different types of quantum memories, ensemble-based memories offer some of the required specifications, but they typically suffer from multiple excitation effects. To avoid the latter issue, in this paper, we propose two new variants of MA-MDI-QKD both relying on single-photon sources for entangling purposes. One is based on known techniques for entanglement distribution in quantum repeaters. This scheme turns out to offer no advantage even if one uses ideal single-photon sources. By finding the root cause of the problem, we then propose another setup, which can outperform single memory-less setups even if we allow for some imperfections in our single-photon sources. For such a scheme, we compare the key rate for different types of ensemble-based memories and show that certain classes of atomic ensembles can improve the rate-versus-distance behavior.

Nuclear Ensemble Approach with Importance Sampling.

PubMed

Kossoski, Fábris; Barbatti, Mario

2018-06-12

We show that the importance sampling technique can effectively augment the range of problems where the nuclear ensemble approach can be applied. A sampling probability distribution function initially determines the collection of initial conditions for which calculations are performed, as usual. Then, results for a distinct target distribution are computed by introducing compensating importance sampling weights for each sampled point. This mapping between the two probability distributions can be performed whenever they are both explicitly constructed. Perhaps most notably, this procedure allows for the computation of temperature dependent observables. As a test case, we investigated the UV absorption spectra of phenol, which has been shown to have a marked temperature dependence. Application of the proposed technique to a range that covers 500 K provides results that converge to those obtained with conventional sampling. We further show that an overall improved rate of convergence is obtained when sampling is performed at intermediate temperatures. The comparison between calculated and the available measured cross sections is very satisfactory, as the main features of the spectra are correctly reproduced. As a second test case, one of Tully's classical models was revisited, and we show that the computation of dynamical observables also profits from the importance sampling technique. In summary, the strategy developed here can be employed to assess the role of temperature for any property calculated within the nuclear ensemble method, with the same computational cost as doing so for a single temperature.

Variability of space climate and its extremes with successive solar cycles

NASA Astrophysics Data System (ADS)

Chapman, Sandra; Hush, Phillip; Tindale, Elisabeth; Dunlop, Malcolm; Watkins, Nicholas

2016-04-01

Auroral geomagnetic indices coupled with in situ solar wind monitors provide a comprehensive data set, spanning several solar cycles. Space climate can be considered as the distribution of space weather. We can then characterize these observations in terms of changing space climate by quantifying how the statistical properties of ensembles of these observed variables vary between different phases of the solar cycle. We first consider the AE index burst distribution. Bursts are constructed by thresholding the AE time series; the size of a burst is the sum of the excess in the time series for each time interval over which the threshold is exceeded. The distribution of burst sizes is two component with a crossover in behaviour at thresholds ≈ 1000 nT. Above this threshold, we find[1] a range over which the mean burst size is almost constant with threshold for both solar maxima and minima. The burst size distribution of the largest events has a functional form which is exponential. The relative likelihood of these large events varies from one solar maximum and minimum to the next. If the relative overall activity of a solar maximum/minimum can be estimated, these results then constrain the likelihood of extreme events of a given size for that solar maximum/minimum. We next develop and apply a methodology to quantify how the full distribution of geomagnetic indices and upstream solar wind observables are changing between and across different solar cycles. This methodology[2] estimates how different quantiles of the distribution, or equivalently, how the return times of events of a given size, are changing. [1] Hush, P., S. C. Chapman, M. W. Dunlop, and N. W. Watkins (2015), Robust statistical properties of the size of large burst events in AE, Geophys. Res. Lett.,42 doi:10.1002/2015GL066277 [2] Chapman, S. C., D. A. Stainforth, N. W. Watkins, (2013) On estimating long term local climate trends , Phil. Trans. Royal Soc., A,371 20120287 DOI:10.1098/rsta.2012.0287

Realized Volatility Analysis in A Spin Model of Financial Markets

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

We calculate the realized volatility of returns in the spin model of financial markets and examine the returns standardized by the realized volatility. We find that moments of the standardized returns agree with the theoretical values of standard normal variables. This is the first evidence that the return distributions of the spin financial markets are consistent with a finite-variance of mixture of normal distributions that is also observed empirically in real financial markets.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

Langevin equation with fluctuating diffusivity: A two-state model

NASA Astrophysics Data System (ADS)

Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji

2016-07-01

Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.

Total probabilities of ensemble runoff forecasts

NASA Astrophysics Data System (ADS)

Olav Skøien, Jon; Bogner, Konrad; Salamon, Peter; Smith, Paul; Pappenberger, Florian

2016-04-01

Ensemble forecasting has for a long time been used as a method in meteorological modelling to indicate the uncertainty of the forecasts. However, as the ensembles often exhibit both bias and dispersion errors, it is necessary to calibrate and post-process them. Two of the most common methods for this are Bayesian Model Averaging (Raftery et al., 2005) and Ensemble Model Output Statistics (EMOS) (Gneiting et al., 2005). There are also methods for regionalizing these methods (Berrocal et al., 2007) and for incorporating the correlation between lead times (Hemri et al., 2013). Engeland and Steinsland Engeland and Steinsland (2014) developed a framework which can estimate post-processing parameters which are different in space and time, but still can give a spatially and temporally consistent output. However, their method is computationally complex for our larger number of stations, and cannot directly be regionalized in the way we would like, so we suggest a different path below. The target of our work is to create a mean forecast with uncertainty bounds for a large number of locations in the framework of the European Flood Awareness System (EFAS - http://www.efas.eu) We are therefore more interested in improving the forecast skill for high-flows rather than the forecast skill of lower runoff levels. EFAS uses a combination of ensemble forecasts and deterministic forecasts from different forecasters to force a distributed hydrologic model and to compute runoff ensembles for each river pixel within the model domain. Instead of showing the mean and the variability of each forecast ensemble individually, we will now post-process all model outputs to find a total probability, the post-processed mean and uncertainty of all ensembles. The post-processing parameters are first calibrated for each calibration location, but assuring that they have some spatial correlation, by adding a spatial penalty in the calibration process. This can in some cases have a slight negative impact on the calibration error, but makes it easier to interpolate the post-processing parameters to uncalibrated locations. We also look into different methods for handling the non-normal distributions of runoff data and the effect of different data transformations on forecasts skills in general and for floods in particular. Berrocal, V. J., Raftery, A. E. and Gneiting, T.: Combining Spatial Statistical and Ensemble Information in Probabilistic Weather Forecasts, Mon. Weather Rev., 135(4), 1386-1402, doi:10.1175/MWR3341.1, 2007. Engeland, K. and Steinsland, I.: Probabilistic postprocessing models for flow forecasts for a system of catchments and several lead times, Water Resour. Res., 50(1), 182-197, doi:10.1002/2012WR012757, 2014. Gneiting, T., Raftery, A. E., Westveld, A. H. and Goldman, T.: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation, Mon. Weather Rev., 133(5), 1098-1118, doi:10.1175/MWR2904.1, 2005. Hemri, S., Fundel, F. and Zappa, M.: Simultaneous calibration of ensemble river flow predictions over an entire range of lead times, Water Resour. Res., 49(10), 6744-6755, doi:10.1002/wrcr.20542, 2013. Raftery, A. E., Gneiting, T., Balabdaoui, F. and Polakowski, M.: Using Bayesian Model Averaging to Calibrate Forecast Ensembles, Mon. Weather Rev., 133(5), 1155-1174, doi:10.1175/MWR2906.1, 2005.

Equilibrium energy spectrum of point vortex motion with remarks on ensemble choice and ergodicity

NASA Astrophysics Data System (ADS)

Esler, J. G.

2017-01-01

The dynamics and statistical mechanics of N chaotically evolving point vortices in the doubly periodic domain are revisited. The selection of the correct microcanonical ensemble for the system is first investigated. The numerical results of Weiss and McWilliams [Phys. Fluids A 3, 835 (1991), 10.1063/1.858014], who argued that the point vortex system with N =6 is nonergodic because of an apparent discrepancy between ensemble averages and dynamical time averages, are shown to be due to an incorrect ensemble definition. When the correct microcanonical ensemble is sampled, accounting for the vortex momentum constraint, time averages obtained from direct numerical simulation agree with ensemble averages within the sampling error of each calculation, i.e., there is no numerical evidence for nonergodicity. Further, in the N →∞ limit it is shown that the vortex momentum no longer constrains the long-time dynamics and therefore that the correct microcanonical ensemble for statistical mechanics is that associated with the entire constant energy hypersurface in phase space. Next, a recently developed technique is used to generate an explicit formula for the density of states function for the system, including for arbitrary distributions of vortex circulations. Exact formulas for the equilibrium energy spectrum, and for the probability density function of the energy in each Fourier mode, are then obtained. Results are compared with a series of direct numerical simulations with N =50 and excellent agreement is found, confirming the relevance of the results for interpretation of quantum and classical two-dimensional turbulence.

φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

NASA Astrophysics Data System (ADS)

Sornette, D.; Simonetti, P.; Andersen, J. V.

2000-08-01

Physics and finance are both fundamentally based on the theory of random walks (and their generalizations to higher dimensions) and on the collective behavior of large numbers of correlated variables. The archetype examplifying this situation in finance is the portfolio optimization problem in which one desires to diversify on a set of possibly dependent assets to optimize the return and minimize the risks. The standard mean-variance solution introduced by Markovitz and its subsequent developments is basically a mean-field Gaussian solution. It has severe limitations for practical applications due to the strongly non-Gaussian structure of distributions and the nonlinear dependence between assets. Here, we present in details a general analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a non-linear transformation that maps the returns onto Gaussian variables whose covariance matrix provides a new measure of dependence between the non-normal returns, generalizing the covariance matrix into a nonlinear covariance matrix. This nonlinear covariance matrix is chiseled to the specific fat tail structure of the underlying marginal distributions, thus ensuring stability and good conditioning. The portfolio distribution is then obtained as the solution of a mapping to a so-called φq field theory in particle physics, of which we offer an extensive treatment using Feynman diagrammatic techniques and large deviation theory, that we illustrate in details for multivariate Weibull distributions. The interaction (non-mean field) structure in this field theory is a direct consequence of the non-Gaussian nature of the distribution of asset price returns. We find that minimizing the portfolio variance (i.e. the relatively “small” risks) may often increase the large risks, as measured by higher normalized cumulants. Extensive empirical tests are presented on the foreign exchange market that validate satisfactorily the theory. For “fat tail” distributions, we show that an adequate prediction of the risks of a portfolio relies much more on the correct description of the tail structure rather than on their correlations. For the case of asymmetric return distributions, our theory allows us to generalize the return-risk efficient frontier concept to incorporate the dimensions of large risks embedded in the tail of the asset distributions. We demonstrate that it is often possible to increase the portfolio return while decreasing the large risks as quantified by the fourth and higher-order cumulants. Exact theoretical formulas are validated by empirical tests.

Delineating Facies Spatial Distribution by Integrating Ensemble Data Assimilation and Indicator Geostatistics with Level Set Transformation.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hammond, Glenn Edward; Song, Xuehang; Ye, Ming

A new approach is developed to delineate the spatial distribution of discrete facies (geological units that have unique distributions of hydraulic, physical, and/or chemical properties) conditioned not only on direct data (measurements directly related to facies properties, e.g., grain size distribution obtained from borehole samples) but also on indirect data (observations indirectly related to facies distribution, e.g., hydraulic head and tracer concentration). Our method integrates for the first time ensemble data assimilation with traditional transition probability-based geostatistics. The concept of level set is introduced to build shape parameterization that allows transformation between discrete facies indicators and continuous random variables. Themore » spatial structure of different facies is simulated by indicator models using conditioning points selected adaptively during the iterative process of data assimilation. To evaluate the new method, a two-dimensional semi-synthetic example is designed to estimate the spatial distribution and permeability of two distinct facies from transient head data induced by pumping tests. The example demonstrates that our new method adequately captures the spatial pattern of facies distribution by imposing spatial continuity through conditioning points. The new method also reproduces the overall response in hydraulic head field with better accuracy compared to data assimilation with no constraints on spatial continuity on facies.« less

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1978-01-01

The collision operator that appears in the equation of motion for a particle distribution function that has been averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. In this note we derive an expansion of the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest non-trivial order. The validity of this expansion is seen to be the same as that of the standard quasi-linear expansion.

Boltzmann equations for a binary one-dimensional ideal gas.

PubMed

Boozer, A D

2011-09-01

We consider a time-reversal invariant dynamical model of a binary ideal gas of N molecules in one spatial dimension. By making time-asymmetric assumptions about the behavior of the gas, we derive Boltzmann and anti-Boltzmann equations that describe the evolution of the single-molecule velocity distribution functions for an ensemble of such systems. We show that for a special class of initial states of the ensemble one can obtain an exact expression for the N-molecule velocity distribution function, and we use this expression to rigorously prove that the time-asymmetric assumptions needed to derive the Boltzmann and anti-Boltzmann equations hold in the limit of large N. Our results clarify some subtle issues regarding the origin of the time asymmetry of Boltzmann's H theorem.

Transition to collective oscillations in finite Kuramoto ensembles

NASA Astrophysics Data System (ADS)

Peter, Franziska; Pikovsky, Arkady

2018-03-01

We present an alternative approach to finite-size effects around the synchronization transition in the standard Kuramoto model. Our main focus lies on the conditions under which a collective oscillatory mode is well defined. For this purpose, the minimal value of the amplitude of the complex Kuramoto order parameter appears as a proper indicator. The dependence of this minimum on coupling strength varies due to sampling variations and correlates with the sample kurtosis of the natural frequency distribution. The skewness of the frequency sample determines the frequency of the resulting collective mode. The effects of kurtosis and skewness hold in the thermodynamic limit of infinite ensembles. We prove this by integrating a self-consistency equation for the complex Kuramoto order parameter for two families of distributions with controlled kurtosis and skewness, respectively.

Time-independent models of asset returns revisited

NASA Astrophysics Data System (ADS)

Gillemot, L.; Töyli, J.; Kertesz, J.; Kaski, K.

2000-07-01

In this study we investigate various well-known time-independent models of asset returns being simple normal distribution, Student t-distribution, Lévy, truncated Lévy, general stable distribution, mixed diffusion jump, and compound normal distribution. For this we use Standard and Poor's 500 index data of the New York Stock Exchange, Helsinki Stock Exchange index data describing a small volatile market, and artificial data. The results indicate that all models, excluding the simple normal distribution, are, at least, quite reasonable descriptions of the data. Furthermore, the use of differences instead of logarithmic returns tends to make the data looking visually more Lévy-type distributed than it is. This phenomenon is especially evident in the artificial data that has been generated by an inflated random walk process.

Risk of portfolio with simulated returns based on copula model

NASA Astrophysics Data System (ADS)

Razak, Ruzanna Ab; Ismail, Noriszura

2015-02-01

The commonly used tool for measuring risk of a portfolio with equally weighted stocks is variance-covariance method. Under extreme circumstances, this method leads to significant underestimation of actual risk due to its multivariate normality assumption of the joint distribution of stocks. The purpose of this research is to compare the actual risk of portfolio with the simulated risk of portfolio in which the joint distribution of two return series is predetermined. The data used is daily stock prices from the ASEAN market for the period January 2000 to December 2012. The copula approach is applied to capture the time varying dependence among the return series. The results shows that the chosen copula families are not suitable to present the dependence structures of each bivariate returns. Exception for the Philippines-Thailand pair where by t copula distribution appears to be the appropriate choice to depict its dependence. Assuming that the t copula distribution is the joint distribution of each paired series, simulated returns is generated and value-at-risk (VaR) is then applied to evaluate the risk of each portfolio consisting of two simulated return series. The VaR estimates was found to be symmetrical due to the simulation of returns via elliptical copula-GARCH approach. By comparison, it is found that the actual risks are underestimated for all pairs of portfolios except for Philippines-Thailand. This study was able to show that disregard of the non-normal dependence structure of two series will result underestimation of actual risk of the portfolio.

BWM*: A Novel, Provable, Ensemble-based Dynamic Programming Algorithm for Sparse Approximations of Computational Protein Design.

PubMed

Jou, Jonathan D; Jain, Swati; Georgiev, Ivelin S; Donald, Bruce R

2016-06-01

Sparse energy functions that ignore long range interactions between residue pairs are frequently used by protein design algorithms to reduce computational cost. Current dynamic programming algorithms that fully exploit the optimal substructure produced by these energy functions only compute the GMEC. This disproportionately favors the sequence of a single, static conformation and overlooks better binding sequences with multiple low-energy conformations. Provable, ensemble-based algorithms such as A* avoid this problem, but A* cannot guarantee better performance than exhaustive enumeration. We propose a novel, provable, dynamic programming algorithm called Branch-Width Minimization* (BWM*) to enumerate a gap-free ensemble of conformations in order of increasing energy. Given a branch-decomposition of branch-width w for an n-residue protein design with at most q discrete side-chain conformations per residue, BWM* returns the sparse GMEC in O([Formula: see text]) time and enumerates each additional conformation in merely O([Formula: see text]) time. We define a new measure, Total Effective Search Space (TESS), which can be computed efficiently a priori before BWM* or A* is run. We ran BWM* on 67 protein design problems and found that TESS discriminated between BWM*-efficient and A*-efficient cases with 100% accuracy. As predicted by TESS and validated experimentally, BWM* outperforms A* in 73% of the cases and computes the full ensemble or a close approximation faster than A*, enumerating each additional conformation in milliseconds. Unlike A*, the performance of BWM* can be predicted in polynomial time before running the algorithm, which gives protein designers the power to choose the most efficient algorithm for their particular design problem.

Density distribution function of a self-gravitating isothermal compressible turbulent fluid in the context of molecular clouds ensembles

NASA Astrophysics Data System (ADS)

Donkov, Sava; Stefanov, Ivan Z.

2018-03-01

We have set ourselves the task of obtaining the probability distribution function of the mass density of a self-gravitating isothermal compressible turbulent fluid from its physics. We have done this in the context of a new notion: the molecular clouds ensemble. We have applied a new approach that takes into account the fractal nature of the fluid. Using the medium equations, under the assumption of steady state, we show that the total energy per unit mass is an invariant with respect to the fractal scales. As a next step we obtain a non-linear integral equation for the dimensionless scale Q which is the third root of the integral of the probability distribution function. It is solved approximately up to the leading-order term in the series expansion. We obtain two solutions. They are power-law distributions with different slopes: the first one is -1.5 at low densities, corresponding to an equilibrium between all energies at a given scale, and the second one is -2 at high densities, corresponding to a free fall at small scales.

Ensemble Analysis of Variational Assimilation of Hydrologic and Hydrometeorological Data into Distributed Hydrologic Model

NASA Astrophysics Data System (ADS)

Lee, H.; Seo, D.; Koren, V.

2008-12-01

A prototype 4DVAR (four-dimensional variational) data assimilator for gridded Sacramento soil-moisture accounting and kinematic-wave routing models in the Hydrology Laboratory's Research Distributed Hydrologic Model (HL-RDHM) has been developed. The prototype assimilates streamflow and in-situ soil moisture data and adjusts gridded precipitation and climatological potential evaporation data to reduce uncertainty in the model initial conditions for improved monitoring and prediction of streamflow and soil moisture at the outlet and interior locations within the catchment. Due to large degrees of freedom involved, data assimilation (DA) into distributed hydrologic models is complex. To understand and assess sensitivity of the performance of DA to uncertainties in the model initial conditions and in the data, two synthetic experiments have been carried out in an ensemble framework. Results from the synthetic experiments shed much light on the potential and limitations with DA into distributed models. For initial real-world assessment, the prototype DA has also been applied to the headwater basin at Eldon near the Oklahoma-Arkansas border. We present these results and describe the next steps.

The Effect of Stochastic Perturbation of Fuel Distribution on the Criticality of a One Speed Reactor and the Development of Multi-Material Multinomial Line Statistics

NASA Technical Reports Server (NTRS)

Jahshan, S. N.; Singleterry, R. C.

2001-01-01

The effect of random fuel redistribution on the eigenvalue of a one-speed reactor is investigated. An ensemble of such reactors that are identical to a homogeneous reference critical reactor except for the fissile isotope density distribution is constructed such that it meets a set of well-posed redistribution requirements. The average eigenvalue, , is evaluated when the total fissile loading per ensemble element, or realization, is conserved. The perturbation is proven to increase the reactor criticality on average when it is uniformly distributed. The various causes of the change in reactivity, and their relative effects are identified and ranked. From this, a path towards identifying the causes. and relative effects of reactivity fluctuations for the energy dependent problem is pointed to. The perturbation method of using multinomial distributions for representing the perturbed reactor is developed. This method has some advantages that can be of use in other stochastic problems. Finally, some of the features of this perturbation problem are related to other techniques that have been used for addressing similar problems.

Online cross-validation-based ensemble learning.

PubMed

Benkeser, David; Ju, Cheng; Lendle, Sam; van der Laan, Mark

2018-01-30

Online estimators update a current estimate with a new incoming batch of data without having to revisit past data thereby providing streaming estimates that are scalable to big data. We develop flexible, ensemble-based online estimators of an infinite-dimensional target parameter, such as a regression function, in the setting where data are generated sequentially by a common conditional data distribution given summary measures of the past. This setting encompasses a wide range of time-series models and, as special case, models for independent and identically distributed data. Our estimator considers a large library of candidate online estimators and uses online cross-validation to identify the algorithm with the best performance. We show that by basing estimates on the cross-validation-selected algorithm, we are asymptotically guaranteed to perform as well as the true, unknown best-performing algorithm. We provide extensions of this approach including online estimation of the optimal ensemble of candidate online estimators. We illustrate excellent performance of our methods using simulations and a real data example where we make streaming predictions of infectious disease incidence using data from a large database. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Ergodicity, hidden bias and the growth rate gain

NASA Astrophysics Data System (ADS)

Rochman, Nash D.; Popescu, Dan M.; Sun, Sean X.

2018-05-01

Many single-cell observables are highly heterogeneous. A part of this heterogeneity stems from age-related phenomena: the fact that there is a nonuniform distribution of cells with different ages. This has led to a renewed interest in analytic methodologies including use of the ‘von Foerster equation’ for predicting population growth and cell age distributions. Here we discuss how some of the most popular implementations of this machinery assume a strong condition on the ergodicity of the cell cycle duration ensemble. We show that one common definition for the term ergodicity, ‘a single individual observed over many generations recapitulates the behavior of the entire ensemble’ is implied by the other, ‘the probability of observing any state is conserved across time and over all individuals’ in an ensemble with a fixed number of individuals but that this is not true when the ensemble is growing. We further explore the impact of generational correlations between cell cycle durations on the population growth rate. Finally, we explore the ‘growth rate gain’—the phenomenon that variations in the cell cycle duration leads to an improved population-level growth rate—in this context. We highlight that, fundamentally, this effect is due to asymmetric division.

Spatial Ensemble Postprocessing of Precipitation Forecasts Using High Resolution Analyses

NASA Astrophysics Data System (ADS)

Lang, Moritz N.; Schicker, Irene; Kann, Alexander; Wang, Yong

2017-04-01

Ensemble prediction systems are designed to account for errors or uncertainties in the initial and boundary conditions, imperfect parameterizations, etc. However, due to sampling errors and underestimation of the model errors, these ensemble forecasts tend to be underdispersive, and to lack both reliability and sharpness. To overcome such limitations, statistical postprocessing methods are commonly applied to these forecasts. In this study, a full-distributional spatial post-processing method is applied to short-range precipitation forecasts over Austria using Standardized Anomaly Model Output Statistics (SAMOS). Following Stauffer et al. (2016), observation and forecast fields are transformed into standardized anomalies by subtracting a site-specific climatological mean and dividing by the climatological standard deviation. Due to the need of fitting only a single regression model for the whole domain, the SAMOS framework provides a computationally inexpensive method to create operationally calibrated probabilistic forecasts for any arbitrary location or for all grid points in the domain simultaneously. Taking advantage of the INCA system (Integrated Nowcasting through Comprehensive Analysis), high resolution analyses are used for the computation of the observed climatology and for model training. The INCA system operationally combines station measurements and remote sensing data into real-time objective analysis fields at 1 km-horizontal resolution and 1 h-temporal resolution. The precipitation forecast used in this study is obtained from a limited area model ensemble prediction system also operated by ZAMG. The so called ALADIN-LAEF provides, by applying a multi-physics approach, a 17-member forecast at a horizontal resolution of 10.9 km and a temporal resolution of 1 hour. The performed SAMOS approach statistically combines the in-house developed high resolution analysis and ensemble prediction system. The station-based validation of 6 hour precipitation sums shows a mean improvement of more than 40% in CRPS when compared to bilinearly interpolated uncalibrated ensemble forecasts. The validation on randomly selected grid points, representing the true height distribution over Austria, still indicates a mean improvement of 35%. The applied statistical model is currently set up for 6-hourly and daily accumulation periods, but will be extended to a temporal resolution of 1-3 hours within a new probabilistic nowcasting system operated by ZAMG.

26 CFR 1.707-4 - Disguised sales of property to partnership; special rules applicable to guaranteed payments...

Code of Federal Regulations, 2013 CFR

2013-04-01

...; special rules applicable to guaranteed payments, preferred returns, operating cash flow distributions, and... payments, preferred returns, operating cash flow distributions, and reimbursements of preformation... distribution of partnership cash flow to a partner with respect to capital contributed to the partnership by...

26 CFR 1.707-4 - Disguised sales of property to partnership; special rules applicable to guaranteed payments...

Code of Federal Regulations, 2012 CFR

2012-04-01

...; special rules applicable to guaranteed payments, preferred returns, operating cash flow distributions, and... payments, preferred returns, operating cash flow distributions, and reimbursements of preformation... distribution of partnership cash flow to a partner with respect to capital contributed to the partnership by...

26 CFR 1.707-4 - Disguised sales of property to partnership; special rules applicable to guaranteed payments...

Code of Federal Regulations, 2011 CFR

2011-04-01

...; special rules applicable to guaranteed payments, preferred returns, operating cash flow distributions, and... payments, preferred returns, operating cash flow distributions, and reimbursements of preformation... distribution of partnership cash flow to a partner with respect to capital contributed to the partnership by...

26 CFR 1.707-4 - Disguised sales of property to partnership; special rules applicable to guaranteed payments...

Code of Federal Regulations, 2014 CFR

2014-04-01

...; special rules applicable to guaranteed payments, preferred returns, operating cash flow distributions, and... payments, preferred returns, operating cash flow distributions, and reimbursements of preformation... distribution of partnership cash flow to a partner with respect to capital contributed to the partnership by...

Combination of Cation Exchange and Quantized Ostwald Ripening for Controlling Size Distribution of Lead Chalcogenide Quantum Dots

DOE PAGES

Zhang, Changwang; Xia, Yong; Zhang, Zhiming; ...

2017-03-22

A new strategy for narrowing the size distribution of colloidal quantum dots (QDs) was developed by combining cation exchange and quantized Ostwald ripening. Medium-sized reactant CdS(e) QDs were subjected to cation exchange to form the target PbS(e) QDs, and then small reactant CdS(e) QDs were added which were converted to small PbS(e) dots via cation exchange. The small-sized ensemble of PbS(e) QDs dissolved completely rapidly and released a large amount of monomers, promoting the growth and size-focusing of the medium-sized ensemble of PbS(e) QDs. The addition of small reactant QDs can be repeated to continuously reduce the size distribution. Themore » new method was applied to synthesize PbSe and PbS QDs with extremely narrow size distributions and as a bonus they have hybrid surface passivation. In conclusion, the size distribution of prepared PbSe and PbS QDs are as low as 3.6% and 4.3%, respectively, leading to hexagonal close packing in monolayer and highly ordered three-dimensional superlattice.« less

Equilibrium sampling by reweighting nonequilibrium simulation trajectories

NASA Astrophysics Data System (ADS)

Yang, Cheng; Wan, Biao; Xu, Shun; Wang, Yanting; Zhou, Xin

2016-03-01

Based on equilibrium molecular simulations, it is usually difficult to efficiently visit the whole conformational space of complex systems, which are separated into some metastable regions by high free energy barriers. Nonequilibrium simulations could enhance transitions among these metastable regions and then be applied to sample equilibrium distributions in complex systems, since the associated nonequilibrium effects can be removed by employing the Jarzynski equality (JE). Here we present such a systematical method, named reweighted nonequilibrium ensemble dynamics (RNED), to efficiently sample equilibrium conformations. The RNED is a combination of the JE and our previous reweighted ensemble dynamics (RED) method. The original JE reproduces equilibrium from lots of nonequilibrium trajectories but requires that the initial distribution of these trajectories is equilibrium. The RED reweights many equilibrium trajectories from an arbitrary initial distribution to get the equilibrium distribution, whereas the RNED has both advantages of the two methods, reproducing equilibrium from lots of nonequilibrium simulation trajectories with an arbitrary initial conformational distribution. We illustrated the application of the RNED in a toy model and in a Lennard-Jones fluid to detect its liquid-solid phase coexistence. The results indicate that the RNED sufficiently extends the application of both the original JE and the RED in equilibrium sampling of complex systems.

Equilibrium sampling by reweighting nonequilibrium simulation trajectories.

PubMed

Yang, Cheng; Wan, Biao; Xu, Shun; Wang, Yanting; Zhou, Xin

2016-03-01

Based on equilibrium molecular simulations, it is usually difficult to efficiently visit the whole conformational space of complex systems, which are separated into some metastable regions by high free energy barriers. Nonequilibrium simulations could enhance transitions among these metastable regions and then be applied to sample equilibrium distributions in complex systems, since the associated nonequilibrium effects can be removed by employing the Jarzynski equality (JE). Here we present such a systematical method, named reweighted nonequilibrium ensemble dynamics (RNED), to efficiently sample equilibrium conformations. The RNED is a combination of the JE and our previous reweighted ensemble dynamics (RED) method. The original JE reproduces equilibrium from lots of nonequilibrium trajectories but requires that the initial distribution of these trajectories is equilibrium. The RED reweights many equilibrium trajectories from an arbitrary initial distribution to get the equilibrium distribution, whereas the RNED has both advantages of the two methods, reproducing equilibrium from lots of nonequilibrium simulation trajectories with an arbitrary initial conformational distribution. We illustrated the application of the RNED in a toy model and in a Lennard-Jones fluid to detect its liquid-solid phase coexistence. The results indicate that the RNED sufficiently extends the application of both the original JE and the RED in equilibrium sampling of complex systems.

Combination of Cation Exchange and Quantized Ostwald Ripening for Controlling Size Distribution of Lead Chalcogenide Quantum Dots

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Changwang; Xia, Yong; Zhang, Zhiming

A new strategy for narrowing the size distribution of colloidal quantum dots (QDs) was developed by combining cation exchange and quantized Ostwald ripening. Medium-sized reactant CdS(e) QDs were subjected to cation exchange to form the target PbS(e) QDs, and then small reactant CdS(e) QDs were added which were converted to small PbS(e) dots via cation exchange. The small-sized ensemble of PbS(e) QDs dissolved completely rapidly and released a large amount of monomers, promoting the growth and size-focusing of the medium-sized ensemble of PbS(e) QDs. The addition of small reactant QDs can be repeated to continuously reduce the size distribution. Themore » new method was applied to synthesize PbSe and PbS QDs with extremely narrow size distributions and as a bonus they have hybrid surface passivation. In conclusion, the size distribution of prepared PbSe and PbS QDs are as low as 3.6% and 4.3%, respectively, leading to hexagonal close packing in monolayer and highly ordered three-dimensional superlattice.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ullrich, C. A.; Kohn, W.

An electron density distribution n(r) which can be represented by that of a single-determinant ground state of noninteracting electrons in an external potential v(r) is called pure-state v -representable (P-VR). Most physical electronic systems are P-VR. Systems which require a weighted sum of several such determinants to represent their density are called ensemble v -representable (E-VR). This paper develops formal Kohn-Sham equations for E-VR physical systems, using the appropriate coupling constant integration. It also derives local density- and generalized gradient approximations, and conditions and corrections specific to ensembles.

Ensemble asteroseismology of solar-type stars with the NASA Kepler mission.

PubMed

Chaplin, W J; Kjeldsen, H; Christensen-Dalsgaard, J; Basu, S; Miglio, A; Appourchaux, T; Bedding, T R; Elsworth, Y; García, R A; Gilliland, R L; Girardi, L; Houdek, G; Karoff, C; Kawaler, S D; Metcalfe, T S; Molenda-Żakowicz, J; Monteiro, M J P F G; Thompson, M J; Verner, G A; Ballot, J; Bonanno, A; Brandão, I M; Broomhall, A-M; Bruntt, H; Campante, T L; Corsaro, E; Creevey, O L; Doğan, G; Esch, L; Gai, N; Gaulme, P; Hale, S J; Handberg, R; Hekker, S; Huber, D; Jiménez, A; Mathur, S; Mazumdar, A; Mosser, B; New, R; Pinsonneault, M H; Pricopi, D; Quirion, P-O; Régulo, C; Salabert, D; Serenelli, A M; Silva Aguirre, V; Sousa, S G; Stello, D; Stevens, I R; Suran, M D; Uytterhoeven, K; White, T R; Borucki, W J; Brown, T M; Jenkins, J M; Kinemuchi, K; Van Cleve, J; Klaus, T C

2011-04-08

In addition to its search for extrasolar planets, the NASA Kepler mission provides exquisite data on stellar oscillations. We report the detections of oscillations in 500 solar-type stars in the Kepler field of view, an ensemble that is large enough to allow statistical studies of intrinsic stellar properties (such as mass, radius, and age) and to test theories of stellar evolution. We find that the distribution of observed masses of these stars shows intriguing differences to predictions from models of synthetic stellar populations in the Galaxy.

Emergence of a spectral gap in a class of random matrices associated with split graphs

NASA Astrophysics Data System (ADS)

Bassler, Kevin E.; Zia, R. K. P.

2018-01-01

Motivated by the intriguing behavior displayed in a dynamic network that models a population of extreme introverts and extroverts (XIE), we consider the spectral properties of ensembles of random split graph adjacency matrices. We discover that, in general, a gap emerges in the bulk spectrum between -1 and 0 that contains a single eigenvalue. An analytic expression for the bulk distribution is derived and verified with numerical analysis. We also examine their relation to chiral ensembles, which are associated with bipartite graphs.

Multivariate Statistical Postprocessing of Ensemble Forcasts of Precipitation and Temperature over four River Basins in California

NASA Astrophysics Data System (ADS)

Scheuerer, Michael; Hamill, Thomas M.; Whitin, Brett; He, Minxue; Henkel, Arthur

2017-04-01

Hydrological forecasts strongly rely on predictions of precipitation amounts and temperature as meteorological inputs to hydrological models. Ensemble weather predictions provide a number of different scenarios that reflect the uncertainty about these meteorological inputs, but are often biased and underdispersive, and therefore require statistical postprocessing. In hydrological applications it is crucial that spatial and temporal (i.e. between different forecast lead times) dependencies as well as dependence between the two weather variables is adequately represented by the recalibrated forecasts. We present a study with temperature and precipitation forecasts over four river basins over California that are postprocessed with a variant of the nonhomogeneous Gaussian regression method (Gneiting et al., 2005) and the censored, shifted gamma distribution approach (Scheuerer and Hamill, 2015) respectively. For modelling spatial, temporal and inter-variable dependence we propose a variant of the Schaake Shuffle (Clark et al., 2005) that uses spatio-temporal trajectories of observed temperture and precipitation as a dependence template, and chooses the historic dates in such a way that the divergence between the marginal distributions of these trajectories and the univariate forecast distributions is minimized. For the four river basins considered in our study, this new multivariate modelling technique consistently improves upon the Schaake Shuffle and yields reliable spatio-temporal forecast trajectories of temperature and precipitation that can be used to force hydrological forecast systems. References: Clark, M., Gangopadhyay, S., Hay, L., Rajagopalan, B., Wilby, R., 2004. The Schaake Shuffle: A method for reconstructing space-time variability in forecasted precipitation and temperature fields. Journal of Hydrometeorology, 5, pp.243-262. Gneiting, T., Raftery, A.E., Westveld, A.H., Goldman, T., 2005. Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS. Monthly Weather Review, 133, pp.1098-1118. Scheuerer, M., Hamill, T.M., 2015. Statistical postprocessing of ensemble precipitation forecasts by fitting censored, shifted gamma distributions. Monthly Weather Review, 143, pp.4578-4596. Scheuerer, M., Hamill, T.M., Whitin, B., He, M., and Henkel, A., 2016: A method for preferential selection of dates in the Schaake shuffle approach to constructing spatio-temporal forecast fields of temperature and precipitation. Water Resources Research, submitted.

Moment distributions of clusters and molecules in the adiabatic rotor model

NASA Astrophysics Data System (ADS)

Ballentine, G. E.; Bertsch, G. F.; Onishi, N.; Yabana, K.

2008-01-01

We present a Fortran program to compute the distribution of dipole moments of free particles for use in analyzing molecular beams experiments that measure moments by deflection in an inhomogeneous field. The theory is the same for magnetic and electric dipole moments, and is based on a thermal ensemble of classical particles that are free to rotate and that have moment vectors aligned along a principal axis of rotation. The theory has two parameters, the ratio of the magnetic (or electric) dipole energy to the thermal energy, and the ratio of moments of inertia of the rotor. Program summaryProgram title:AdiabaticRotor Catalogue identifier:ADZO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZO_v1_0.html Program obtainable from:CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions:Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.:479 No. of bytes in distributed program, including test data, etc.:4853 Distribution format:tar.gz Programming language:Fortran 90 Computer:Pentium-IV, Macintosh Power PC G4 Operating system:Linux, Mac OS X RAM:600 Kbytes Word size:64 bits Classification:2.3 Nature of problem:The system considered is a thermal ensemble of rotors having a magnetic or electric moment aligned along one of the principal axes. The ensemble is placed in an external field which is turned on adiabatically. The problem is to find the distribution of moments in the presence of the external field. Solution method:There are three adiabatic invariants. The only nontrivial one is the action associated with the polar angle of the rotor axis with respect to external field. It is found by Newton's method. Running time:3 min on a 3 GHz Pentium IV processor.

A random wave model for the Aharonov-Bohm effect

NASA Astrophysics Data System (ADS)

Houston, Alexander J. H.; Gradhand, Martin; Dennis, Mark R.

2017-05-01

We study an ensemble of random waves subject to the Aharonov-Bohm effect. The introduction of a point with a magnetic flux of arbitrary strength into a random wave ensemble gives a family of wavefunctions whose distribution of vortices (complex zeros) is responsible for the topological phase associated with the Aharonov-Bohm effect. Analytical expressions are found for the vortex number and topological charge densities as functions of distance from the flux point. Comparison is made with the distribution of vortices in the isotropic random wave model. The results indicate that as the flux approaches half-integer values, a vortex with the same sign as the fractional part of the flux is attracted to the flux point, merging with it in the limit of half-integer flux. We construct a statistical model of the neighbourhood of the flux point to study how this vortex-flux merger occurs in more detail. Other features of the Aharonov-Bohm vortex distribution are also explored.

Synchronization of an ensemble of oscillators regulated by their spatial movement.

PubMed

Sarkar, Sumantra; Parmananda, P

2010-12-01

Synchronization for a collection of oscillators residing in a finite two dimensional plane is explored. The coupling between any two oscillators in this array is unidirectional, viz., master-slave configuration. Initially the oscillators are distributed randomly in space and their autonomous time-periods follow a Gaussian distribution. The duty cycles of these oscillators, which work under an on-off scenario, are normally distributed as well. It is realized that random hopping of oscillators is a necessary condition for observing global synchronization in this ensemble of oscillators. Global synchronization in the context of the present work is defined as the state in which all the oscillators are rendered identical. Furthermore, there exists an optimal amplitude of random hopping for which the attainment of this global synchronization is the fastest. The present work is deemed to be of relevance to the synchronization phenomena exhibited by pulse coupled oscillators such as a collection of fireflies. © 2010 American Institute of Physics.

SASSIE: A program to study intrinsically disordered biological molecules and macromolecular ensembles using experimental scattering restraints

NASA Astrophysics Data System (ADS)

Curtis, Joseph E.; Raghunandan, Sindhu; Nanda, Hirsh; Krueger, Susan

2012-02-01

A program to construct ensembles of biomolecular structures that are consistent with experimental scattering data are described. Specifically, we generate an ensemble of biomolecular structures by varying sets of backbone dihedral angles that are then filtered using experimentally determined restraints to rapidly determine structures that have scattering profiles that are consistent with scattering data. We discuss an application of these tools to predict a set of structures for the HIV-1 Gag protein, an intrinsically disordered protein, that are consistent with small-angle neutron scattering experimental data. We have assembled these algorithms into a program called SASSIE for structure generation, visualization, and analysis of intrinsically disordered proteins and other macromolecular ensembles using neutron and X-ray scattering restraints. Program summaryProgram title: SASSIE Catalogue identifier: AEKL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEKL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License v3 No. of lines in distributed program, including test data, etc.: 3 991 624 No. of bytes in distributed program, including test data, etc.: 826 Distribution format: tar.gz Programming language: Python, C/C++, Fortran Computer: PC/Mac Operating system: 32- and 64-bit Linux (Ubuntu 10.04, Centos 5.6) and Mac OS X (10.6.6) RAM: 1 GB Classification: 3 External routines: Python 2.6.5, numpy 1.4.0, swig 1.3.40, scipy 0.8.0, Gnuplot-py-1.8, Tcl 8.5, Tk 8.5, Mac installation requires aquaterm 1.0 (or X window system) and Xcode 3 development tools. Nature of problem: Open source software to generate structures of disordered biological molecules that subsequently allow for the comparison of computational and experimental results is limiting the use of scattering resources. Solution method: Starting with an all atom model of a protein, for example, users can input regions to vary dihedral angles, ensembles of structures can be generated. Additionally, simple two-body rigid-body rotations are supported with and without disordered regions. Generated structures can then be used to calculate small-angle scattering profiles which can then be filtered against experimentally determined data. Filtered structures can be visualized individually or as an ensemble using density plots. In the modular and expandable program framework the user can easily access our subroutines and structural coordinates can be easily obtained for study using other computational physics methods. Additional comments: The distribution file for this program is over 159 Mbytes and therefore is not delivered directly when download or Email is requested. Instead an html file giving details of how the program can be obtained is sent. Running time: Varies depending on application. Typically 10 minutes to 24 hours depending on the number of generated structures.

Volatility return intervals analysis of the Japanese market

NASA Astrophysics Data System (ADS)

Jung, W.-S.; Wang, F. Z.; Havlin, S.; Kaizoji, T.; Moon, H.-T.; Stanley, H. E.

2008-03-01

We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean <τ>. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.

Fidelity decay of the two-level bosonic embedded ensembles of random matrices

NASA Astrophysics Data System (ADS)

Benet, Luis; Hernández-Quiroz, Saúl; Seligman, Thomas H.

2010-12-01

We study the fidelity decay of the k-body embedded ensembles of random matrices for bosons distributed over two single-particle states. Fidelity is defined in terms of a reference Hamiltonian, which is a purely diagonal matrix consisting of a fixed one-body term and includes the diagonal of the perturbing k-body embedded ensemble matrix, and the perturbed Hamiltonian which includes the residual off-diagonal elements of the k-body interaction. This choice mimics the typical mean-field basis used in many calculations. We study separately the cases k = 2 and 3. We compute the ensemble-averaged fidelity decay as well as the fidelity of typical members with respect to an initial random state. Average fidelity displays a revival at the Heisenberg time, t = tH = 1, and a freeze in the fidelity decay, during which periodic revivals of period tH are observed. We obtain the relevant scaling properties with respect to the number of bosons and the strength of the perturbation. For certain members of the ensemble, we find that the period of the revivals during the freeze of fidelity occurs at fractional times of tH. These fractional periodic revivals are related to the dominance of specific k-body terms in the perturbation.

Nanosecond to submillisecond dynamics in dye-labeled single-stranded DNA, as revealed by ensemble measurements and photon statistics at single-molecule level.

PubMed

Kaji, Takahiro; Ito, Syoji; Iwai, Shigenori; Miyasaka, Hiroshi

2009-10-22

Single-molecule and ensemble time-resolved fluorescence measurements were applied for the investigation of the conformational dynamics of single-stranded DNA, ssDNA, connected with a fluorescein dye by a C6 linker, where the motions both of DNA and the C6 linker affect the geometry of the system. From the ensemble measurement of the fluorescence quenching via photoinduced electron transfer with a guanine base in the DNA sequence, three main conformations were found in aqueous solution: a conformation unaffected by the guanine base in the excited state lifetime of fluorescein, a conformation in which the fluorescence is dynamically quenched in the excited-state lifetime, and a conformation leading to rapid quenching via nonfluorescent complex. The analysis by using the parameters acquired from the ensemble measurements for interphoton time distribution histograms and FCS autocorrelations by the single-molecule measurement revealed that interconversion in these three conformations took place with two characteristic time constants of several hundreds of nanoseconds and tens of microseconds. The advantage of the combination use of the ensemble measurements with the single-molecule detections for rather complex dynamic motions is discussed by integrating the experimental results with those obtained by molecular dynamics simulation.

Entanglement with negative Wigner function of three thousand atoms heralded by one photon

NASA Astrophysics Data System (ADS)

McConnell, Robert; Zhang, Hao; Hu, Jiazhong; Ćuk, Senka; Vuletić, Vladan

2016-06-01

Quantum-mechanically correlated (entangled) states of many particles are of interest in quantum information, quantum computing and quantum metrology. Metrologically useful entangled states of large atomic ensembles have been experimentally realized [1, 2, 3, 4, 5, 6, 7, 8, 9, 10], but these states display Gaussian spin distribution functions with a non-negative Wigner function. Non-Gaussian entangled states have been produced in small ensembles of ions [11, 12], and very recently in large atomic ensembles [13, 14, 15]. Here, we generate entanglement in a large atomic ensemble via the interaction with a very weak laser pulse; remarkably, the detection of a single photon prepares several thousand atoms in an entangled state. We reconstruct a negative-valued Wigner function, an important hallmark of nonclassicality, and verify an entanglement depth (minimum number of mutually entangled atoms) of 2910 ± 190 out of 3100 atoms. Attaining such a negative Wigner function and the mutual entanglement of virtually all atoms is unprecedented for an ensemble containing more than a few particles. While the achieved purity of the state is slightly below the threshold for entanglement-induced metrological gain, further technical improvement should allow the generation of states that surpass this threshold, and of more complex Schrödinger cat states for quantum metrology and information processing.

Improving wave forecasting by integrating ensemble modelling and machine learning

NASA Astrophysics Data System (ADS)

O'Donncha, F.; Zhang, Y.; James, S. C.

2017-12-01

Modern smart-grid networks use technologies to instantly relay information on supply and demand to support effective decision making. Integration of renewable-energy resources with these systems demands accurate forecasting of energy production (and demand) capacities. For wave-energy converters, this requires wave-condition forecasting to enable estimates of energy production. Current operational wave forecasting systems exhibit substantial errors with wave-height RMSEs of 40 to 60 cm being typical, which limits the reliability of energy-generation predictions thereby impeding integration with the distribution grid. In this study, we integrate physics-based models with statistical learning aggregation techniques that combine forecasts from multiple, independent models into a single "best-estimate" prediction of the true state. The Simulating Waves Nearshore physics-based model is used to compute wind- and currents-augmented waves in the Monterey Bay area. Ensembles are developed based on multiple simulations perturbing input data (wave characteristics supplied at the model boundaries and winds) to the model. A learning-aggregation technique uses past observations and past model forecasts to calculate a weight for each model. The aggregated forecasts are compared to observation data to quantify the performance of the model ensemble and aggregation techniques. The appropriately weighted ensemble model outperforms an individual ensemble member with regard to forecasting wave conditions.

Significance of model credibility in estimating climate projection distributions for regional hydroclimatological risk assessments

USGS Publications Warehouse

Brekke, L.D.; Dettinger, M.D.; Maurer, E.P.; Anderson, M.

2008-01-01

Ensembles of historical climate simulations and climate projections from the World Climate Research Programme's (WCRP's) Coupled Model Intercomparison Project phase 3 (CMIP3) multi-model dataset were investigated to determine how model credibility affects apparent relative scenario likelihoods in regional risk assessments. Methods were developed and applied in a Northern California case study. An ensemble of 59 twentieth century climate simulations from 17 WCRP CMIP3 models was analyzed to evaluate relative model credibility associated with a 75-member projection ensemble from the same 17 models. Credibility was assessed based on how models realistically reproduced selected statistics of historical climate relevant to California climatology. Metrics of this credibility were used to derive relative model weights leading to weight-threshold culling of models contributing to the projection ensemble. Density functions were then estimated for two projected quantities (temperature and precipitation), with and without considering credibility-based ensemble reductions. An analysis for Northern California showed that, while some models seem more capable at recreating limited aspects twentieth century climate, the overall tendency is for comparable model performance when several credibility measures are combined. Use of these metrics to decide which models to include in density function development led to local adjustments to function shapes, but led to limited affect on breadth and central tendency, which were found to be more influenced by 'completeness' of the original ensemble in terms of models and emissions pathways. ?? 2007 Springer Science+Business Media B.V.

Ensembles of satellite aerosol retrievals based on three AATSR algorithms within aerosol_cci

NASA Astrophysics Data System (ADS)

Kosmale, Miriam; Popp, Thomas

2016-04-01

Ensemble techniques are widely used in the modelling community, combining different modelling results in order to reduce uncertainties. This approach could be also adapted to satellite measurements. Aerosol_cci is an ESA funded project, where most of the European aerosol retrieval groups work together. The different algorithms are homogenized as far as it makes sense, but remain essentially different. Datasets are compared with ground based measurements and between each other. Three AATSR algorithms (Swansea university aerosol retrieval, ADV aerosol retrieval by FMI and Oxford aerosol retrieval ORAC) provide within this project 17 year global aerosol records. Each of these algorithms provides also uncertainty information on pixel level. Within the presented work, an ensembles of the three AATSR algorithms is performed. The advantage over each single algorithm is the higher spatial coverage due to more measurement pixels per gridbox. A validation to ground based AERONET measurements shows still a good correlation of the ensemble, compared to the single algorithms. Annual mean maps show the global aerosol distribution, based on a combination of the three aerosol algorithms. In addition, pixel level uncertainties of each algorithm are used for weighting the contributions, in order to reduce the uncertainty of the ensemble. Results of different versions of the ensembles for aerosol optical depth will be presented and discussed. The results are validated against ground based AERONET measurements. A higher spatial coverage on daily basis allows better results in annual mean maps. The benefit of using pixel level uncertainties is analysed.

Changes in Appetitive Associative Strength Modulates Nucleus Accumbens, But Not Orbitofrontal Cortex Neuronal Ensemble Excitability.

PubMed

Ziminski, Joseph J; Hessler, Sabine; Margetts-Smith, Gabriella; Sieburg, Meike C; Crombag, Hans S; Koya, Eisuke

2017-03-22

Cues that predict the availability of food rewards influence motivational states and elicit food-seeking behaviors. If a cue no longer predicts food availability, then animals may adapt accordingly by inhibiting food-seeking responses. Sparsely activated sets of neurons, coined "neuronal ensembles," have been shown to encode the strength of reward-cue associations. Although alterations in intrinsic excitability have been shown to underlie many learning and memory processes, little is known about these properties specifically on cue-activated neuronal ensembles. We examined the activation patterns of cue-activated orbitofrontal cortex (OFC) and nucleus accumbens (NAc) shell ensembles using wild-type and Fos-GFP mice, which express green fluorescent protein (GFP) in activated neurons, after appetitive conditioning with sucrose and extinction learning. We also investigated the neuronal excitability of recently activated, GFP+ neurons in these brain areas using whole-cell electrophysiology in brain slices. Exposure to a sucrose cue elicited activation of neurons in both the NAc shell and OFC. In the NAc shell, but not the OFC, these activated GFP+ neurons were more excitable than surrounding GFP- neurons. After extinction, the number of neurons activated in both areas was reduced and activated ensembles in neither area exhibited altered excitability. These data suggest that learning-induced alterations in the intrinsic excitability of neuronal ensembles is regulated dynamically across different brain areas. Furthermore, we show that changes in associative strength modulate the excitability profile of activated ensembles in the NAc shell. SIGNIFICANCE STATEMENT Sparsely distributed sets of neurons called "neuronal ensembles" encode learned associations about food and cues predictive of its availability. Widespread changes in neuronal excitability have been observed in limbic brain areas after associative learning, but little is known about the excitability changes that occur specifically on neuronal ensembles that encode appetitive associations. Here, we reveal that sucrose cue exposure recruited a more excitable ensemble in the nucleus accumbens, but not orbitofrontal cortex, compared with their surrounding neurons. This excitability difference was not observed when the cue's salience was diminished after extinction learning. These novel data provide evidence that the intrinsic excitability of appetitive memory-encoding ensembles is regulated differentially across brain areas and adapts dynamically to changes in associative strength. Copyright © 2017 the authors 0270-6474/17/373160-11$15.00/0.

Self-narrowing of size distributions of nanostructures by nucleation antibunching

NASA Astrophysics Data System (ADS)

Glas, Frank; Dubrovskii, Vladimir G.

2017-08-01

We study theoretically the size distributions of ensembles of nanostructures fed from a nanosize mother phase or a nanocatalyst that contains a limited number of the growth species that form each nanostructure. In such systems, the nucleation probability decreases exponentially after each nucleation event, leading to the so-called nucleation antibunching. Specifically, this effect has been observed in individual nanowires grown in the vapor-liquid-solid mode and greatly affects their properties. By performing numerical simulations over large ensembles of nanostructures as well as developing two different analytical schemes (a discrete and a continuum approach), we show that nucleation antibunching completely suppresses fluctuation-induced broadening of the size distribution. As a result, the variance of the distribution saturates to a time-independent value instead of growing infinitely with time. The size distribution widths and shapes primarily depend on the two parameters describing the degree of antibunching and the nucleation delay required to initiate the growth. The resulting sub-Poissonian distributions are highly desirable for improving size homogeneity of nanowires. On a more general level, this unique self-narrowing effect is expected whenever the growth rate is regulated by a nanophase which is able to nucleate an island much faster than it is refilled from a surrounding macroscopic phase.

Using Ensemble Decisions and Active Selection to Improve Low-Cost Labeling for Multi-View Data

NASA Technical Reports Server (NTRS)

Rebbapragada, Umaa; Wagstaff, Kiri L.

2011-01-01

This paper seeks to improve low-cost labeling in terms of training set reliability (the fraction of correctly labeled training items) and test set performance for multi-view learning methods. Co-training is a popular multiview learning method that combines high-confidence example selection with low-cost (self) labeling. However, co-training with certain base learning algorithms significantly reduces training set reliability, causing an associated drop in prediction accuracy. We propose the use of ensemble labeling to improve reliability in such cases. We also discuss and show promising results on combining low-cost ensemble labeling with active (low-confidence) example selection. We unify these example selection and labeling strategies under collaborative learning, a family of techniques for multi-view learning that we are developing for distributed, sensor-network environments.

Generalized ensemble method applied to study systems with strong first order transitions

DOE PAGES

Malolepsza, E.; Kim, J.; Keyes, T.

2015-09-28

At strong first-order phase transitions, the entropy versus energy or, at constant pressure, enthalpy, exhibits convex behavior, and the statistical temperature curve correspondingly exhibits an S-loop or back-bending. In the canonical and isothermal-isobaric ensembles, with temperature as the control variable, the probability density functions become bimodal with peaks localized outside of the S-loop region. Inside, states are unstable, and as a result simulation of equilibrium phase coexistence becomes impossible. To overcome this problem, a method was proposed by Kim, Keyes and Straub, where optimally designed generalized ensemble sampling was combined with replica exchange, and denoted generalized replica exchange method (gREM).more » This new technique uses parametrized effective sampling weights that lead to a unimodal energy distribution, transforming unstable states into stable ones. In the present study, the gREM, originally developed as a Monte Carlo algorithm, was implemented to work with molecular dynamics in an isobaric ensemble and coded into LAMMPS, a highly optimized open source molecular simulation package. Lastly, the method is illustrated in a study of the very strong solid/liquid transition in water.« less

Geometric integrator for simulations in the canonical ensemble

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tapias, Diego, E-mail: diego.tapias@nucleares.unam.mx; Sanders, David P., E-mail: dpsanders@ciencias.unam.mx; Computer Science and Artificial Intelligence Laboratory, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139

2016-08-28

We introduce a geometric integrator for molecular dynamics simulations of physical systems in the canonical ensemble that preserves the invariant distribution in equations arising from the density dynamics algorithm, with any possible type of thermostat. Our integrator thus constitutes a unified framework that allows the study and comparison of different thermostats and of their influence on the equilibrium and non-equilibrium (thermo-)dynamic properties of a system. To show the validity and the generality of the integrator, we implement it with a second-order, time-reversible method and apply it to the simulation of a Lennard-Jones system with three different thermostats, obtaining good conservationmore » of the geometrical properties and recovering the expected thermodynamic results. Moreover, to show the advantage of our geometric integrator over a non-geometric one, we compare the results with those obtained by using the non-geometric Gear integrator, which is frequently used to perform simulations in the canonical ensemble. The non-geometric integrator induces a drift in the invariant quantity, while our integrator has no such drift, thus ensuring that the system is effectively sampling the correct ensemble.« less

Ensemble representations: effects of set size and item heterogeneity on average size perception.

PubMed

Marchant, Alexander P; Simons, Daniel J; de Fockert, Jan W

2013-02-01

Observers can accurately perceive and evaluate the statistical properties of a set of objects, forming what is now known as an ensemble representation. The accuracy and speed with which people can judge the mean size of a set of objects have led to the proposal that ensemble representations of average size can be computed in parallel when attention is distributed across the display. Consistent with this idea, judgments of mean size show little or no decrement in accuracy when the number of objects in the set increases. However, the lack of a set size effect might result from the regularity of the item sizes used in previous studies. Here, we replicate these previous findings, but show that judgments of mean set size become less accurate when set size increases and the heterogeneity of the item sizes increases. This pattern can be explained by assuming that average size judgments are computed using a limited capacity sampling strategy, and it does not necessitate an ensemble representation computed in parallel across all items in a display. Copyright © 2012 Elsevier B.V. All rights reserved.

Generalized ensemble method applied to study systems with strong first order transitions

NASA Astrophysics Data System (ADS)

Małolepsza, E.; Kim, J.; Keyes, T.

2015-09-01

At strong first-order phase transitions, the entropy versus energy or, at constant pressure, enthalpy, exhibits convex behavior, and the statistical temperature curve correspondingly exhibits an S-loop or back-bending. In the canonical and isothermal-isobaric ensembles, with temperature as the control variable, the probability density functions become bimodal with peaks localized outside of the S-loop region. Inside, states are unstable, and as a result simulation of equilibrium phase coexistence becomes impossible. To overcome this problem, a method was proposed by Kim, Keyes and Straub [1], where optimally designed generalized ensemble sampling was combined with replica exchange, and denoted generalized replica exchange method (gREM). This new technique uses parametrized effective sampling weights that lead to a unimodal energy distribution, transforming unstable states into stable ones. In the present study, the gREM, originally developed as a Monte Carlo algorithm, was implemented to work with molecular dynamics in an isobaric ensemble and coded into LAMMPS, a highly optimized open source molecular simulation package. The method is illustrated in a study of the very strong solid/liquid transition in water.

Visualizing Distributions from Multi-Return Lidar Data to Understand Forest Structure

NASA Technical Reports Server (NTRS)

Kao, David L.; Kramer, Marc; Luo, Alison; Dungan, Jennifer; Pang, Alex

2004-01-01

Spatially distributed probability density functions (pdfs) are becoming relevant to the Earth scientists and ecologists because of stochastic models and new sensors that provide numerous realizations or data points per unit area. One source of these data is from multi-return airborne lidar, a type of laser that records multiple returns for each pulse of light sent towards the ground. Data from multi-return lidar is a vital tool in helping us understand the structure of forest canopies over large extents. This paper presents several new visualization tools that allow scientists to rapidly explore, interpret and discover characteristic distributions within the entire spatial field. The major contribution from-this work is a paradigm shift which allows ecologists to think of and analyze their data in terms of the distribution. This provides a way to reveal information on the modality and shape of the distribution previously not possible. The tools allow the scientists to depart from traditional parametric statistical analyses and to associate multimodal distribution characteristics to forest structures. Examples are given using data from High Island, southeast Alaska.

Ensemble perception in autism spectrum disorder: Member-identification versus mean-discrimination.

PubMed

Van der Hallen, Ruth; Lemmens, Lisa; Steyaert, Jean; Noens, Ilse; Wagemans, Johan

2017-07-01

To efficiently represent the outside world our brain compresses sets of similar items into a summarized representation, a phenomenon known as ensemble perception. While most studies on ensemble perception investigate this perceptual mechanism in typically developing (TD) adults, more recently, researchers studying perceptual organization in individuals with autism spectrum disorder (ASD) have turned their attention toward ensemble perception. The current study is the first to investigate the use of ensemble perception for size in children with and without ASD (N = 42, 8-16 years). We administered a pair of tasks pioneered by Ariely [2001] evaluating both member-identification and mean-discrimination. In addition, we varied the distribution types of our sets to allow a more detailed evaluation of task performance. Results show that, overall, both groups performed similarly in the member-identification task, a test of "local perception," and similarly in the mean identification task, a test of "gist perception." However, in both tasks performance of the TD group was affected more strongly by the degree of stimulus variability in the set, than performance of the ASD group. These findings indicate that both TD children and children with ASD use ensemble statistics to represent a set of similar items, illustrating the fundamental nature of ensemble coding in visual perception. Differences in sensitivity to stimulus variability between both groups are discussed in relation to recent theories of information processing in ASD (e.g., increased sampling, decreased priors, increased precision). Autism Res 2017. © 2017 International Society for Autism Research, Wiley Periodicals, Inc. Autism Res 2017, 10: 1291-1299. © 2017 International Society for Autism Research, Wiley Periodicals, Inc. © 2017 International Society for Autism Research, Wiley Periodicals, Inc.

Equilibrium statistical mechanics of self-consistent wave-particle system

NASA Astrophysics Data System (ADS)

Elskens, Yves

2005-10-01

The equilibrium distribution of N particles and M waves (e.g. Langmuir) is analysed in the weak-coupling limit for the self-consistent hamiltonian model H = ∑rpr^2 /(2m) + ∑jφjIj+ ɛ∑r,j(βj/ kj) (kjxr- θj) [1]. In the canonical ensemble, with temperature T and reservoir velocity v < jφj/kj, the wave intensities are almost independent and exponentially distributed, with expectation = kBT / (φj- kjv). These equilibrium predictions are in agreement with Monte Carlo samplings [2] and with direct simulations of the dynamics, indicating equivalence between canonical and microcanonical ensembles. [1] Y. Elskens and D.F. Escande, Microscopic dynamics of plasmas and chaos (IoP publishing, Bristol, 2003). [2] M-C. Firpo and F. Leyvraz, 30th EPS conf. contr. fusion and plasma phys., P-2.8 (2003).

Higher moments of multiplicity fluctuations in a hadron-resonance gas with exact conservation laws

NASA Astrophysics Data System (ADS)

Fu, Jing-Hua

2017-09-01

Higher moments of multiplicity fluctuations of hadrons produced in central nucleus-nucleus collisions are studied within the hadron-resonance gas model in the canonical ensemble. Exact conservation of three charges, baryon number, electric charge, and strangeness is enforced in the large volume limit. Moments up to the fourth order of various particles are calculated at CERN Super Proton Synchrotron, BNL Relativistic Heavy Ion Collider (RHIC), and CERN Large Hadron Collider energies. The asymptotic fluctuations within a simplified model with only one conserved charge in the canonical ensemble are discussed where simple analytical expressions for moments of multiplicity distributions can be obtained. Moments products of net-proton, net-kaon, and net-charge distributions in Au + Au collisions at RHIC energies are calculated. The pseudorapidity coverage dependence of net-charge fluctuation is discussed.

Polynomial Chaos Based Acoustic Uncertainty Predictions from Ocean Forecast Ensembles

NASA Astrophysics Data System (ADS)

Dennis, S.

2016-02-01

Most significant ocean acoustic propagation occurs at tens of kilometers, at scales small compared basin and to most fine scale ocean modeling. To address the increased emphasis on uncertainty quantification, for example transmission loss (TL) probability density functions (PDF) within some radius, a polynomial chaos (PC) based method is utilized. In order to capture uncertainty in ocean modeling, Navy Coastal Ocean Model (NCOM) now includes ensembles distributed to reflect the ocean analysis statistics. Since the ensembles are included in the data assimilation for the new forecast ensembles, the acoustic modeling uses the ensemble predictions in a similar fashion for creating sound speed distribution over an acoustically relevant domain. Within an acoustic domain, singular value decomposition over the combined time-space structure of the sound speeds can be used to create Karhunen-Loève expansions of sound speed, subject to multivariate normality testing. These sound speed expansions serve as a basis for Hermite polynomial chaos expansions of derived quantities, in particular TL. The PC expansion coefficients result from so-called non-intrusive methods, involving evaluation of TL at multi-dimensional Gauss-Hermite quadrature collocation points. Traditional TL calculation from standard acoustic propagation modeling could be prohibitively time consuming at all multi-dimensional collocation points. This method employs Smolyak order and gridding methods to allow adaptive sub-sampling of the collocation points to determine only the most significant PC expansion coefficients to within a preset tolerance. Practically, the Smolyak order and grid sizes grow only polynomially in the number of Karhunen-Loève terms, alleviating the curse of dimensionality. The resulting TL PC coefficients allow the determination of TL PDF normality and its mean and standard deviation. In the non-normal case, PC Monte Carlo methods are used to rapidly establish the PDF. This work was sponsored by the Office of Naval Research

Multi-model ensemble simulations of olive pollen distribution in Europe in 2014: current status and outlook

NASA Astrophysics Data System (ADS)

Sofiev, Mikhail; Ritenberga, Olga; Albertini, Roberto; Arteta, Joaquim; Belmonte, Jordina; Geller Bernstein, Carmi; Bonini, Maira; Celenk, Sevcan; Damialis, Athanasios; Douros, John; Elbern, Hendrik; Friese, Elmar; Galan, Carmen; Oliver, Gilles; Hrga, Ivana; Kouznetsov, Rostislav; Krajsek, Kai; Magyar, Donat; Parmentier, Jonathan; Plu, Matthieu; Prank, Marje; Robertson, Lennart; Steensen, Birthe Marie; Thibaudon, Michel; Segers, Arjo; Stepanovich, Barbara; Valdebenito, Alvaro M.; Vira, Julius; Vokou, Despoina

2017-10-01

The paper presents the first modelling experiment of the European-scale olive pollen dispersion, analyses the quality of the predictions, and outlines the research needs. A 6-model strong ensemble of Copernicus Atmospheric Monitoring Service (CAMS) was run throughout the olive season of 2014, computing the olive pollen distribution. The simulations have been compared with observations in eight countries, which are members of the European Aeroallergen Network (EAN). Analysis was performed for individual models, the ensemble mean and median, and for a dynamically optimised combination of the ensemble members obtained via fusion of the model predictions with observations. The models, generally reproducing the olive season of 2014, showed noticeable deviations from both observations and each other. In particular, the season was reported to start too early by 8 days, but for some models the error mounted to almost 2 weeks. For the end of the season, the disagreement between the models and the observations varied from a nearly perfect match up to 2 weeks too late. A series of sensitivity studies carried out to understand the origin of the disagreements revealed the crucial role of ambient temperature and consistency of its representation by the meteorological models and heat-sum-based phenological model. In particular, a simple correction to the heat-sum threshold eliminated the shift of the start of the season but its validity in other years remains to be checked. The short-term features of the concentration time series were reproduced better, suggesting that the precipitation events and cold/warm spells, as well as the large-scale transport, were represented rather well. Ensemble averaging led to more robust results. The best skill scores were obtained with data fusion, which used the previous days' observations to identify the optimal weighting coefficients of the individual model forecasts. Such combinations were tested for the forecasting period up to 4 days and shown to remain nearly optimal throughout the whole period.

Streamflow hindcasting in European river basins via multi-parametric ensemble of the mesoscale hydrologic model (mHM)

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; Rakovec, Oldrich; Kumar, Rohini; Samaniego, Luis

2016-04-01

There have been tremendous improvements in distributed hydrologic modeling (DHM) which made a process-based simulation with a high spatiotemporal resolution applicable on a large spatial scale. Despite of increasing information on heterogeneous property of a catchment, DHM is still subject to uncertainties inherently coming from model structure, parameters and input forcing. Sequential data assimilation (DA) may facilitate improved streamflow prediction via DHM using real-time observations to correct internal model states. In conventional DA methods such as state updating, parametric uncertainty is, however, often ignored mainly due to practical limitations of methodology to specify modeling uncertainty with limited ensemble members. If parametric uncertainty related with routing and runoff components is not incorporated properly, predictive uncertainty by DHM may be insufficient to capture dynamics of observations, which may deteriorate predictability. Recently, a multi-scale parameter regionalization (MPR) method was proposed to make hydrologic predictions at different scales using a same set of model parameters without losing much of the model performance. The MPR method incorporated within the mesoscale hydrologic model (mHM, http://www.ufz.de/mhm) could effectively represent and control uncertainty of high-dimensional parameters in a distributed model using global parameters. In this study, we present a global multi-parametric ensemble approach to incorporate parametric uncertainty of DHM in DA to improve streamflow predictions. To effectively represent and control uncertainty of high-dimensional parameters with limited number of ensemble, MPR method is incorporated with DA. Lagged particle filtering is utilized to consider the response times and non-Gaussian characteristics of internal hydrologic processes. The hindcasting experiments are implemented to evaluate impacts of the proposed DA method on streamflow predictions in multiple European river basins having different climate and catchment characteristics. Because augmentation of parameters is not required within an assimilation window, the approach could be stable with limited ensemble members and viable for practical uses.

Simulation of an ensemble of future climate time series with an hourly weather generator

NASA Astrophysics Data System (ADS)

Caporali, E.; Fatichi, S.; Ivanov, V. Y.; Kim, J.

2010-12-01

There is evidence that climate change is occurring in many regions of the world. The necessity of climate change predictions at the local scale and fine temporal resolution is thus warranted for hydrological, ecological, geomorphological, and agricultural applications that can provide thematic insights into the corresponding impacts. Numerous downscaling techniques have been proposed to bridge the gap between the spatial scales adopted in General Circulation Models (GCM) and regional analyses. Nevertheless, the time and spatial resolutions obtained as well as the type of meteorological variables may not be sufficient for detailed studies of climate change effects at the local scales. In this context, this study presents a stochastic downscaling technique that makes use of an hourly weather generator to simulate time series of predicted future climate. Using a Bayesian approach, the downscaling procedure derives distributions of factors of change for several climate statistics from a multi-model ensemble of GCMs. Factors of change are sampled from their distributions using a Monte Carlo technique to entirely account for the probabilistic information obtained with the Bayesian multi-model ensemble. Factors of change are subsequently applied to the statistics derived from observations to re-evaluate the parameters of the weather generator. The weather generator can reproduce a wide set of climate variables and statistics over a range of temporal scales, from extremes, to the low-frequency inter-annual variability. The final result of such a procedure is the generation of an ensemble of hourly time series of meteorological variables that can be considered as representative of future climate, as inferred from GCMs. The generated ensemble of scenarios also accounts for the uncertainty derived from multiple GCMs used in downscaling. Applications of the procedure in reproducing present and future climates are presented for different locations world-wide: Tucson (AZ), Detroit (MI), and Firenze (Italy). The stochastic downscaling is carried out with eight GCMs from the CMIP3 multi-model dataset (IPCC 4AR, A1B scenario).

Trading leads to scale-free self-organization

NASA Astrophysics Data System (ADS)

Ebert, M.; Paul, W.

2012-12-01

Financial markets display scale-free behavior in many different aspects. The power-law behavior of part of the distribution of individual wealth has been recognized by Pareto as early as the nineteenth century. Heavy-tailed and scale-free behavior of the distribution of returns of different financial assets have been confirmed in a series of works. The existence of a Pareto-like distribution of the wealth of market participants has been connected with the scale-free distribution of trading volumes and price-returns. The origin of the Pareto-like wealth distribution, however, remained obscure. Here we show that in a market where the imbalance of supply and demand determines the direction of prize changes, it is the process of trading itself that spontaneously leads to a self-organization of the market with a Pareto-like wealth distribution for the market participants and at the same time to a scale-free behavior of return fluctuations and trading volume distributions.

Relative effects of statistical preprocessing and postprocessing on a regional hydrological ensemble prediction system

NASA Astrophysics Data System (ADS)

Sharma, Sanjib; Siddique, Ridwan; Reed, Seann; Ahnert, Peter; Mendoza, Pablo; Mejia, Alfonso

2018-03-01

The relative roles of statistical weather preprocessing and streamflow postprocessing in hydrological ensemble forecasting at short- to medium-range forecast lead times (day 1-7) are investigated. For this purpose, a regional hydrologic ensemble prediction system (RHEPS) is developed and implemented. The RHEPS is comprised of the following components: (i) hydrometeorological observations (multisensor precipitation estimates, gridded surface temperature, and gauged streamflow); (ii) weather ensemble forecasts (precipitation and near-surface temperature) from the National Centers for Environmental Prediction 11-member Global Ensemble Forecast System Reforecast version 2 (GEFSRv2); (iii) NOAA's Hydrology Laboratory-Research Distributed Hydrologic Model (HL-RDHM); (iv) heteroscedastic censored logistic regression (HCLR) as the statistical preprocessor; (v) two statistical postprocessors, an autoregressive model with a single exogenous variable (ARX(1,1)) and quantile regression (QR); and (vi) a comprehensive verification strategy. To implement the RHEPS, 1 to 7 days weather forecasts from the GEFSRv2 are used to force HL-RDHM and generate raw ensemble streamflow forecasts. Forecasting experiments are conducted in four nested basins in the US Middle Atlantic region, ranging in size from 381 to 12 362 km2. Results show that the HCLR preprocessed ensemble precipitation forecasts have greater skill than the raw forecasts. These improvements are more noticeable in the warm season at the longer lead times (> 3 days). Both postprocessors, ARX(1,1) and QR, show gains in skill relative to the raw ensemble streamflow forecasts, particularly in the cool season, but QR outperforms ARX(1,1). The scenarios that implement preprocessing and postprocessing separately tend to perform similarly, although the postprocessing-alone scenario is often more effective. The scenario involving both preprocessing and postprocessing consistently outperforms the other scenarios. In some cases, however, the differences between this scenario and the scenario with postprocessing alone are not as significant. We conclude that implementing both preprocessing and postprocessing ensures the most skill improvements, but postprocessing alone can often be a competitive alternative.

Reduction and return of infectious trachoma in severely affected communities in Ethiopia.

PubMed

Lakew, Takele; House, Jenafir; Hong, Kevin C; Yi, Elizabeth; Alemayehu, Wondu; Melese, Muluken; Zhou, Zhaoxia; Ray, Kathryn; Chin, Stephanie; Romero, Emmanuel; Keenan, Jeremy; Whitcher, John P; Gaynor, Bruce D; Lietman, Thomas M

2009-01-01

Antibiotics are a major tool in the WHO's trachoma control program. Even a single mass distribution reduces the prevalence of the ocular chlamydia that causes trachoma. Unfortunately, infection returns after a single treatment, at least in severely affected areas. Here, we test whether additional scheduled treatments further reduce infection, and whether infection returns after distributions are discontinued. Sixteen communities in Ethiopia were randomly selected. Ocular chlamydial infection in 1- to 5-year-old children was monitored over four biannual azithromycin distributions and for 24 months after the last treatment. The average prevalence of infection in 1- to 5-year-old children was reduced from 63.5% pre-treatment to 11.5% six months after the first distribution (P<0.0001). It further decreased to 2.6% six months after the fourth and final treatment (P = 0.0004). In the next 18 months, infection returned to 25.2%, a significant increase from six months after the last treatment (P = 0.008), but still far lower than baseline (P<0.0001). Although the prevalence of infection in any particular village fluctuated, the mean prevalence of the 16 villages steadily decreased with each treatment and steadily returned after treatments were discontinued. In some of the most severely affected communities ever studied, we demonstrate that repeated mass oral azithromycin distributions progressively reduce ocular chlamydial infection in a community, as long as these distributions are given frequently enough and at a high enough coverage. However, infection returns into the communities after the last treatment. Sustainable changes or complete local elimination of infection will be necessary. ClinicalTrials.gov NCT00221364.

A New Look into the Effect of Large Drops on Radiative Transfer Process

NASA Technical Reports Server (NTRS)

Marshak, Alexander

2003-01-01

Recent studies indicate that a cloudy atmosphere absorbs more solar radiation than any current 1D or 3D radiation model can predict. The excess absorption is not large, perhaps 10-15 W/sq m or less, but any such systematic bias is of concern since radiative transfer models are assumed to be sufficiently accurate for remote sensing applications and climate modeling. The most natural explanation would be that models do not capture real 3D cloud structure and, as a consequence, their photon path lengths are too short. However, extensive calculations, using increasingly realistic 3D cloud structures, failed to produce photon paths long enough to explain the excess absorption. Other possible explanations have also been unsuccessful so, at this point, conventional models seem to offer no solution to this puzzle. The weakest link in conventional models is the way a size distribution of cloud particles is mathematically handled. Basically, real particles are replaced with a single average particle. This "ensemble assumption" assumes that all particle sizes are well represented in any given elementary volume. But the concentration of larger particles can be so low that this assumption is significantly violated. We show how a different mathematical route, using the concept of a cumulative distribution, avoids the ensemble assumption. The cumulative distribution has jumps, or steps, corresponding to the rarer sizes. These jumps result in an additional term, a kind of Green's function, in the solution of the radiative transfer equation. Solving the cloud radiative transfer equation with the measured particle distributions, described in a cumulative rather than an ensemble fashion, may lead to increased cloud absorption of the magnitude observed.

Note on a modified return period scale for upper-truncated unbounded flood distributions

NASA Astrophysics Data System (ADS)

Bardsley, Earl

2017-01-01

Probability distributions unbounded to the right often give good fits to annual discharge maxima. However, all hydrological processes are in reality constrained by physical upper limits, though not necessarily well defined. A result of this contradiction is that for sufficiently small exceedance probabilities the unbounded distributions anticipate flood magnitudes which are impossibly large. This raises the question of whether displayed return period scales should, as is current practice, have some given number of years, such as 500 years, as the terminating rightmost tick-point. This carries the implication that the scale might be extended indefinitely to the right with a corresponding indefinite increase in flood magnitude. An alternative, suggested here, is to introduce a sufficiently high upper truncation point to the flood distribution and modify the return period scale accordingly. The rightmost tick-mark then becomes infinity, corresponding to the upper truncation point discharge. The truncation point is likely to be set as being above any physical upper bound and the return period scale will change only slightly over all practical return periods of operational interest. The rightmost infinity tick point is therefore proposed, not as an operational measure, but rather to signal in flood plots that the return period scale does not extend indefinitely to the right.

Uncertain Educational Returns in a Developing Economy

ERIC Educational Resources Information Center

Mohapatra, Sandeep; Luckert, Martin K.

2012-01-01

This paper estimates the distribution of educational returns by gender for India. While previous studies focus on mean returns, the variance of educational returns has important implications for policy-making and micro-level decision making with respect to education. If the variance of educational returns is large, it can leave large sections of…

Fluctuation Dynamics of Exchange Rates on Indian Financial Market

NASA Astrophysics Data System (ADS)

Sarkar, A.; Barat, P.

Here we investigate the scaling behavior and the complexity of the average daily exchange rate returns of the Indian Rupee against four foreign currencies namely US Dollar, Euro, Great Britain Pound and Japanese Yen. Our analysis revealed that the average daily exchange rate return of the Indian Rupee against the US Dollar exhibits a persistent scaling behavior and follow Levy stable distribution. On the contrary the average daily exchange rate returns of the other three foreign currencies show randomness and follow Gaussian distribution. Moreover, it is seen that the complexity of the average daily exchange rate return of the Indian Rupee against US Dollar is less than the other three exchange rate returns.

Preservation of physical properties with Ensemble-type Kalman Filter Algorithms

NASA Astrophysics Data System (ADS)

Janjic, T.

2017-12-01

We show the behavior of the localized Ensemble Kalman filter (EnKF) with respect to preservation of positivity, conservation of mass, energy and enstrophy in toy models that conserve these properties. In order to preserve physical properties in the analysis as well as to deal with the non-Gaussianity in an EnKF framework, Janjic et al. 2014 proposed the use of physically based constraints in the analysis step to constrain the solution. In particular, constraints were used to ensure that the ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. In the study, mass and positivity were both preserved by formulating the filter update as a set of quadratic programming problems that incorporate nonnegativity constraints. Simple numerical experiments indicated that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that were more physically plausible both for individual ensemble members and for the ensemble mean. Moreover, in experiments designed to mimic the most important characteristics of convective motion, it is shown that the mass conservation- and positivity-constrained rain significantly suppresses noise seen in localized EnKF results. This is highly desirable in order to avoid spurious storms from appearing in the forecast starting from this initial condition (Lange and Craig 2014). In addition, the root mean square error is reduced for all fields and total mass of the rain is correctly simulated. Similarly, the enstrophy, divergence, as well as energy spectra can as well be strongly affected by localization radius, thinning interval, and inflation and depend on the variable that is observed (Zeng and Janjic, 2016). We constructed the ensemble data assimilation algorithm that conserves mass, total energy and enstrophy (Zeng et al., 2017). With 2D shallow water model experiments, it is found that the conservation of enstrophy within the data assimilation effectively avoids the spurious energy cascade of rotational part and thereby successfully suppresses the noise generated by the data assimilation algorithm. The 14-day deterministic and ensemble free forecast, starting from the initial condition enforced by both total energy and enstrophy constraints, produces the best prediction.

Evaluating statistical consistency in the ocean model component of the Community Earth System Model (pyCECT v2.0)

NASA Astrophysics Data System (ADS)

Baker, Allison H.; Hu, Yong; Hammerling, Dorit M.; Tseng, Yu-heng; Xu, Haiying; Huang, Xiaomeng; Bryan, Frank O.; Yang, Guangwen

2016-07-01

The Parallel Ocean Program (POP), the ocean model component of the Community Earth System Model (CESM), is widely used in climate research. Most current work in CESM-POP focuses on improving the model's efficiency or accuracy, such as improving numerical methods, advancing parameterization, porting to new architectures, or increasing parallelism. Since ocean dynamics are chaotic in nature, achieving bit-for-bit (BFB) identical results in ocean solutions cannot be guaranteed for even tiny code modifications, and determining whether modifications are admissible (i.e., statistically consistent with the original results) is non-trivial. In recent work, an ensemble-based statistical approach was shown to work well for software verification (i.e., quality assurance) on atmospheric model data. The general idea of the ensemble-based statistical consistency testing is to use a qualitative measurement of the variability of the ensemble of simulations as a metric with which to compare future simulations and make a determination of statistical distinguishability. The capability to determine consistency without BFB results boosts model confidence and provides the flexibility needed, for example, for more aggressive code optimizations and the use of heterogeneous execution environments. Since ocean and atmosphere models have differing characteristics in term of dynamics, spatial variability, and timescales, we present a new statistical method to evaluate ocean model simulation data that requires the evaluation of ensemble means and deviations in a spatial manner. In particular, the statistical distribution from an ensemble of CESM-POP simulations is used to determine the standard score of any new model solution at each grid point. Then the percentage of points that have scores greater than a specified threshold indicates whether the new model simulation is statistically distinguishable from the ensemble simulations. Both ensemble size and composition are important. Our experiments indicate that the new POP ensemble consistency test (POP-ECT) tool is capable of distinguishing cases that should be statistically consistent with the ensemble and those that should not, as well as providing a simple, subjective and systematic way to detect errors in CESM-POP due to the hardware or software stack, positively contributing to quality assurance for the CESM-POP code.

Creating "Intelligent" Climate Model Ensemble Averages Using a Process-Based Framework

NASA Astrophysics Data System (ADS)

Baker, N. C.; Taylor, P. C.

2014-12-01

The CMIP5 archive contains future climate projections from over 50 models provided by dozens of modeling centers from around the world. Individual model projections, however, are subject to biases created by structural model uncertainties. As a result, ensemble averaging of multiple models is often used to add value to model projections: consensus projections have been shown to consistently outperform individual models. Previous reports for the IPCC establish climate change projections based on an equal-weighted average of all model projections. However, certain models reproduce climate processes better than other models. Should models be weighted based on performance? Unequal ensemble averages have previously been constructed using a variety of mean state metrics. What metrics are most relevant for constraining future climate projections? This project develops a framework for systematically testing metrics in models to identify optimal metrics for unequal weighting multi-model ensembles. A unique aspect of this project is the construction and testing of climate process-based model evaluation metrics. A climate process-based metric is defined as a metric based on the relationship between two physically related climate variables—e.g., outgoing longwave radiation and surface temperature. Metrics are constructed using high-quality Earth radiation budget data from NASA's Clouds and Earth's Radiant Energy System (CERES) instrument and surface temperature data sets. It is found that regional values of tested quantities can vary significantly when comparing weighted and unweighted model ensembles. For example, one tested metric weights the ensemble by how well models reproduce the time-series probability distribution of the cloud forcing component of reflected shortwave radiation. The weighted ensemble for this metric indicates lower simulated precipitation (up to .7 mm/day) in tropical regions than the unweighted ensemble: since CMIP5 models have been shown to overproduce precipitation, this result could indicate that the metric is effective in identifying models which simulate more realistic precipitation. Ultimately, the goal of the framework is to identify performance metrics for advising better methods for ensemble averaging models and create better climate predictions.

On the probability distribution of stock returns in the Mike-Farmer model

NASA Astrophysics Data System (ADS)

Gu, G.-F.; Zhou, W.-X.

2009-02-01

Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement and cancelation in a purely order-driven market, which can successfully reproduce the whole distribution of returns, not only the well-known power-law tails, together with several other important stylized facts. There are three key ingredients in the Mike-Farmer (MF) model: the long memory of order signs characterized by the Hurst index Hs, the distribution of relative order prices x in reference to the same best price described by a Student distribution (or Tsallis’ q-Gaussian), and the dynamics of order cancelation. They showed that different values of the Hurst index Hs and the freedom degree αx of the Student distribution can always produce power-law tails in the return distribution fr(r) with different tail exponent αr. In this paper, we study the origin of the power-law tails of the return distribution fr(r) in the MF model, based on extensive simulations with different combinations of the left part L(x) for x < 0 and the right part R(x) for x > 0 of fx(x). We find that power-law tails appear only when L(x) has a power-law tail, no matter R(x) has a power-law tail or not. In addition, we find that the distributions of returns in the MF model at different timescales can be well modeled by the Student distributions, whose tail exponents are close to the well-known cubic law and increase with the timescale.

Identifying climate analogues for precipitation extremes for Denmark based on RCM simulations from the ENSEMBLES database.

PubMed

Arnbjerg-Nielsen, K; Funder, S G; Madsen, H

2015-01-01

Climate analogues, also denoted Space-For-Time, may be used to identify regions where the present climatic conditions resemble conditions of a past or future state of another location or region based on robust climate variable statistics in combination with projections of how these statistics change over time. The study focuses on assessing climate analogues for Denmark based on current climate data set (E-OBS) observations as well as the ENSEMBLES database of future climates with the aim of projecting future precipitation extremes. The local present precipitation extremes are assessed by means of intensity-duration-frequency curves for urban drainage design for the relevant locations being France, the Netherlands, Belgium, Germany, the United Kingdom, and Denmark. Based on this approach projected increases of extreme precipitation by 2100 of 9 and 21% are expected for 2 and 10 year return periods, respectively. The results should be interpreted with caution as the best region to represent future conditions for Denmark is the coastal areas of Northern France, for which only little information is available with respect to present precipitation extremes.

Ergodicity of a singly-thermostated harmonic oscillator

NASA Astrophysics Data System (ADS)

Hoover, William Graham; Sprott, Julien Clinton; Hoover, Carol Griswold

2016-03-01

Although Nosé's thermostated mechanics is formally consistent with Gibbs' canonical ensemble, the thermostated Nosé-Hoover (harmonic) oscillator, with its mean kinetic temperature controlled, is far from ergodic. Much of its phase space is occupied by regular conservative tori. Oscillator ergodicity has previously been achieved by controlling two oscillator moments with two thermostat variables. Here we use computerized searches in conjunction with visualization to find singly-thermostated motion equations for the oscillator which are consistent with Gibbs' canonical distribution. Such models are the simplest able to bridge the gap between Gibbs' statistical ensembles and Newtonian single-particle dynamics.

Transient Calibration of a Variably-Saturated Groundwater Flow Model By Iterative Ensemble Smoothering: Synthetic Case and Application to the Flow Induced During Shaft Excavation and Operation of the Bure Underground Research Laboratory

NASA Astrophysics Data System (ADS)

Lam, D. T.; Kerrou, J.; Benabderrahmane, H.; Perrochet, P.

2017-12-01

The calibration of groundwater flow models in transient state can be motivated by the expected improved characterization of the aquifer hydraulic properties, especially when supported by a rich transient dataset. In the prospect of setting up a calibration strategy for a variably-saturated transient groundwater flow model of the area around the ANDRA's Bure Underground Research Laboratory, we wish to take advantage of the long hydraulic head and flowrate time series collected near and at the access shafts in order to help inform the model hydraulic parameters. A promising inverse approach for such high-dimensional nonlinear model, and which applicability has been illustrated more extensively in other scientific fields, could be an iterative ensemble smoother algorithm initially developed for a reservoir engineering problem. Furthermore, the ensemble-based stochastic framework will allow to address to some extent the uncertainty of the calibration for a subsequent analysis of a flow process dependent prediction. By assimilating the available data in one single step, this method iteratively updates each member of an initial ensemble of stochastic realizations of parameters until the minimization of an objective function. However, as it is well known for ensemble-based Kalman methods, this correction computed from approximations of covariance matrices is most efficient when the ensemble realizations are multi-Gaussian. As shown by the comparison of the updated ensemble mean obtained for our simplified synthetic model of 2D vertical flow by using either multi-Gaussian or multipoint simulations of parameters, the ensemble smoother fails to preserve the initial connectivity of the facies and the parameter bimodal distribution. Given the geological structures depicted by the multi-layered geological model built for the real case, our goal is to find how to still best leverage the performance of the ensemble smoother while using an initial ensemble of conditional multi-Gaussian simulations or multipoint simulations as conceptually consistent as possible. Performance of the algorithm including additional steps to help mitigate the effects of non-Gaussian patterns, such as Gaussian anamorphosis, or resampling of facies from the training image using updated local probability constraints will be assessed.

Bidirectional Modulation of Intrinsic Excitability in Rat Prelimbic Cortex Neuronal Ensembles and Non-Ensembles after Operant Learning.

PubMed

Whitaker, Leslie R; Warren, Brandon L; Venniro, Marco; Harte, Tyler C; McPherson, Kylie B; Beidel, Jennifer; Bossert, Jennifer M; Shaham, Yavin; Bonci, Antonello; Hope, Bruce T

2017-09-06

Learned associations between environmental stimuli and rewards drive goal-directed learning and motivated behavior. These memories are thought to be encoded by alterations within specific patterns of sparsely distributed neurons called neuronal ensembles that are activated selectively by reward-predictive stimuli. Here, we use the Fos promoter to identify strongly activated neuronal ensembles in rat prelimbic cortex (PLC) and assess altered intrinsic excitability after 10 d of operant food self-administration training (1 h/d). First, we used the Daun02 inactivation procedure in male FosLacZ-transgenic rats to ablate selectively Fos-expressing PLC neurons that were active during operant food self-administration. Selective ablation of these neurons decreased food seeking. We then used male FosGFP-transgenic rats to assess selective alterations of intrinsic excitability in Fos-expressing neuronal ensembles (FosGFP + ) that were activated during food self-administration and compared these with alterations in less activated non-ensemble neurons (FosGFP - ). Using whole-cell recordings of layer V pyramidal neurons in an ex vivo brain slice preparation, we found that operant self-administration increased excitability of FosGFP + neurons and decreased excitability of FosGFP - neurons. Increased excitability of FosGFP + neurons was driven by increased steady-state input resistance. Decreased excitability of FosGFP - neurons was driven by increased contribution of small-conductance calcium-activated potassium (SK) channels. Injections of the specific SK channel antagonist apamin into PLC increased Fos expression but had no effect on food seeking. Overall, operant learning increased intrinsic excitability of PLC Fos-expressing neuronal ensembles that play a role in food seeking but decreased intrinsic excitability of Fos - non-ensembles. SIGNIFICANCE STATEMENT Prefrontal cortex activity plays a critical role in operant learning, but the underlying cellular mechanisms are unknown. Using the chemogenetic Daun02 inactivation procedure, we found that a small number of strongly activated Fos-expressing neuronal ensembles in rat PLC play an important role in learned operant food seeking. Using GFP expression to identify Fos-expressing layer V pyramidal neurons in prelimbic cortex (PLC) of FosGFP-transgenic rats, we found that operant food self-administration led to increased intrinsic excitability in the behaviorally relevant Fos-expressing neuronal ensembles, but decreased intrinsic excitability in Fos - neurons using distinct cellular mechanisms. Copyright © 2017 the authors 0270-6474/17/378845-12$15.00/0.

Perturbed-input-data ensemble modeling of magnetospheric dynamics

NASA Astrophysics Data System (ADS)

Morley, S.; Steinberg, J. T.; Haiducek, J. D.; Welling, D. T.; Hassan, E.; Weaver, B. P.

2017-12-01

Many models of Earth's magnetospheric dynamics - including global magnetohydrodynamic models, reduced complexity models of substorms and empirical models - are driven by solar wind parameters. To provide consistent coverage of the upstream solar wind these measurements are generally taken near the first Lagrangian point (L1) and algorithmically propagated to the nose of Earth's bow shock. However, the plasma and magnetic field measured near L1 is a point measurement of an inhomogeneous medium, so the individual measurement may not be sufficiently representative of the broader region near L1. The measured plasma may not actually interact with the Earth, and the solar wind structure may evolve between L1 and the bow shock. To quantify uncertainties in simulations, as well as to provide probabilistic forecasts, it is desirable to use perturbed input ensembles of magnetospheric and space weather forecasting models. By using concurrent measurements of the solar wind near L1 and near the Earth, we construct a statistical model of the distributions of solar wind parameters conditioned on their upstream value. So that we can draw random variates from our model we specify the conditional probability distributions using Kernel Density Estimation. We demonstrate the utility of this approach using ensemble runs of selected models that can be used for space weather prediction.

Preserving the Boltzmann ensemble in replica-exchange molecular dynamics.

PubMed

Cooke, Ben; Schmidler, Scott C

2008-10-28

We consider the convergence behavior of replica-exchange molecular dynamics (REMD) [Sugita and Okamoto, Chem. Phys. Lett. 314, 141 (1999)] based on properties of the numerical integrators in the underlying isothermal molecular dynamics (MD) simulations. We show that a variety of deterministic algorithms favored by molecular dynamics practitioners for constant-temperature simulation of biomolecules fail either to be measure invariant or irreducible, and are therefore not ergodic. We then show that REMD using these algorithms also fails to be ergodic. As a result, the entire configuration space may not be explored even in an infinitely long simulation, and the simulation may not converge to the desired equilibrium Boltzmann ensemble. Moreover, our analysis shows that for initial configurations with unfavorable energy, it may be impossible for the system to reach a region surrounding the minimum energy configuration. We demonstrate these failures of REMD algorithms for three small systems: a Gaussian distribution (simple harmonic oscillator dynamics), a bimodal mixture of Gaussians distribution, and the alanine dipeptide. Examination of the resulting phase plots and equilibrium configuration densities indicates significant errors in the ensemble generated by REMD simulation. We describe a simple modification to address these failures based on a stochastic hybrid Monte Carlo correction, and prove that this is ergodic.

Massively Parallel Assimilation of TOGA/TAO and Topex/Poseidon Measurements into a Quasi Isopycnal Ocean General Circulation Model Using an Ensemble Kalman Filter

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele; Borovikov, Anna Y.; Suarez, Max

1999-01-01

A massively parallel ensemble Kalman filter (EnKF)is used to assimilate temperature data from the TOGA/TAO array and altimetry from TOPEX/POSEIDON into a Pacific basin version of the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. The EnKF is an approximate Kalman filter in which the error-covariance propagation step is modeled by the integration of multiple instances of a numerical model. An estimate of the true error covariances is then inferred from the distribution of the ensemble of model state vectors. This inplementation of the filter takes advantage of the inherent parallelism in the EnKF algorithm by running all the model instances concurrently. The Kalman filter update step also occurs in parallel by having each processor process the observations that occur in the region of physical space for which it is responsible. The massively parallel data assimilation system is validated by withholding some of the data and then quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The distributions of the forecast and analysis error covariances predicted by the ENKF are also examined.

Modified ensemble Kalman filter for nuclear accident atmospheric dispersion: prediction improved and source estimated.

PubMed

Zhang, X L; Su, G F; Yuan, H Y; Chen, J G; Huang, Q Y

2014-09-15

Atmospheric dispersion models play an important role in nuclear power plant accident management. A reliable estimation of radioactive material distribution in short range (about 50 km) is in urgent need for population sheltering and evacuation planning. However, the meteorological data and the source term which greatly influence the accuracy of the atmospheric dispersion models are usually poorly known at the early phase of the emergency. In this study, a modified ensemble Kalman filter data assimilation method in conjunction with a Lagrangian puff-model is proposed to simultaneously improve the model prediction and reconstruct the source terms for short range atmospheric dispersion using the off-site environmental monitoring data. Four main uncertainty parameters are considered: source release rate, plume rise height, wind speed and wind direction. Twin experiments show that the method effectively improves the predicted concentration distribution, and the temporal profiles of source release rate and plume rise height are also successfully reconstructed. Moreover, the time lag in the response of ensemble Kalman filter is shortened. The method proposed here can be a useful tool not only in the nuclear power plant accident emergency management but also in other similar situation where hazardous material is released into the atmosphere. Copyright © 2014 Elsevier B.V. All rights reserved.

Replica exchange and expanded ensemble simulations as Gibbs sampling: simple improvements for enhanced mixing.

PubMed

Chodera, John D; Shirts, Michael R

2011-11-21

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in discovering new ways to enhance the phase space mixing of these protocols in order to improve sampling of uncorrelated configurations. Here, we demonstrate how both of these classes of algorithms can be considered as special cases of Gibbs sampling within a Markov chain Monte Carlo framework. Gibbs sampling is a well-studied scheme in the field of statistical inference in which different random variables are alternately updated from conditional distributions. While the update of the conformational degrees of freedom by Metropolis Monte Carlo or molecular dynamics unavoidably generates correlated samples, we show how judicious updating of the thermodynamic state indices--corresponding to thermodynamic parameters such as temperature or alchemical coupling variables--can substantially increase mixing while still sampling from the desired distributions. We show how state update methods in common use can lead to suboptimal mixing, and present some simple, inexpensive alternatives that can increase mixing of the overall Markov chain, reducing simulation times necessary to obtain estimates of the desired precision. These improved schemes are demonstrated for several common applications, including an alchemical expanded ensemble simulation, parallel tempering, and multidimensional replica exchange umbrella sampling.

eHive: an artificial intelligence workflow system for genomic analysis.

PubMed

Severin, Jessica; Beal, Kathryn; Vilella, Albert J; Fitzgerald, Stephen; Schuster, Michael; Gordon, Leo; Ureta-Vidal, Abel; Flicek, Paul; Herrero, Javier

2010-05-11

The Ensembl project produces updates to its comparative genomics resources with each of its several releases per year. During each release cycle approximately two weeks are allocated to generate all the genomic alignments and the protein homology predictions. The number of calculations required for this task grows approximately quadratically with the number of species. We currently support 50 species in Ensembl and we expect the number to continue to grow in the future. We present eHive, a new fault tolerant distributed processing system initially designed to support comparative genomic analysis, based on blackboard systems, network distributed autonomous agents, dataflow graphs and block-branch diagrams. In the eHive system a MySQL database serves as the central blackboard and the autonomous agent, a Perl script, queries the system and runs jobs as required. The system allows us to define dataflow and branching rules to suit all our production pipelines. We describe the implementation of three pipelines: (1) pairwise whole genome alignments, (2) multiple whole genome alignments and (3) gene trees with protein homology inference. Finally, we show the efficiency of the system in real case scenarios. eHive allows us to produce computationally demanding results in a reliable and efficient way with minimal supervision and high throughput. Further documentation is available at: http://www.ensembl.org/info/docs/eHive/.

Generic Learning-Based Ensemble Framework for Small Sample Size Face Recognition in Multi-Camera Networks.

PubMed

Zhang, Cuicui; Liang, Xuefeng; Matsuyama, Takashi

2014-12-08

Multi-camera networks have gained great interest in video-based surveillance systems for security monitoring, access control, etc. Person re-identification is an essential and challenging task in multi-camera networks, which aims to determine if a given individual has already appeared over the camera network. Individual recognition often uses faces as a trial and requires a large number of samples during the training phrase. This is difficult to fulfill due to the limitation of the camera hardware system and the unconstrained image capturing conditions. Conventional face recognition algorithms often encounter the "small sample size" (SSS) problem arising from the small number of training samples compared to the high dimensionality of the sample space. To overcome this problem, interest in the combination of multiple base classifiers has sparked research efforts in ensemble methods. However, existing ensemble methods still open two questions: (1) how to define diverse base classifiers from the small data; (2) how to avoid the diversity/accuracy dilemma occurring during ensemble. To address these problems, this paper proposes a novel generic learning-based ensemble framework, which augments the small data by generating new samples based on a generic distribution and introduces a tailored 0-1 knapsack algorithm to alleviate the diversity/accuracy dilemma. More diverse base classifiers can be generated from the expanded face space, and more appropriate base classifiers are selected for ensemble. Extensive experimental results on four benchmarks demonstrate the higher ability of our system to cope with the SSS problem compared to the state-of-the-art system.

Generic Learning-Based Ensemble Framework for Small Sample Size Face Recognition in Multi-Camera Networks

PubMed Central

Zhang, Cuicui; Liang, Xuefeng; Matsuyama, Takashi

2014-01-01

Multi-camera networks have gained great interest in video-based surveillance systems for security monitoring, access control, etc. Person re-identification is an essential and challenging task in multi-camera networks, which aims to determine if a given individual has already appeared over the camera network. Individual recognition often uses faces as a trial and requires a large number of samples during the training phrase. This is difficult to fulfill due to the limitation of the camera hardware system and the unconstrained image capturing conditions. Conventional face recognition algorithms often encounter the “small sample size” (SSS) problem arising from the small number of training samples compared to the high dimensionality of the sample space. To overcome this problem, interest in the combination of multiple base classifiers has sparked research efforts in ensemble methods. However, existing ensemble methods still open two questions: (1) how to define diverse base classifiers from the small data; (2) how to avoid the diversity/accuracy dilemma occurring during ensemble. To address these problems, this paper proposes a novel generic learning-based ensemble framework, which augments the small data by generating new samples based on a generic distribution and introduces a tailored 0–1 knapsack algorithm to alleviate the diversity/accuracy dilemma. More diverse base classifiers can be generated from the expanded face space, and more appropriate base classifiers are selected for ensemble. Extensive experimental results on four benchmarks demonstrate the higher ability of our system to cope with the SSS problem compared to the state-of-the-art system. PMID:25494350

Impact of state updating and multi-parametric ensemble for streamflow hindcasting in European river basins

NASA Astrophysics Data System (ADS)

Noh, S. J.; Rakovec, O.; Kumar, R.; Samaniego, L. E.

2015-12-01

Accurate and reliable streamflow prediction is essential to mitigate social and economic damage coming from water-related disasters such as flood and drought. Sequential data assimilation (DA) may facilitate improved streamflow prediction using real-time observations to correct internal model states. In conventional DA methods such as state updating, parametric uncertainty is often ignored mainly due to practical limitations of methodology to specify modeling uncertainty with limited ensemble members. However, if parametric uncertainty related with routing and runoff components is not incorporated properly, predictive uncertainty by model ensemble may be insufficient to capture dynamics of observations, which may deteriorate predictability. Recently, a multi-scale parameter regionalization (MPR) method was proposed to make hydrologic predictions at different scales using a same set of model parameters without losing much of the model performance. The MPR method incorporated within the mesoscale hydrologic model (mHM, http://www.ufz.de/mhm) could effectively represent and control uncertainty of high-dimensional parameters in a distributed model using global parameters. In this study, we evaluate impacts of streamflow data assimilation over European river basins. Especially, a multi-parametric ensemble approach is tested to consider the effects of parametric uncertainty in DA. Because augmentation of parameters is not required within an assimilation window, the approach could be more stable with limited ensemble members and have potential for operational uses. To consider the response times and non-Gaussian characteristics of internal hydrologic processes, lagged particle filtering is utilized. The presentation will be focused on gains and limitations of streamflow data assimilation and multi-parametric ensemble method over large-scale basins.

Net present value probability distributions from decline curve reserves estimates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Simpson, D.E.; Huffman, C.H.; Thompson, R.S.

1995-12-31

This paper demonstrates how reserves probability distributions can be used to develop net present value (NPV) distributions. NPV probability distributions were developed from the rate and reserves distributions presented in SPE 28333. This real data study used practicing engineer`s evaluations of production histories. Two approaches were examined to quantify portfolio risk. The first approach, the NPV Relative Risk Plot, compares the mean NPV with the NPV relative risk ratio for the portfolio. The relative risk ratio is the NPV standard deviation (a) divided the mean ({mu}) NPV. The second approach, a Risk - Return Plot, is a plot of themore » {mu} discounted cash flow rate of return (DCFROR) versus the {sigma} for the DCFROR distribution. This plot provides a risk-return relationship for comparing various portfolios. These methods may help evaluate property acquisition and divestiture alternatives and assess the relative risk of a suite of wells or fields for bank loans.« less

State updating of a distributed hydrological model with Ensemble Kalman Filtering: effects of updating frequency and observation network density on forecast accuracy

NASA Astrophysics Data System (ADS)

Rakovec, O.; Weerts, A. H.; Hazenberg, P.; Torfs, P. J. J. F.; Uijlenhoet, R.

2012-09-01

This paper presents a study on the optimal setup for discharge assimilation within a spatially distributed hydrological model. The Ensemble Kalman filter (EnKF) is employed to update the grid-based distributed states of such an hourly spatially distributed version of the HBV-96 model. By using a physically based model for the routing, the time delay and attenuation are modelled more realistically. The discharge and states at a given time step are assumed to be dependent on the previous time step only (Markov property). Synthetic and real world experiments are carried out for the Upper Ourthe (1600 km2), a relatively quickly responding catchment in the Belgian Ardennes. We assess the impact on the forecasted discharge of (1) various sets of the spatially distributed discharge gauges and (2) the filtering frequency. The results show that the hydrological forecast at the catchment outlet is improved by assimilating interior gauges. This augmentation of the observation vector improves the forecast more than increasing the updating frequency. In terms of the model states, the EnKF procedure is found to mainly change the pdfs of the two routing model storages, even when the uncertainty in the discharge simulations is smaller than the defined observation uncertainty.

A New Approach in Generating Meteorological Forecasts for Ensemble Streamflow Forecasting using Multivariate Functions

NASA Astrophysics Data System (ADS)

Khajehei, S.; Madadgar, S.; Moradkhani, H.

2014-12-01

The reliability and accuracy of hydrological predictions are subject to various sources of uncertainty, including meteorological forcing, initial conditions, model parameters and model structure. To reduce the total uncertainty in hydrological applications, one approach is to reduce the uncertainty in meteorological forcing by using the statistical methods based on the conditional probability density functions (pdf). However, one of the requirements for current methods is to assume the Gaussian distribution for the marginal distribution of the observed and modeled meteorology. Here we propose a Bayesian approach based on Copula functions to develop the conditional distribution of precipitation forecast needed in deriving a hydrologic model for a sub-basin in the Columbia River Basin. Copula functions are introduced as an alternative approach in capturing the uncertainties related to meteorological forcing. Copulas are multivariate joint distribution of univariate marginal distributions, which are capable to model the joint behavior of variables with any level of correlation and dependency. The method is applied to the monthly forecast of CPC with 0.25x0.25 degree resolution to reproduce the PRISM dataset over 1970-2000. Results are compared with Ensemble Pre-Processor approach as a common procedure used by National Weather Service River forecast centers in reproducing observed climatology during a ten-year verification period (2000-2010).

Structural ensembles reveal intrinsic disorder for the multi-stimuli responsive bio-mimetic protein Rec1-resilin

PubMed Central

Balu, Rajkamal; Knott, Robert; Cowieson, Nathan P.; Elvin, Christopher M.; Hill, Anita J.; Choudhury, Namita R.; Dutta, Naba K.

2015-01-01

Rec1-resilin is the first recombinant resilin-mimetic protein polymer, synthesized from exon-1 of the Drosophila melanogaster gene CG15920 that has demonstrated unusual multi-stimuli responsiveness in aqueous solution. Crosslinked hydrogels of Rec1-resilin have also displayed remarkable mechanical properties including near-perfect rubber-like elasticity. The structural basis of these extraordinary properties is not clearly understood. Here we combine a computational and experimental investigation to examine structural ensembles of Rec1-resilin in aqueous solution. The structure of Rec1-resilin in aqueous solutions is investigated experimentally using circular dichroism (CD) spectroscopy and small angle X-ray scattering (SAXS). Both bench-top and synchrotron SAXS are employed to extract structural data sets of Rec1-resilin and to confirm their validity. Computational approaches have been applied to these experimental data sets in order to extract quantitative information about structural ensembles including radius of gyration, pair-distance distribution function, and the fractal dimension. The present work confirms that Rec1-resilin is an intrinsically disordered protein (IDP) that displays equilibrium structural qualities between those of a structured globular protein and a denatured protein. The ensemble optimization method (EOM) analysis reveals a single conformational population with partial compactness. This work provides new insight into the structural ensembles of Rec1-resilin in solution. PMID:26042819

On the v-representability of ensemble densities of electron systems

NASA Astrophysics Data System (ADS)

Gonis, A.; Däne, M.

2018-05-01

Analogously to the case at zero temperature, where the density of the ground state of an interacting many-particle system determines uniquely (within an arbitrary additive constant) the external potential acting on the system, the thermal average of the density over an ensemble defined by the Boltzmann distribution at the minimum of the thermodynamic potential, or the free energy, determines the external potential uniquely (and not just modulo a constant) acting on a system described by this thermodynamic potential or free energy. The paper describes a formal procedure that generates the domain of a constrained search over general ensembles (at zero or elevated temperatures) that lead to a given density, including as a special case a density thermally averaged at a given temperature, and in the case of a v-representable density determines the external potential leading to the ensemble density. As an immediate consequence of the general formalism, the concept of v-representability is extended beyond the hitherto discussed case of ground state densities to encompass excited states as well. Specific application to thermally averaged densities solves the v-representability problem in connection with the Mermin functional in a manner analogous to that in which this problem was recently settled with respect to the Hohenberg and Kohn functional. The main formalism is illustrated with numerical results for ensembles of one-dimensional, non-interacting systems of particles under a harmonic potential.

Structural ensembles reveal intrinsic disorder for the multi-stimuli responsive bio-mimetic protein Rec1-resilin.

PubMed

Balu, Rajkamal; Knott, Robert; Cowieson, Nathan P; Elvin, Christopher M; Hill, Anita J; Choudhury, Namita R; Dutta, Naba K

2015-06-04

Rec1-resilin is the first recombinant resilin-mimetic protein polymer, synthesized from exon-1 of the Drosophila melanogaster gene CG15920 that has demonstrated unusual multi-stimuli responsiveness in aqueous solution. Crosslinked hydrogels of Rec1-resilin have also displayed remarkable mechanical properties including near-perfect rubber-like elasticity. The structural basis of these extraordinary properties is not clearly understood. Here we combine a computational and experimental investigation to examine structural ensembles of Rec1-resilin in aqueous solution. The structure of Rec1-resilin in aqueous solutions is investigated experimentally using circular dichroism (CD) spectroscopy and small angle X-ray scattering (SAXS). Both bench-top and synchrotron SAXS are employed to extract structural data sets of Rec1-resilin and to confirm their validity. Computational approaches have been applied to these experimental data sets in order to extract quantitative information about structural ensembles including radius of gyration, pair-distance distribution function, and the fractal dimension. The present work confirms that Rec1-resilin is an intrinsically disordered protein (IDP) that displays equilibrium structural qualities between those of a structured globular protein and a denatured protein. The ensemble optimization method (EOM) analysis reveals a single conformational population with partial compactness. This work provides new insight into the structural ensembles of Rec1-resilin in solution.

Projecting malaria hazard from climate change in eastern Africa using large ensembles to estimate uncertainty.

PubMed

Leedale, Joseph; Tompkins, Adrian M; Caminade, Cyril; Jones, Anne E; Nikulin, Grigory; Morse, Andrew P

2016-03-31

The effect of climate change on the spatiotemporal dynamics of malaria transmission is studied using an unprecedented ensemble of climate projections, employing three diverse bias correction and downscaling techniques, in order to partially account for uncertainty in climate- driven malaria projections. These large climate ensembles drive two dynamical and spatially explicit epidemiological malaria models to provide future hazard projections for the focus region of eastern Africa. While the two malaria models produce very distinct transmission patterns for the recent climate, their response to future climate change is similar in terms of sign and spatial distribution, with malaria transmission moving to higher altitudes in the East African Community (EAC) region, while transmission reduces in lowland, marginal transmission zones such as South Sudan. The climate model ensemble generally projects warmer and wetter conditions over EAC. The simulated malaria response appears to be driven by temperature rather than precipitation effects. This reduces the uncertainty due to the climate models, as precipitation trends in tropical regions are very diverse, projecting both drier and wetter conditions with the current state-of-the-art climate model ensemble. The magnitude of the projected changes differed considerably between the two dynamical malaria models, with one much more sensitive to climate change, highlighting that uncertainty in the malaria projections is also associated with the disease modelling approach.

On the v-representability of ensemble densities of electron systems

DOE PAGES

Gonis, A.; Dane, M.

2017-12-30

Analogously to the case at zero temperature, where the density of the ground state of an interacting many-particle system determines uniquely (within an arbitrary additive constant) the external potential acting on the system, the thermal average of the density over an ensemble defined by the Boltzmann distribution at the minimum of the thermodynamic potential, or the free energy, determines the external potential uniquely (and not just modulo a constant) acting on a system described by this thermodynamic potential or free energy. The study describes a formal procedure that generates the domain of a constrained search over general ensembles (at zeromore » or elevated temperatures) that lead to a given density, including as a special case a density thermally averaged at a given temperature, and in the case of a v-representable density determines the external potential leading to the ensemble density. As an immediate consequence of the general formalism, the concept of v-representability is extended beyond the hitherto discussed case of ground state densities to encompass excited states as well. Specific application to thermally averaged densities solves the v-representability problem in connection with the Mermin functional in a manner analogous to that in which this problem was recently settled with respect to the Hohenberg and Kohn functional. Finally, the main formalism is illustrated with numerical results for ensembles of one-dimensional, non-interacting systems of particles under a harmonic potential.« less

State-to-state, multi-collision, energy transfer in H-H2 gas ensembles.

PubMed

McCaffery, Anthony J; Marsh, Richard J

2013-12-21

We use our recently developed computational model of energy flow in gas ensembles to study translation-to-internal energy conversion in an ensemble consisting of H2(0; 0) in a bath of H atoms. This mixture is found in plasmas of industrial importance and also in interstellar clouds. The storage of energy of relative motion as rovibrational energy of H2 represents a potential mechanism for cooling translation. This may have relevance in astrophysical contexts such as the post-recombination epoch of the early universe when hydrogenic species dominated and cooling was a precondition for the formation of structured objects. We find that conversion of translational motion to H2 vibration and rotation is fast and, in our closed system, is complete within around 100 cycles of ensemble collisions. Large amounts of energy become stored as H2 vibration and a tentative mechanism for this unequal energy distribution is suggested. The "structured dis-equilibrium" we observe is found to persist through many collision cycles. In contrast to the rapidity of excitation, the relaxation of H2(6; 10) in H is very slow and not complete after 10(5) collision cycles. The quasi-equilibrium modal temperatures of translation, rotation, and vibration are found to scale linearly with collision energy but at different rates. This may be useful in estimating the partitioning of energy within a given H + H2 ensemble.

Structural ensembles reveal intrinsic disorder for the multi-stimuli responsive bio-mimetic protein Rec1-resilin

NASA Astrophysics Data System (ADS)

Balu, Rajkamal; Knott, Robert; Cowieson, Nathan P.; Elvin, Christopher M.; Hill, Anita J.; Choudhury, Namita R.; Dutta, Naba K.

2015-06-01

Rec1-resilin is the first recombinant resilin-mimetic protein polymer, synthesized from exon-1 of the Drosophila melanogaster gene CG15920 that has demonstrated unusual multi-stimuli responsiveness in aqueous solution. Crosslinked hydrogels of Rec1-resilin have also displayed remarkable mechanical properties including near-perfect rubber-like elasticity. The structural basis of these extraordinary properties is not clearly understood. Here we combine a computational and experimental investigation to examine structural ensembles of Rec1-resilin in aqueous solution. The structure of Rec1-resilin in aqueous solutions is investigated experimentally using circular dichroism (CD) spectroscopy and small angle X-ray scattering (SAXS). Both bench-top and synchrotron SAXS are employed to extract structural data sets of Rec1-resilin and to confirm their validity. Computational approaches have been applied to these experimental data sets in order to extract quantitative information about structural ensembles including radius of gyration, pair-distance distribution function, and the fractal dimension. The present work confirms that Rec1-resilin is an intrinsically disordered protein (IDP) that displays equilibrium structural qualities between those of a structured globular protein and a denatured protein. The ensemble optimization method (EOM) analysis reveals a single conformational population with partial compactness. This work provides new insight into the structural ensembles of Rec1-resilin in solution.

Financial market dynamics: superdiffusive or not?

NASA Astrophysics Data System (ADS)

Devi, Sandhya

2017-08-01

The behavior of stock market returns over a period of 1-60 d has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are non-Gaussian. They have fat tails indicating that the stock returns do not follow a random walk model. In this work, a good fit to a Tsallis q-Gaussian distribution is obtained for the distributions of all the returns using the method of Maximum Likelihood Estimate. For all the regions of data considered, the values of the scaling parameter q, estimated from 1 d returns, lie in the range 1.4-1.65. The estimated inverse mean square deviations (beta) show a power law behavior in time with exponent values between  -0.91 and  -1.1 indicating normal to mildly subdiffusive behavior. Quite often, the dynamics of market return distributions is modelled by a Fokker-Plank (FP) equation either with a linear drift and a nonlinear diffusion term or with just a nonlinear diffusion term. Both of these cases support a q-Gaussian distribution as a solution. The distributions obtained from current estimated parameters are compared with the solutions of the FP equations. For negligible drift term, the inverse mean square deviations (betaFP) from the FP model follow a power law with exponent values between  -1.25 and  -1.48 indicating superdiffusion. When the drift term is non-negligible, the corresponding betaFP do not follow a power law and become stationary after certain characteristic times that depend on the values of the drift parameter and q. Neither of these behaviors is supported by the results of the empirical fit.

Reduction and Return of Infectious Trachoma in Severely Affected Communities in Ethiopia

PubMed Central

Lakew, Takele; House, Jenafir; Hong, Kevin C.; Yi, Elizabeth; Alemayehu, Wondu; Melese, Muluken; Zhou, Zhaoxia; Ray, Kathryn; Chin, Stephanie; Romero, Emmanuel; Keenan, Jeremy; Whitcher, John P.; Gaynor, Bruce D.; Lietman, Thomas M.

2009-01-01

Background Antibiotics are a major tool in the WHO's trachoma control program. Even a single mass distribution reduces the prevalence of the ocular chlamydia that causes trachoma. Unfortunately, infection returns after a single treatment, at least in severely affected areas. Here, we test whether additional scheduled treatments further reduce infection, and whether infection returns after distributions are discontinued. Methods Sixteen communities in Ethiopia were randomly selected. Ocular chlamydial infection in 1- to 5-year-old children was monitored over four biannual azithromycin distributions and for 24 months after the last treatment. Findings The average prevalence of infection in 1- to 5-year-old children was reduced from 63.5% pre-treatment to 11.5% six months after the first distribution (P<0.0001). It further decreased to 2.6% six months after the fourth and final treatment (P = 0.0004). In the next 18 months, infection returned to 25.2%, a significant increase from six months after the last treatment (P = 0.008), but still far lower than baseline (P<0.0001). Although the prevalence of infection in any particular village fluctuated, the mean prevalence of the 16 villages steadily decreased with each treatment and steadily returned after treatments were discontinued. Conclusion In some of the most severely affected communities ever studied, we demonstrate that repeated mass oral azithromycin distributions progressively reduce ocular chlamydial infection in a community, as long as these distributions are given frequently enough and at a high enough coverage. However, infection returns into the communities after the last treatment. Sustainable changes or complete local elimination of infection will be necessary. Trial Registration ClinicalTrials.gov NCT00221364 PMID:19190781

Forward Modeling of Atmospheric Carbon Dioxide in GEOS-5: Uncertainties Related to Surface Fluxes and Sub-Grid Transport

NASA Technical Reports Server (NTRS)

Pawson, Steven; Ott, Lesley E.; Zhu, Zhengxin; Bowman, Kevin; Brix, Holger; Collatz, G. James; Dutkiewicz, Stephanie; Fisher, Joshua B.; Gregg, Watson W.; Hill, Chris;

Condensate statistics and thermodynamics of weakly interacting Bose gas: Recursion relation approach

NASA Astrophysics Data System (ADS)

Dorfman, K. E.; Kim, M.; Svidzinsky, A. A.

2011-03-01

We study condensate statistics and thermodynamics of weakly interacting Bose gas with a fixed total number N of particles in a cubic box. We find the exact recursion relation for the canonical ensemble partition function. Using this relation, we calculate the distribution function of condensate particles for N=200. We also calculate the distribution function based on multinomial expansion of the characteristic function. Similar to the ideal gas, both approaches give exact statistical moments for all temperatures in the framework of Bogoliubov model. We compare them with the results of unconstraint canonical ensemble quasiparticle formalism and the hybrid master equation approach. The present recursion relation can be used for any external potential and boundary conditions. We investigate the temperature dependence of the first few statistical moments of condensate fluctuations as well as thermodynamic potentials and heat capacity analytically and numerically in the whole temperature range.

Mapping snow depth return levels: smooth spatial modeling versus station interpolation

NASA Astrophysics Data System (ADS)

Blanchet, J.; Lehning, M.

2010-12-01

For adequate risk management in mountainous countries, hazard maps for extreme snow events are needed. This requires the computation of spatial estimates of return levels. In this article we use recent developments in extreme value theory and compare two main approaches for mapping snow depth return levels from in situ measurements. The first one is based on the spatial interpolation of pointwise extremal distributions (the so-called Generalized Extreme Value distribution, GEV henceforth) computed at station locations. The second one is new and based on the direct estimation of a spatially smooth GEV distribution with the joint use of all stations. We compare and validate the different approaches for modeling annual maximum snow depth measured at 100 sites in Switzerland during winters 1965-1966 to 2007-2008. The results show a better performance of the smooth GEV distribution fitting, in particular where the station network is sparser. Smooth return level maps can be computed from the fitted model without any further interpolation. Their regional variability can be revealed by removing the altitudinal dependent covariates in the model. We show how return levels and their regional variability are linked to the main climatological patterns of Switzerland.

Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits

NASA Astrophysics Data System (ADS)

Hoogland, Jiri; Kleiss, Ronald

1997-04-01

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-random point sets, we derive various results on the probability distribution of the integration error, which can be compared to the standard Central Limit Theorem for normal stochastic sampling. In many cases, a Gaussian error distribution is obtained.

Potential effects of climate change on the distribution of waterbirds in the Prairie Pothole Region, U.S.A.

USGS Publications Warehouse

Steen, Valerie; Powell, Abby N.

2012-01-01

Wetland-dependent birds are considered to be at particularly high risk for negative climate change effects. Current and future distributions of American Bittern (Botaurus lentiginosus), American Coot (Fulica americana), Black Tern (Chlidonias niger), Pied-billed Grebe (Podilymbus podiceps) and Sora (Porzana carolina), five waterbird species common in the Prairie Pothole Region (PPR), were predicted using species distribution models (SDMs) in combination with climate data that projected a drier future for the PPR. Regional-scale SDMs were created for the U.S. PPR using breeding bird survey occurrence records for 1971-2000 and wetland and climate parameters. For each waterbird species, current distribution and four potential future distributions were predicted: all combinations of two Global Circulation Models and two emissions scenarios. Averaged for all five species, the ensemble range reduction was 64%. However, projected range losses for individual species varied widely with Sora and Black Tern projected to lose close to 100% and American Bittern 29% of their current range. Future distributions were also projected to a hypothetical landscape where wetlands were numerous and constant to highlight areas suitable as conservation reserves under a drier future climate. The ensemble model indicated that northeastern North Dakota and northern Minnesota would be the best areas for conservation reserves within the U.S. PPR under the modeled conditions.

Characterization of return flow pathways during flood irrigation

NASA Astrophysics Data System (ADS)

Claes, N.; Paige, G. B.; Parsekian, A.; Gordon, B. L.; Miller, S. N.

2015-12-01

With a decline in water resources available for private consumption and irrigation, the importance of sustainable water management practices is increasing. Local management decisions, based on models may affect the availability of water both locally and downstream, causing a ripple effect. It is therefore important that the models that these local management decisions are based on, accurately quantify local hydrological processes and the timescales at which they happen. We are focusing on return flow from flood irrigation, which can occur via different pathways back to the streams: overland flow, near-surface return flow and return flow via pathways below the vadose zone. The question addressed is how these different pathways each contribute to the total amount of return flow and the dynamics behind them. We used time-lapse ERT measurements in combination with an ensemble of ERT and seismic lines to answer this question via (1) capturing the process of gradual fragmentation of aqueous environments in the vadose zone during drying stages at field scale; (2) characterization of the formation of preferential flow paths from infiltrating wetting fronts during wetting cycles at field scale. The time-lapse ERT provides the possibility to capture the dynamic processes involved during the occurrence of finger flow or macro-pores when an intensive wetting period during flood irrigation occurs. It elucidates the dynamics of retention in the vadose zone during drying and wetting periods at field scale. This method provides thereby a link to upscale from laboratory experiments to field scale and watershed scale for finger flow and preferential flow paths and illustrates the hysteresis behavior at field scale.

Analysis of aggregated tick returns: Evidence for anomalous diffusion

NASA Astrophysics Data System (ADS)

Weber, Philipp

2007-01-01

In order to investigate the origin of large price fluctuations, we analyze stock price changes of ten frequently traded NASDAQ stocks in the year 2002. Though the influence of the trading frequency on the aggregate return in a certain time interval is important, it cannot alone explain the heavy-tailed distribution of stock price changes. For this reason, we analyze intervals with a fixed number of trades in order to eliminate the influence of the trading frequency and investigate the relevance of other factors for the aggregate return. We show that in tick time the price follows a discrete diffusion process with a variable step width while the difference between the number of steps in positive and negative direction in an interval is Gaussian distributed. The step width is given by the return due to a single trade and is long-term correlated in tick time. Hence, its mean value can well characterize an interval of many trades and turns out to be an important determinant for large aggregate returns. We also present a statistical model reproducing the cumulative distribution of aggregate returns. For an accurate agreement with the empirical distribution, we also take into account asymmetries of the step widths in different directions together with cross correlations between these asymmetries and the mean step width as well as the signs of the steps.

Projections of extreme storm surge levels along Europe

NASA Astrophysics Data System (ADS)

Vousdoukas, Michalis I.; Voukouvalas, Evangelos; Annunziato, Alessandro; Giardino, Alessio; Feyen, Luc

2016-11-01

Storm surges are an important coastal hazard component and it is unknown how they will evolve along Europe's coastline in view of climate change. In the present contribution, the hydrodynamic model Delft3D-Flow was forced by surface wind and atmospheric pressure fields from a 8-member climate model ensemble in order to evaluate dynamics in storm surge levels (SSL) along the European coastline (1) for the baseline period 1970-2000; and (2) during this century under the Representative Concentration Pathways RCP4.5 and RCP8.5. Validation simulations, spanning from 2008 to 2014 and driven by ERA-Interim atmospheric forcing, indicated good predictive skill (0.06 m < RMSE < 0.29 m and 10 % < RMSE < 29 % for 110 tidal gauge stations across Europe). Peak-over-threshold extreme value analysis was applied to estimate SSL values for different return periods, and changes of future SSL were obtained from all models to obtain the final ensemble. Values for most scenarios and return periods indicate a projected increase in SSL at several locations along the North European coastline, which is more prominent for RCP8.5 and shows an increasing tendency towards the end of the century for both RCP4.5 and RCP8.5. Projected SSL changes along the European coastal areas south of 50°N show minimal change or even a small decrease, with the exception of RCP8.5 under which a moderate increase is projected towards the end of the century. The present findings indicate that the anticipated increase in extreme total water levels due to relative sea level rise (RSLR), can be further enforced by an increase of the extreme SSL, which can exceed 30 % of the RSLR, especially for the high return periods and pathway RCP8.5. This implies that the combined effect could increase even further anticipated impacts of climate change for certain European areas and highlights the necessity for timely coastal adaptation and protection measures. The dataset is publicly available under this link: http://data.jrc.ec.europa.eu/collection/LISCOAST.

Nucleon transverse momentum-dependent parton distributions in lattice QCD: Renormalization patterns and discretization effects

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yoon, Boram; Engelhardt, Michael; Gupta, Rajan

Lattice QCD calculations of transverse momentum-dependent parton distribution functions (TMDs) in nucleons are presented in this paper, based on the evaluation of nucleon matrix elements of quark bilocal operators with a staple-shaped gauge connection. Both time-reversal odd effects, namely, the generalized Sivers and Boer-Mulders transverse momentum shifts, as well as time-reversal even effects, namely, the generalized transversity and one of the generalized worm-gear shifts, are studied. Results are obtained on two different n f = 2 + 1 flavor ensembles with approximately matching pion masses but very different discretization schemes: domain-wall fermions (DWF) with lattice spacing a = 0.084 fmmore » and pion mass 297 MeV, and Wilson-clover fermions with a = 0.114 fm and pion mass 317 MeV. Comparison of the results on the two ensembles yields insight into the length scales at which lattice discretization errors are small, and into the extent to which the renormalization pattern obeyed by the continuum QCD TMD operator continues to apply in the lattice formulation. For the studied TMD observables, the results are found to be consistent between the two ensembles at sufficiently large separation of the quark fields within the operator, whereas deviations are observed in the local limit and in the case of a straight link gauge connection, which is relevant to the studies of parton distribution functions. Finally and furthermore, the lattice estimates of the generalized Sivers shift obtained here are confronted with, and are seen to tend towards, a phenomenological estimate extracted from experimental data.« less

Nucleon transverse momentum-dependent parton distributions in lattice QCD: Renormalization patterns and discretization effects

DOE PAGES

Yoon, Boram; Engelhardt, Michael; Gupta, Rajan; ...

2017-11-21

Lattice QCD calculations of transverse momentum-dependent parton distribution functions (TMDs) in nucleons are presented in this paper, based on the evaluation of nucleon matrix elements of quark bilocal operators with a staple-shaped gauge connection. Both time-reversal odd effects, namely, the generalized Sivers and Boer-Mulders transverse momentum shifts, as well as time-reversal even effects, namely, the generalized transversity and one of the generalized worm-gear shifts, are studied. Results are obtained on two different n f = 2 + 1 flavor ensembles with approximately matching pion masses but very different discretization schemes: domain-wall fermions (DWF) with lattice spacing a = 0.084 fmmore » and pion mass 297 MeV, and Wilson-clover fermions with a = 0.114 fm and pion mass 317 MeV. Comparison of the results on the two ensembles yields insight into the length scales at which lattice discretization errors are small, and into the extent to which the renormalization pattern obeyed by the continuum QCD TMD operator continues to apply in the lattice formulation. For the studied TMD observables, the results are found to be consistent between the two ensembles at sufficiently large separation of the quark fields within the operator, whereas deviations are observed in the local limit and in the case of a straight link gauge connection, which is relevant to the studies of parton distribution functions. Finally and furthermore, the lattice estimates of the generalized Sivers shift obtained here are confronted with, and are seen to tend towards, a phenomenological estimate extracted from experimental data.« less

The construction of general basis functions in reweighting ensemble dynamics simulations: Reproduce equilibrium distribution in complex systems from multiple short simulation trajectories

NASA Astrophysics Data System (ADS)

Zhang, Chuan-Biao; Ming, Li; Xin, Zhou

2015-12-01

Ensemble simulations, which use multiple short independent trajectories from dispersive initial conformations, rather than a single long trajectory as used in traditional simulations, are expected to sample complex systems such as biomolecules much more efficiently. The re-weighted ensemble dynamics (RED) is designed to combine these short trajectories to reconstruct the global equilibrium distribution. In the RED, a number of conformational functions, named as basis functions, are applied to relate these trajectories to each other, then a detailed-balance-based linear equation is built, whose solution provides the weights of these trajectories in equilibrium distribution. Thus, the sufficient and efficient selection of basis functions is critical to the practical application of RED. Here, we review and present a few possible ways to generally construct basis functions for applying the RED in complex molecular systems. Especially, for systems with less priori knowledge, we could generally use the root mean squared deviation (RMSD) among conformations to split the whole conformational space into a set of cells, then use the RMSD-based-cell functions as basis functions. We demonstrate the application of the RED in typical systems, including a two-dimensional toy model, the lattice Potts model, and a short peptide system. The results indicate that the RED with the constructions of basis functions not only more efficiently sample the complex systems, but also provide a general way to understand the metastable structure of conformational space. Project supported by the National Natural Science Foundation of China (Grant No. 11175250).

Prediction skill of rainstorm events over India in the TIGGE weather prediction models

NASA Astrophysics Data System (ADS)

Karuna Sagar, S.; Rajeevan, M.; Vijaya Bhaskara Rao, S.; Mitra, A. K.

2017-12-01

Extreme rainfall events pose a serious threat of leading to severe floods in many countries worldwide. Therefore, advance prediction of its occurrence and spatial distribution is very essential. In this paper, an analysis has been made to assess the skill of numerical weather prediction models in predicting rainstorms over India. Using gridded daily rainfall data set and objective criteria, 15 rainstorms were identified during the monsoon season (June to September). The analysis was made using three TIGGE (THe Observing System Research and Predictability Experiment (THORPEX) Interactive Grand Global Ensemble) models. The models considered are the European Centre for Medium-Range Weather Forecasts (ECMWF), National Centre for Environmental Prediction (NCEP) and the UK Met Office (UKMO). Verification of the TIGGE models for 43 observed rainstorm days from 15 rainstorm events has been made for the period 2007-2015. The comparison reveals that rainstorm events are predictable up to 5 days in advance, however with a bias in spatial distribution and intensity. The statistical parameters like mean error (ME) or Bias, root mean square error (RMSE) and correlation coefficient (CC) have been computed over the rainstorm region using the multi-model ensemble (MME) mean. The study reveals that the spread is large in ECMWF and UKMO followed by the NCEP model. Though the ensemble spread is quite small in NCEP, the ensemble member averages are not well predicted. The rank histograms suggest that the forecasts are under prediction. The modified Contiguous Rain Area (CRA) technique was used to verify the spatial as well as the quantitative skill of the TIGGE models. Overall, the contribution from the displacement and pattern errors to the total RMSE is found to be more in magnitude. The volume error increases from 24 hr forecast to 48 hr forecast in all the three models.

Estimation of value at risk and conditional value at risk using normal mixture distributions model

NASA Astrophysics Data System (ADS)

Kamaruzzaman, Zetty Ain; Isa, Zaidi

2013-04-01

Normal mixture distributions model has been successfully applied in financial time series analysis. In this paper, we estimate the return distribution, value at risk (VaR) and conditional value at risk (CVaR) for monthly and weekly rates of returns for FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) from July 1990 until July 2010 using the two component univariate normal mixture distributions model. First, we present the application of normal mixture distributions model in empirical finance where we fit our real data. Second, we present the application of normal mixture distributions model in risk analysis where we apply the normal mixture distributions model to evaluate the value at risk (VaR) and conditional value at risk (CVaR) with model validation for both risk measures. The empirical results provide evidence that using the two components normal mixture distributions model can fit the data well and can perform better in estimating value at risk (VaR) and conditional value at risk (CVaR) where it can capture the stylized facts of non-normality and leptokurtosis in returns distribution.

Girsanov reweighting for path ensembles and Markov state models

NASA Astrophysics Data System (ADS)

Donati, L.; Hartmann, C.; Keller, B. G.

2017-06-01

The sensitivity of molecular dynamics on changes in the potential energy function plays an important role in understanding the dynamics and function of complex molecules. We present a method to obtain path ensemble averages of a perturbed dynamics from a set of paths generated by a reference dynamics. It is based on the concept of path probability measure and the Girsanov theorem, a result from stochastic analysis to estimate a change of measure of a path ensemble. Since Markov state models (MSMs) of the molecular dynamics can be formulated as a combined phase-space and path ensemble average, the method can be extended to reweight MSMs by combining it with a reweighting of the Boltzmann distribution. We demonstrate how to efficiently implement the Girsanov reweighting in a molecular dynamics simulation program by calculating parts of the reweighting factor "on the fly" during the simulation, and we benchmark the method on test systems ranging from a two-dimensional diffusion process and an artificial many-body system to alanine dipeptide and valine dipeptide in implicit and explicit water. The method can be used to study the sensitivity of molecular dynamics on external perturbations as well as to reweight trajectories generated by enhanced sampling schemes to the original dynamics.

Anomaly Detection Using an Ensemble of Feature Models

PubMed Central

Noto, Keith; Brodley, Carla; Slonim, Donna

2011-01-01

We present a new approach to semi-supervised anomaly detection. Given a set of training examples believed to come from the same distribution or class, the task is to learn a model that will be able to distinguish examples in the future that do not belong to the same class. Traditional approaches typically compare the position of a new data point to the set of “normal” training data points in a chosen representation of the feature space. For some data sets, the normal data may not have discernible positions in feature space, but do have consistent relationships among some features that fail to appear in the anomalous examples. Our approach learns to predict the values of training set features from the values of other features. After we have formed an ensemble of predictors, we apply this ensemble to new data points. To combine the contribution of each predictor in our ensemble, we have developed a novel, information-theoretic anomaly measure that our experimental results show selects against noisy and irrelevant features. Our results on 47 data sets show that for most data sets, this approach significantly improves performance over current state-of-the-art feature space distance and density-based approaches. PMID:22020249

A Robust Function to Return the Cumulative Density of Non-Central F Distributions in Microsoft Office Excel

ERIC Educational Resources Information Center

Nelson, James Byron

2016-01-01

The manuscript presents a Visual Basic[superscript R] for Applications function that operates within Microsoft Office Excel[superscript R] to return the area below the curve for a given F within a specified non-central F distribution. The function will be of use to Excel users without programming experience wherever a non-central F distribution is…

Specifying Quality of Service for Distributed Systems Based Upon Behavior Models

DTIC Science & Technology

2002-06-01

Leave blank) 2. REPORT DATE June 2002 3 . REPORT TYPE AND DATES COVERED Dissertation 4. TITLE AND SUBTITLE: Title (Mix case letters) Specifying...213 3 . Linux .................................................................................................214 5. Ensemble...FIGURE 3 . RESOURCE MANAGEMENT SCOPE............................................................................................................. 18

Ensemble-based assimilation of fractional snow-covered area satellite retrievals to estimate the snow distribution at Arctic sites

NASA Astrophysics Data System (ADS)

Aalstad, Kristoffer; Westermann, Sebastian; Vikhamar Schuler, Thomas; Boike, Julia; Bertino, Laurent

2018-01-01

With its high albedo, low thermal conductivity and large water storing capacity, snow strongly modulates the surface energy and water balance, which makes it a critical factor in mid- to high-latitude and mountain environments. However, estimating the snow water equivalent (SWE) is challenging in remote-sensing applications already at medium spatial resolutions of 1 km. We present an ensemble-based data assimilation framework that estimates the peak subgrid SWE distribution (SSD) at the 1 km scale by assimilating fractional snow-covered area (fSCA) satellite retrievals in a simple snow model forced by downscaled reanalysis data. The basic idea is to relate the timing of the snow cover depletion (accessible from satellite products) to the peak SSD. Peak subgrid SWE is assumed to be lognormally distributed, which can be translated to a modeled time series of fSCA through the snow model. Assimilation of satellite-derived fSCA facilitates the estimation of the peak SSD, while taking into account uncertainties in both the model and the assimilated data sets. As an extension to previous studies, our method makes use of the novel (to snow data assimilation) ensemble smoother with multiple data assimilation (ES-MDA) scheme combined with analytical Gaussian anamorphosis to assimilate time series of Moderate Resolution Imaging Spectroradiometer (MODIS) and Sentinel-2 fSCA retrievals. The scheme is applied to Arctic sites near Ny-Ålesund (79° N, Svalbard, Norway) where field measurements of fSCA and SWE distributions are available. The method is able to successfully recover accurate estimates of peak SSD on most of the occasions considered. Through the ES-MDA assimilation, the root-mean-square error (RMSE) for the fSCA, peak mean SWE and peak subgrid coefficient of variation is improved by around 75, 60 and 20 %, respectively, when compared to the prior, yielding RMSEs of 0.01, 0.09 m water equivalent (w.e.) and 0.13, respectively. The ES-MDA either outperforms or at least nearly matches the performance of other ensemble-based batch smoother schemes with regards to various evaluation metrics. Given the modularity of the method, it could prove valuable for a range of satellite-era hydrometeorological reanalyses.

Tests of nonuniversality of the stock return distributions in an emerging market

NASA Astrophysics Data System (ADS)

Mu, Guo-Hua; Zhou, Wei-Xing

2010-12-01

There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that the tail exponents are universal at least for mature markets in the sense that they do not depend on stock market, industry sector, and market capitalization. We investigate the distributions of intraday returns at different time scales ( Δt=1 , 5, 15, and 30 min) of all the A-share stocks traded in the Chinese stock market, which is the largest emerging market in the world. We find that the returns can be well fitted by the q -Gaussian distribution and the tails have power-law relaxations with the exponents increasing with Δt and being well outside the Lévy stable regime for individual stocks. We provide statistically significant evidence showing that, at small time scales Δt<15min , the exponents logarithmically decrease with the turnover rate and increase with the market capitalization. When Δt>15min , no conclusive evidence is found for a possible dependence of the tail exponent on the turnover rate or the market capitalization. Our findings indicate that the intraday return distributions at small time scales are not universal in emerging stock markets but might be universal at large time scales.

Distributed morality in an information society.

PubMed

Floridi, Luciano

2013-09-01

The phenomenon of distributed knowledge is well-known in epistemic logic. In this paper, a similar phenomenon in ethics, somewhat neglected so far, is investigated, namely distributed morality. The article explains the nature of distributed morality, as a feature of moral agency, and explores the implications of its occurrence in advanced information societies. In the course of the analysis, the concept of infraethics is introduced, in order to refer to the ensemble of moral enablers, which, although morally neutral per se, can significantly facilitate or hinder both positive and negative moral behaviours.

Increases in flood magnitudes in California under warming climates

USGS Publications Warehouse

Das, Tapash; Maurer, Edwin P.; Pierce, David W.; Dettinger, Michael D.; Cayah, Daniel R.

2013-01-01

Downscaled and hydrologically modeled projections from an ensemble of 16 Global Climate Models suggest that flooding may become more intense on the western slopes of the Sierra Nevada mountains, the primary source for California’s managed water system. By the end of the 21st century, all 16 climate projections for the high greenhouse-gas emission SRES A2 scenario yield larger floods with return periods ranging 2–50 years for both the Northern Sierra Nevada and Southern Sierra Nevada, regardless of the direction of change in mean precipitation. By end of century, discharges from the Northern Sierra Nevada with 50-year return periods increase by 30–90% depending on climate model, compared to historical values. Corresponding flood flows from the Southern Sierra increase by 50–100%. The increases in simulated 50 year flood flows are larger (at 95% confidence level) than would be expected due to natural variability by as early as 2035 for the SRES A2 scenario.

Limitations of the Porter-Thomas distribution

NASA Astrophysics Data System (ADS)

Weidenmüller, Hans A.

2017-12-01

Data on the distribution of reduced partial neutron widths and on the distribution of total gamma decay widths disagree with the Porter-Thomas distribution (PTD) for reduced partial widths or with predictions of the statistical model. We recall why the disagreement is important: The PTD is a direct consequence of the orthogonal invariance of the Gaussian Orthogonal Ensemble (GOE) of random matrices. The disagreement is reviewed. Two possible causes for violation of orthogonal invariance of the GOE are discussed, and their consequences explored. The disagreement of the distribution of total gamma decay widths with theoretical predictions cannot be blamed on the statistical model.

Scaling analysis on Indian foreign exchange market

NASA Astrophysics Data System (ADS)

Sarkar, A.; Barat, P.

2006-05-01

In this paper, we investigate the scaling behavior of the average daily exchange rate returns of the Indian Rupee against four foreign currencies: namely, US Dollar, Euro, Great Britain Pound and Japanese Yen. The average daily exchange rate return of the Indian Rupee against US Dollar is found to exhibit a persistent scaling behavior and follow Levy stable distribution. On the contrary, the average daily exchange rate returns of the other three foreign currencies do not show persistency or antipersistency and follow Gaussian distribution.

The Payout Method: A Spending Policy That Enhances Return.

ERIC Educational Resources Information Center

Morrell, Louis R.

1991-01-01

College and university business officers are encouraged to implement an endowment distribution method that increases the amount distributed by a fixed annual percentage based on asset mix, inflation, and expected return. Such a payout system provides a predictable, steadily increasing level of endowment income yet maintains the purchasing power of…

78 FR 48229 - Proposed Collection; Comment Request for Regulation Project

Federal Register 2010, 2011, 2012, 2013, 2014

2013-08-07

... on proposed and/or continuing information collections, as required by the Paperwork Reduction Act of... distributions to verify compliance with section 529 and to determine the taxable amount of a distribution.... Generally, tax returns and tax return information are confidential, as required by 26 U.S.C. 6103. Request...

Scaling and correlations in foreign exchange market

NASA Astrophysics Data System (ADS)

Jiang, J.; Ma, K.; Cai, X.

2007-02-01

We observe that the distribution of the relative return, describing the variation of a certain currency, of 74 global currencies obeys a power-law. By using the random matrix theory we find that the distribution of eigenvalues of correlation matrix of relative return also follows a power-law. Using a scaled factorial moment we investigate the distribution of correlation coefficients of the relative return and observe intermittence phenomenon. Furthermore, we define the influence strength for a certain currency, which reflects the influence of its price change to the community interested. By doing that, we find that the distribution of influence strength is again a power-law. Beyond that, we compare the influence strength of Chinese Yuan (RMB) to those of other seven important currencies, which may have some interesting indications.

Emulation for probabilistic weather forecasting

NASA Astrophysics Data System (ADS)

Cornford, Dan; Barillec, Remi

2010-05-01

Numerical weather prediction models are typically very expensive to run due to their complexity and resolution. Characterising the sensitivity of the model to its initial condition and/or to its parameters requires numerous runs of the model, which is impractical for all but the simplest models. To produce probabilistic forecasts requires knowledge of the distribution of the model outputs, given the distribution over the inputs, where the inputs include the initial conditions, boundary conditions and model parameters. Such uncertainty analysis for complex weather prediction models seems a long way off, given current computing power, with ensembles providing only a partial answer. One possible way forward that we develop in this work is the use of statistical emulators. Emulators provide an efficient statistical approximation to the model (or simulator) while quantifying the uncertainty introduced. In the emulator framework, a Gaussian process is fitted to the simulator response as a function of the simulator inputs using some training data. The emulator is essentially an interpolator of the simulator output and the response in unobserved areas is dictated by the choice of covariance structure and parameters in the Gaussian process. Suitable parameters are inferred from the data in a maximum likelihood, or Bayesian framework. Once trained, the emulator allows operations such as sensitivity analysis or uncertainty analysis to be performed at a much lower computational cost. The efficiency of emulators can be further improved by exploiting the redundancy in the simulator output through appropriate dimension reduction techniques. We demonstrate this using both Principal Component Analysis on the model output and a new reduced-rank emulator in which an optimal linear projection operator is estimated jointly with other parameters, in the context of simple low order models, such as the Lorenz 40D system. We present the application of emulators to probabilistic weather forecasting, where the construction of the emulator training set replaces the traditional ensemble model runs. Thus the actual forecast distributions are computed using the emulator conditioned on the ‘ensemble runs' which are chosen to explore the plausible input space using relatively crude experimental design methods. One benefit here is that the ensemble does not need to be a sample from the true distribution of the input space, rather it should cover that input space in some sense. The probabilistic forecasts are computed using Monte Carlo methods sampling from the input distribution and using the emulator to produce the output distribution. Finally we discuss the limitations of this approach and briefly mention how we might use similar methods to learn the model error within a framework that incorporates a data assimilation like aspect, using emulators and learning complex model error representations. We suggest future directions for research in the area that will be necessary to apply the method to more realistic numerical weather prediction models.

Dynamical downscaling of regional climate over eastern China using RSM with multiple physics scheme ensembles

NASA Astrophysics Data System (ADS)

Peishu, Zong; Jianping, Tang; Shuyu, Wang; Lingyun, Xie; Jianwei, Yu; Yunqian, Zhu; Xiaorui, Niu; Chao, Li

2017-08-01

The parameterization of physical processes is one of the critical elements to properly simulate the regional climate over eastern China. It is essential to conduct detailed analyses on the effect of physical parameterization schemes on regional climate simulation, to provide more reliable regional climate change information. In this paper, we evaluate the 25-year (1983-2007) summer monsoon climate characteristics of precipitation and surface air temperature by using the regional spectral model (RSM) with different physical schemes. The ensemble results using the reliability ensemble averaging (REA) method are also assessed. The result shows that the RSM model has the capacity to reproduce the spatial patterns, the variations, and the temporal tendency of surface air temperature and precipitation over eastern China. And it tends to predict better climatology characteristics over the Yangtze River basin and the South China. The impact of different physical schemes on RSM simulations is also investigated. Generally, the CLD3 cloud water prediction scheme tends to produce larger precipitation because of its overestimation of the low-level moisture. The systematic biases derived from the KF2 cumulus scheme are larger than those from the RAS scheme. The scale-selective bias correction (SSBC) method improves the simulation of the temporal and spatial characteristics of surface air temperature and precipitation and advances the circulation simulation capacity. The REA ensemble results show significant improvement in simulating temperature and precipitation distribution, which have much higher correlation coefficient and lower root mean square error. The REA result of selected experiments is better than that of nonselected experiments, indicating the necessity of choosing better ensemble samples for ensemble.

Climate model uncertainty in impact assessments for agriculture: A multi-ensemble case study on maize in sub-Saharan Africa

NASA Astrophysics Data System (ADS)

Dale, Amy; Fant, Charles; Strzepek, Kenneth; Lickley, Megan; Solomon, Susan

2017-03-01

We present maize production in sub-Saharan Africa as a case study in the exploration of how uncertainties in global climate change, as reflected in projections from a range of climate model ensembles, influence climate impact assessments for agriculture. The crop model AquaCrop-OS (Food and Agriculture Organization of the United Nations) was modified to run on a 2° × 2° grid and coupled to 122 climate model projections from multi-model ensembles for three emission scenarios (Coupled Model Intercomparison Project Phase 3 [CMIP3] SRES A1B and CMIP5 Representative Concentration Pathway [RCP] scenarios 4.5 and 8.5) as well as two "within-model" ensembles (NCAR CCSM3 and ECHAM5/MPI-OM) designed to capture internal variability (i.e., uncertainty due to chaos in the climate system). In spite of high uncertainty, most notably in the high-producing semi-arid zones, we observed robust regional and sub-regional trends across all ensembles. In agreement with previous work, we project widespread yield losses in the Sahel region and Southern Africa, resilience in Central Africa, and sub-regional increases in East Africa and at the southern tip of the continent. Spatial patterns of yield losses corresponded with spatial patterns of aridity increases, which were explicitly evaluated. Internal variability was a major source of uncertainty in both within-model and between-model ensembles and explained the majority of the spatial distribution of uncertainty in yield projections. Projected climate change impacts on maize production in different regions and nations ranged from near-zero or positive (upper quartile estimates) to substantially negative (lower quartile estimates), highlighting a need for risk management strategies that are adaptive and robust to uncertainty.

Ensemble hydrological forecast efficiency evolution over various issue dates and lead-time: case study for the Cheboksary reservoir (Volga River)

NASA Astrophysics Data System (ADS)

Gelfan, Alexander; Moreido, Vsevolod

2017-04-01

Ensemble hydrological forecasting allows for describing uncertainty caused by variability of meteorological conditions in the river basin for the forecast lead-time. At the same time, in snowmelt-dependent river basins another significant source of uncertainty relates to variability of initial conditions of the basin (snow water equivalent, soil moisture content, etc.) prior to forecast issue. Accurate long-term hydrological forecast is most crucial for large water management systems, such as the Cheboksary reservoir (the catchment area is 374 000 sq.km) located in the Middle Volga river in Russia. Accurate forecasts of water inflow volume, maximum discharge and other flow characteristics are of great value for this basin, especially before the beginning of the spring freshet season that lasts here from April to June. The semi-distributed hydrological model ECOMAG was used to develop long-term ensemble forecast of daily water inflow into the Cheboksary reservoir. To describe variability of the meteorological conditions and construct ensemble of possible weather scenarios for the lead-time of the forecast, two approaches were applied. The first one utilizes 50 weather scenarios observed in the previous years (similar to the ensemble streamflow prediction (ESP) procedure), the second one uses 1000 synthetic scenarios simulated by a stochastic weather generator. We investigated the evolution of forecast uncertainty reduction, expressed as forecast efficiency, over various consequent forecast issue dates and lead time. We analyzed the Nash-Sutcliffe efficiency of inflow hindcasts for the period 1982 to 2016 starting from 1st of March with 15 days frequency for lead-time of 1 to 6 months. This resulted in the forecast efficiency matrix with issue dates versus lead-time that allows for predictability identification of the basin. The matrix was constructed separately for observed and synthetic weather ensembles.

Seasonal and Non-Seasonal Generalized Pareto Distribution to Estimate Extreme Significant Wave Height in The Banda Sea

NASA Astrophysics Data System (ADS)

Nursamsiah; Nugroho Sugianto, Denny; Suprijanto, Jusup; Munasik; Yulianto, Bambang

2018-02-01

The information of extreme wave height return level was required for maritime planning and management. The recommendation methods in analyzing extreme wave were better distributed by Generalized Pareto Distribution (GPD). Seasonal variation was often considered in the extreme wave model. This research aims to identify the best model of GPD by considering a seasonal variation of the extreme wave. By using percentile 95 % as the threshold of extreme significant wave height, the seasonal GPD and non-seasonal GPD fitted. The Kolmogorov-Smirnov test was applied to identify the goodness of fit of the GPD model. The return value from seasonal and non-seasonal GPD was compared with the definition of return value as criteria. The Kolmogorov-Smirnov test result shows that GPD fits data very well both seasonal and non-seasonal model. The seasonal return value gives better information about the wave height characteristics.

A Statistical Investigation of the Sensitivity of Ensemble-Based Kalman Filters to Covariance Filtering

DTIC Science & Technology

2011-09-01

the ensemble perturbations fXb(k): k5 1, . . . , Kg are from the same distribution; thus P̂bc ’ 1 K 2 1 K21 k51 Pbtc ’ Pbtc, and (18) p̂bcu ’ p btc u...19) where p̂bcu and p btc u are the uth column of P̂ bc u and P btc u , respectively. Similar arguments can be made to show that the filtered...estimate should also satisfy ~pbcu ’ p btc u , (20) where ~pbcu is the uth column of ~P bc u . We emphasize that Eqs. (19) and (20) do not provide

Statistical hadronization and microcanonical ensemble

DOE PAGES

Becattini, F.; Ferroni, L.

2004-01-01

We present a Monte Carlo calculation of the microcanonical ensemble of the of the ideal hadron-resonance gas including all known states up to a mass of 1. 8 GeV, taking into account quantum statistics. The computing method is a development of a previous one based on a Metropolis Monte Carlo algorithm, with a the grand-canonical limit of the multi-species multiplicity distribution as proposal matrix. The microcanonical average multiplicities of the various hadron species are found to converge to the canonical ones for moderately low values of the total energy. This algorithm opens the way for event generators based for themore » statistical hadronization model.« less

Statistical mechanics of Fermi-Pasta-Ulam chains with the canonical ensemble

NASA Astrophysics Data System (ADS)

Demirel, Melik C.; Sayar, Mehmet; Atılgan, Ali R.

1997-03-01

Low-energy vibrations of a Fermi-Pasta-Ulam-Β (FPU-Β) chain with 16 repeat units are analyzed with the aid of numerical experiments and the statistical mechanics equations of the canonical ensemble. Constant temperature numerical integrations are performed by employing the cubic coupling scheme of Kusnezov et al. [Ann. Phys. 204, 155 (1990)]. Very good agreement is obtained between numerical results and theoretical predictions for the probability distributions of the generalized coordinates and momenta both of the chain and of the thermal bath. It is also shown that the average energy of the chain scales linearly with the bath temperature.

CELES: CUDA-accelerated simulation of electromagnetic scattering by large ensembles of spheres

NASA Astrophysics Data System (ADS)

Egel, Amos; Pattelli, Lorenzo; Mazzamuto, Giacomo; Wiersma, Diederik S.; Lemmer, Uli

2017-09-01

CELES is a freely available MATLAB toolbox to simulate light scattering by many spherical particles. Aiming at high computational performance, CELES leverages block-diagonal preconditioning, a lookup-table approach to evaluate costly functions and massively parallel execution on NVIDIA graphics processing units using the CUDA computing platform. The combination of these techniques allows to efficiently address large electrodynamic problems (>104 scatterers) on inexpensive consumer hardware. In this paper, we validate near- and far-field distributions against the well-established multi-sphere T-matrix (MSTM) code and discuss the convergence behavior for ensembles of different sizes, including an exemplary system comprising 105 particles.

Calibration and parameterization of a semi-distributed hydrological model to support sub-daily ensemble flood forecasting; a watershed in southeast Brazil

NASA Astrophysics Data System (ADS)

de Almeida Bressiani, D.; Srinivasan, R.; Mendiondo, E. M.

2013-12-01

The use of distributed or semi-distributed models to represent the processes and dynamics of a watershed in the last few years has increased. These models are important tools to predict and forecast the hydrological responses of the watersheds, and they can subside disaster risk management and planning. However they usually have a lot of parameters, of which, due to the spatial and temporal variability of the processes, are not known, specially in developing countries; therefore a robust and sensible calibration is very important. This study conduced a sub-daily calibration and parameterization of the Soil & Water Assessment Tool (SWAT) for a 12,600 km2 watershed in southeast Brazil, and uses ensemble forecasts to evaluate if the model can be used as a tool for flood forecasting. The Piracicaba Watershed, in São Paulo State, is mainly rural, but has about 4 million of population in highly relevant urban areas, and three cities in the list of critical cities of the National Center for Natural Disasters Monitoring and Alerts. For calibration: the watershed was divided in areas with similar hydrological characteristics, for each of these areas one gauge station was chosen for calibration; this procedure was performed to evaluate the effectiveness of calibrating in fewer places, since areas with the same group of groundwater, soil, land use and slope characteristics should have similar parameters; making calibration a less time-consuming task. The sensibility analysis and calibration were performed on the software SWAT-CUP with the optimization algorithm: Sequential Uncertainly Fitting Version 2 (SUFI-2), which uses Latin hypercube sampling scheme in an iterative process. The performance of the models to evaluate the calibration and validation was done with: Nash-Sutcliffe efficiency coefficient (NSE), determination coefficient (r2), root mean square error (RMSE), and percent bias (PBIAS), with monthly average values of NSE around 0.70, r2 of 0.9, normalized RMSE of 0.01, and PBIAS of 10. Past events were analysed to evaluate the possibility of using the SWAT developed model for Piracicaba watershed as a tool for ensemble flood forecasting. For the ensemble evaluation members from the numerical model Eta were used. Eta is an atmospheric model used for research and operational purposes, with 5km resolution, and is updated twice a day (00 e 12 UTC) for a ten day horizon, with precipitation and weather estimates for each hour. The parameterized SWAT model performed overall well for ensemble flood forecasting.

Understanding genetic regulatory networks

NASA Astrophysics Data System (ADS)

Kauffman, Stuart

2003-04-01

Random Boolean networks (RBM) were introduced about 35 years ago as first crude models of genetic regulatory networks. RBNs are comprised of N on-off genes, connected by a randomly assigned regulatory wiring diagram where each gene has K inputs, and each gene is controlled by a randomly assigned Boolean function. This procedure samples at random from the ensemble of all possible NK Boolean networks. The central ideas are to study the typical, or generic properties of this ensemble, and see 1) whether characteristic differences appear as K and biases in Boolean functions are introducted, and 2) whether a subclass of this ensemble has properties matching real cells. Such networks behave in an ordered or a chaotic regime, with a phase transition, "the edge of chaos" between the two regimes. Networks with continuous variables exhibit the same two regimes. Substantial evidence suggests that real cells are in the ordered regime. A key concept is that of an attractor. This is a reentrant trajectory of states of the network, called a state cycle. The central biological interpretation is that cell types are attractors. A number of properties differentiate the ordered and chaotic regimes. These include the size and number of attractors, the existence in the ordered regime of a percolating "sea" of genes frozen in the on or off state, with a remainder of isolated twinkling islands of genes, a power law distribution of avalanches of gene activity changes following perturbation to a single gene in the ordered regime versus a similar power law distribution plus a spike of enormous avalanches of gene changes in the chaotic regime, and the existence of branching pathway of "differentiation" between attractors induced by perturbations in the ordered regime. Noise is serious issue, since noise disrupts attractors. But numerical evidence suggests that attractors can be made very stable to noise, and meanwhile, metaplasias may be a biological manifestation of noise. As we learn more about the wiring diagram and constraints on rules controlling real genes, we can build refined ensembles reflecting these properties, study the generic properties of the refined ensembles, and hope to gain insight into the dynamics of real cells.

Liquid Water from First Principles: Validation of Different Sampling Approaches

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mundy, C J; Kuo, W; Siepmann, J

2004-05-20

A series of first principles molecular dynamics and Monte Carlo simulations were carried out for liquid water to assess the validity and reproducibility of different sampling approaches. These simulations include Car-Parrinello molecular dynamics simulations using the program CPMD with different values of the fictitious electron mass in the microcanonical and canonical ensembles, Born-Oppenheimer molecular dynamics using the programs CPMD and CP2K in the microcanonical ensemble, and Metropolis Monte Carlo using CP2K in the canonical ensemble. With the exception of one simulation for 128 water molecules, all other simulations were carried out for systems consisting of 64 molecules. It is foundmore » that the structural and thermodynamic properties of these simulations are in excellent agreement with each other as long as adiabatic sampling is maintained in the Car-Parrinello molecular dynamics simulations either by choosing a sufficiently small fictitious mass in the microcanonical ensemble or by Nos{acute e}-Hoover thermostats in the canonical ensemble. Using the Becke-Lee-Yang-Parr exchange and correlation energy functionals and norm-conserving Troullier-Martins or Goedecker-Teter-Hutter pseudopotentials, simulations at a fixed density of 1.0 g/cm{sup 3} and a temperature close to 315 K yield a height of the first peak in the oxygen-oxygen radial distribution function of about 3.0, a classical constant-volume heat capacity of about 70 J K{sup -1} mol{sup -1}, and a self-diffusion constant of about 0.1 Angstroms{sup 2}/ps.« less

To kill a kangaroo: understanding the decision to pursue high-risk/high-gain resources.

PubMed

Jones, James Holland; Bird, Rebecca Bliege; Bird, Douglas W

2013-09-22

In this paper, we attempt to understand hunter-gatherer foraging decisions about prey that vary in both the mean and variance of energy return using an expected utility framework. We show that for skewed distributions of energetic returns, the standard linear variance discounting (LVD) model for risk-sensitive foraging can produce quite misleading results. In addition to creating difficulties for the LVD model, the skewed distributions characteristic of hunting returns create challenges for estimating probability distribution functions required for expected utility. We present a solution using a two-component finite mixture model for foraging returns. We then use detailed foraging returns data based on focal follows of individual hunters in Western Australia hunting for high-risk/high-gain (hill kangaroo) and relatively low-risk/low-gain (sand monitor) prey. Using probability densities for the two resources estimated from the mixture models, combined with theoretically sensible utility curves characterized by diminishing marginal utility for the highest returns, we find that the expected utility of the sand monitors greatly exceeds that of kangaroos despite the fact that the mean energy return for kangaroos is nearly twice as large as that for sand monitors. We conclude that the decision to hunt hill kangaroos does not arise simply as part of an energetic utility-maximization strategy and that additional social, political or symbolic benefits must accrue to hunters of this highly variable prey.

“Slimming” of power-law tails by increasing market returns

NASA Astrophysics Data System (ADS)

Sornette, D.

2002-06-01

We introduce a simple generalization of rational bubble models which removes the fundamental problem discovered by Lux and Sornette (J. Money, Credit and Banking, preprint at http://xxx.lanl.gov/abs/cond-mat/9910141) that the distribution of returns is a power law with exponent <1, in contradiction with empirical data. The idea is that the price fluctuations associated with bubbles must on average grow with the mean market return r. When r is larger than the discount rate rδ, the distribution of returns of the observable price, sum of the bubble component and of the fundamental price, exhibits an intermediate tail with an exponent which can be larger than 1. This regime r> rδ corresponds to a generalization of the rational bubble model in which the fundamental price is no more given by the discounted value of future dividends. We explain how this is possible. Our model predicts that, the higher is the market remuneration r above the discount rate, the larger is the power-law exponent and thus the thinner is the tail of the distribution of price returns.

Estimation of soil saturated hydraulic conductivity by artificial neural networks ensemble in smectitic soils

NASA Astrophysics Data System (ADS)

Sedaghat, A.; Bayat, H.; Safari Sinegani, A. A.

2016-03-01

The saturated hydraulic conductivity ( K s ) of the soil is one of the main soil physical properties. Indirect estimation of this parameter using pedo-transfer functions (PTFs) has received considerable attention. The Purpose of this study was to improve the estimation of K s using fractal parameters of particle and micro-aggregate size distributions in smectitic soils. In this study 260 disturbed and undisturbed soil samples were collected from Guilan province, the north of Iran. The fractal model of Bird and Perrier was used to compute the fractal parameters of particle and micro-aggregate size distributions. The PTFs were developed by artificial neural networks (ANNs) ensemble to estimate K s by using available soil data and fractal parameters. There were found significant correlations between K s and fractal parameters of particles and microaggregates. Estimation of K s was improved significantly by using fractal parameters of soil micro-aggregates as predictors. But using geometric mean and geometric standard deviation of particles diameter did not improve K s estimations significantly. Using fractal parameters of particles and micro-aggregates simultaneously, had the most effect in the estimation of K s . Generally, fractal parameters can be successfully used as input parameters to improve the estimation of K s in the PTFs in smectitic soils. As a result, ANNs ensemble successfully correlated the fractal parameters of particles and micro-aggregates to K s .

eHive: An Artificial Intelligence workflow system for genomic analysis

PubMed Central

2010-01-01

Background The Ensembl project produces updates to its comparative genomics resources with each of its several releases per year. During each release cycle approximately two weeks are allocated to generate all the genomic alignments and the protein homology predictions. The number of calculations required for this task grows approximately quadratically with the number of species. We currently support 50 species in Ensembl and we expect the number to continue to grow in the future. Results We present eHive, a new fault tolerant distributed processing system initially designed to support comparative genomic analysis, based on blackboard systems, network distributed autonomous agents, dataflow graphs and block-branch diagrams. In the eHive system a MySQL database serves as the central blackboard and the autonomous agent, a Perl script, queries the system and runs jobs as required. The system allows us to define dataflow and branching rules to suit all our production pipelines. We describe the implementation of three pipelines: (1) pairwise whole genome alignments, (2) multiple whole genome alignments and (3) gene trees with protein homology inference. Finally, we show the efficiency of the system in real case scenarios. Conclusions eHive allows us to produce computationally demanding results in a reliable and efficient way with minimal supervision and high throughput. Further documentation is available at: http://www.ensembl.org/info/docs/eHive/. PMID:20459813

Finding Snowmageddon: Detecting and quantifying northeastern U.S. snowstorms in a multi-decadal global climate ensemble

NASA Astrophysics Data System (ADS)

Zarzycki, C. M.

2017-12-01

The northeastern coast of the United States is particularly vulnerable to impacts from extratropical cyclones during winter months, which produce heavy precipitation, high winds, and coastal flooding. These impacts are amplified by the proximity of major population centers to common storm tracks and include risks to health and welfare, massive transportation disruption, lost spending productivity, power outages, and structural damage. Historically, understanding regional snowfall in climate models has generally centered around seasonal mean climatologies even though major impacts typically occur at the scales of hours to days. To quantify discrete snowstorms at the event level, we describe a new objective detection algorithm for gridded data based on the Regional Snowfall Index (RSI) produced by NOAA's National Centers for Environmental Information. The algorithm uses 6-hourly precipitation to collocate storm-integrated snowfall with population density to produce a distribution of snowstorms with societally relevant impacts. The algorithm is tested on the Community Earth System Model (CESM) Large Ensemble Project (LENS) data. Present day distributions of snowfall events is well-replicated within the ensemble. We discuss classification sensitivities to assumptions made in determining precipitation phase and snow water equivalent. We also explore projected reductions in mid-century and end-of-century snowstorms due to changes in snowfall rates and precipitation phase, as well as highlight potential improvements in storm representation from refined horizontal resolution in model simulations.

Assessing the potential for improving S2S forecast skill through multimodel ensembling

NASA Astrophysics Data System (ADS)

Vigaud, N.; Robertson, A. W.; Tippett, M. K.; Wang, L.; Bell, M. J.

2016-12-01

Non-linear logistic regression is well suited to probability forecasting and has been successfully applied in the past to ensemble weather and climate predictions, providing access to the full probabilities distribution without any Gaussian assumption. However, little work has been done at sub-monthly lead times where relatively small re-forecast ensembles and lengths represent new challenges for which post-processing avenues have yet to be investigated. A promising approach consists in extending the definition of non-linear logistic regression by including the quantile of the forecast distribution as one of the predictors. So-called Extended Logistic Regression (ELR), which enables mutually consistent individual threshold probabilities, is here applied to ECMWF, CFSv2 and CMA re-forecasts from the S2S database in order to produce rainfall probabilities at weekly resolution. The ELR model is trained on seasonally-varying tercile categories computed for lead times of 1 to 4 weeks. It is then tested in a cross-validated manner, i.e. allowing real-time predictability applications, to produce rainfall tercile probabilities from individual weekly hindcasts that are finally combined by equal pooling. Results will be discussed over a broader North American region, where individual and MME forecasts generated out to 4 weeks lead are characterized by good probabilistic reliability but low sharpness, exhibiting systematically more skill in winter than summer.

Transaction fees and optimal rebalancing in the growth-optimal portfolio

NASA Astrophysics Data System (ADS)

Feng, Yu; Medo, Matúš; Zhang, Liang; Zhang, Yi-Cheng

2011-05-01

The growth-optimal portfolio optimization strategy pioneered by Kelly is based on constant portfolio rebalancing which makes it sensitive to transaction fees. We examine the effect of fees on an example of a risky asset with a binary return distribution and show that the fees may give rise to an optimal period of portfolio rebalancing. The optimal period is found analytically in the case of lognormal returns. This result is consequently generalized and numerically verified for broad return distributions and returns generated by a GARCH process. Finally we study the case when investment is rebalanced only partially and show that this strategy can improve the investment long-term growth rate more than optimization of the rebalancing period.

Orchestrating Distributed Resource Ensembles for Petascale Science

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baldin, Ilya; Mandal, Anirban; Ruth, Paul

2014-04-24

Distributed, data-intensive computational science applications of interest to DOE scientific com- munities move large amounts of data for experiment data management, distributed analysis steps, remote visualization, and accessing scientific instruments. These applications need to orchestrate ensembles of resources from multiple resource pools and interconnect them with high-capacity multi- layered networks across multiple domains. It is highly desirable that mechanisms are designed that provide this type of resource provisioning capability to a broad class of applications. It is also important to have coherent monitoring capabilities for such complex distributed environments. In this project, we addressed these problems by designing an abstractmore » API, enabled by novel semantic resource descriptions, for provisioning complex and heterogeneous resources from multiple providers using their native provisioning mechanisms and control planes: computational, storage, and multi-layered high-speed network domains. We used an extensible resource representation based on semantic web technologies to afford maximum flexibility to applications in specifying their needs. We evaluated the effectiveness of provisioning using representative data-intensive ap- plications. We also developed mechanisms for providing feedback about resource performance to the application, to enable closed-loop feedback control and dynamic adjustments to resource allo- cations (elasticity). This was enabled through development of a novel persistent query framework that consumes disparate sources of monitoring data, including perfSONAR, and provides scalable distribution of asynchronous notifications.« less

Ensemble catchment hydrological modelling for climate change impact analysis

NASA Astrophysics Data System (ADS)

Vansteenkiste, Thomas; Ntegeka, Victor; Willems, Patrick

2014-05-01

It is vital to investigate how the hydrological model structure affects the climate change impact given that future changes not in the range for which the models were calibrated or validated are likely. Thus an ensemble modelling approach which involves a diversity of models with different structures such as spatial resolutions and process descriptions is crucial. The ensemble modelling approach was applied to a set of models: from the lumped conceptual models NAM, PDM and VHM, an intermediate detailed and distributed model WetSpa, to the highly detailed and fully distributed model MIKE-SHE. Explicit focus was given to the high and low flow extremes. All models were calibrated for sub flows and quick flows derived from rainfall and potential evapotranspiration (ETo) time series. In general, all models were able to produce reliable estimates of the flow regimes under the current climate for extreme peak and low flows. An intercomparison of the low and high flow changes under changed climatic conditions was made using climate scenarios tailored for extremes. Tailoring was important for two reasons. First, since the use of many scenarios was not feasible it was necessary to construct few scenarios that would reasonably represent the range of extreme impacts. Second, scenarios would be more informative as changes in high and low flows would be easily traced to changes of ETo and rainfall; the tailored scenarios are constructed using seasonal changes that are defined using different levels of magnitude (high, mean and low) for rainfall and ETo. After simulation of these climate scenarios in the five hydrological models, close agreement was found among the models. The different models predicted similar range of peak flow changes. For the low flows, however, the differences in the projected impact range by different hydrological models was larger, particularly for the drier scenarios. This suggests that the hydrological model structure is critical in low flow predictions, more than in high flow conditions. Hence, the mechanism of the slow flow component simulation requires further attention. It is concluded that a multi-model ensemble approach where different plausible model structures are applied, is extremely useful. It improves the reliability of climate change impact results and allows decision making to be based on uncertainty assessment that includes model structure related uncertainties. References: Ntegeka, V., Baguis, P., Roulin, E., Willems, P., 2014. Developing tailored climate change scenarios for hydrological impact assessments. Journal of Hydrology, 508C, 307-321 Vansteenkiste, Th., Tavakoli, M., Ntegeka, V., Willems, P., De Smedt, F., Batelaan, O., 2013. Climate change impact on river flows and catchment hydrology: a comparison of two spatially distributed models. Hydrological Processes, 27(25), 3649-3662. Vansteenkiste, Th., Tavakoli, M., Ntegeka, V., Van Steenbergen, N., De Smedt, F., Batelaan, O., Pereira, F., Willems, P., 2014. Intercomparison of five lumped and distributed models for catchment runoff and extreme flow simulation. Journal of Hydrology, in press. Vansteenkiste, Th., Tavakoli, M., Ntegeka, V., De Smedt, F., Batelaan, O., Pereira, F., Willems, P., 2014. Intercomparison of climate scenario impact predictions by a lumped and distributed model ensemble. Journal of Hydrology, in revision.

Moving beyond the cost-loss ratio: economic assessment of streamflow forecasts for a risk-averse decision maker

NASA Astrophysics Data System (ADS)

Matte, Simon; Boucher, Marie-Amélie; Boucher, Vincent; Fortier Filion, Thomas-Charles

2017-06-01

A large effort has been made over the past 10 years to promote the operational use of probabilistic or ensemble streamflow forecasts. Numerous studies have shown that ensemble forecasts are of higher quality than deterministic ones. Many studies also conclude that decisions based on ensemble rather than deterministic forecasts lead to better decisions in the context of flood mitigation. Hence, it is believed that ensemble forecasts possess a greater economic and social value for both decision makers and the general population. However, the vast majority of, if not all, existing hydro-economic studies rely on a cost-loss ratio framework that assumes a risk-neutral decision maker. To overcome this important flaw, this study borrows from economics and evaluates the economic value of early warning flood systems using the well-known Constant Absolute Risk Aversion (CARA) utility function, which explicitly accounts for the level of risk aversion of the decision maker. This new framework allows for the full exploitation of the information related to a forecasts' uncertainty, making it especially suited for the economic assessment of ensemble or probabilistic forecasts. Rather than comparing deterministic and ensemble forecasts, this study focuses on comparing different types of ensemble forecasts. There are multiple ways of assessing and representing forecast uncertainty. Consequently, there exist many different means of building an ensemble forecasting system for future streamflow. One such possibility is to dress deterministic forecasts using the statistics of past error forecasts. Such dressing methods are popular among operational agencies because of their simplicity and intuitiveness. Another approach is the use of ensemble meteorological forecasts for precipitation and temperature, which are then provided as inputs to one or many hydrological model(s). In this study, three concurrent ensemble streamflow forecasting systems are compared: simple statistically dressed deterministic forecasts, forecasts based on meteorological ensembles, and a variant of the latter that also includes an estimation of state variable uncertainty. This comparison takes place for the Montmorency River, a small flood-prone watershed in southern central Quebec, Canada. The assessment of forecasts is performed for lead times of 1 to 5 days, both in terms of forecasts' quality (relative to the corresponding record of observations) and in terms of economic value, using the new proposed framework based on the CARA utility function. It is found that the economic value of a forecast for a risk-averse decision maker is closely linked to the forecast reliability in predicting the upper tail of the streamflow distribution. Hence, post-processing forecasts to avoid over-forecasting could help improve both the quality and the value of forecasts.

Understanding the Impact of Return-Current Losses on the X-Ray Emission from Solar Flares

NASA Technical Reports Server (NTRS)

Holman, Gordon D.

2012-01-01

I obtain and examine the implications of one-dimensional analytic solutions for return-current losses on an initially power-law distribution of energetic electrons with a sharp low-energy cutoff in flare plasma with classical (collisional) resistivity. These solutions show, for example, that return-current losses are not sensitive to plasma density, but are sensitive to plasma temperature and the low energy cutoff of the injected nonthermal electron distribution. A characteristic distance from the electron injection site, x(sub rc), is derived. At distances less than x(sub rc) the electron flux density is not reduced by return-current losses, but plasma heating can be substantial in this region, in the upper, coronal part of the flare loop. Before the electrons reach the collisional thick-target region of the flare loop, an injected power-law electron distribution with a low-energy cutoff maintains that structure, but with a flat energy distribution below the cutoff energy, which is now determined by the total potential drop experienced by the electrons. Modifications due to the presence of collisional losses are discussed. I compare these results with earlier analytical results and with more recent numerical simulations. Emslie's 1980 conjecture that there is a maximum integrated X-ray source brightness on the order of 10(exp -15) photons per square centimeter per second per square centimeter is examined. I find that this is not actually a maximum brightness and its value is parameter dependent, but it is nevertheless a valuable benchmark for identifying return-current losses in hard X-ray spectra. I discuss an observational approach to identifying return-current losses in flare data, including identification of a return-current "bump" in X-ray light curves at low photon energies.

A Statistical Multimodel Ensemble Approach to Improving Long-Range Forecasting in Pakistan

DTIC Science & Technology

2012-03-01

Impact of global warming on monsoon variability in Pakistan. J. Anim. Pl. Sci., 21, no. 1, 107–110. Gillies, S., T. Murphree, and D. Meyer, 2012...are generated by multiple regression models that relate globally distributed oceanic and atmospheric predictors to local predictands. The...generated by multiple regression models that relate globally distributed oceanic and atmospheric predictors to local predictands. The predictands are

A model for the microwave emissivity of the ocean's surface as a function of wind speed

NASA Technical Reports Server (NTRS)

Wilheit, T. T.

1979-01-01

A quanitative model is presented which describes the ocean surface as a ensemble of flat facets with a normal distribution of slopes. The variance of the slope distribution is linearly related to frequency up to 35 GHz and constant at higher frequencies. These facets are partially covered with an absorbing nonpolarized foam layer. Experimental evidence is presented for this model.

An Innovative Network to Improve Sea Ice Prediction in a Changing Arctic

DTIC Science & Technology

2014-09-30

sea ice volume. The EXP ensemble is initialized with 1/5 of CNTL snow depths, thus resulting in a reduced snow cover and lower summer albedo ... Sea Ice - Albedo Feedback in Sea Ice Predictions is also about understanding sea ice predictability. REFERENCES Blanchard-Wrigglesworth, E., K...1 DISTRIBUTION STATEMENT A. Approved for public release; distribution is unlimited. An Innovative Network to Improve Sea Ice Prediction

Application of a quantum ensemble model to linguistic analysis

NASA Astrophysics Data System (ADS)

Rovenchak, Andrij; Buk, Solomija

2011-04-01

A new set of parameters to describe the behavior of word frequencies in texts is proposed. An analogy between the word frequency distribution and the Bose distribution is suggested, and the notion of “temperature” is introduced for this case. The calculations are made for English, Ukrainian, and the Guinean Maninka languages. A correlation between the language structure (the level of analyticity) and the defined parameters is shown to exist.

Size and Velocity Distributions of Particles and Droplets in Spray Combustion Systems.

DTIC Science & Technology

1984-11-01

constructed, calibrated, and successfully applied. Our efforts to verify the performance and accuracy of this diagnostic led to a parallel research...array will not be an acceptable detection system for size distribution measurements by this method. VI. Conclusions This study has led to the following...radiation is also useful particle size analysis by ensemble multiangle scattering. One problem for all multiwavelength or multiaricle diagnostics for