Coupled Air–Mixed Layer Temperature Predictability for Climate Reconstruction

2012 ◽  
Vol 25 (2) ◽  
pp. 459-472 ◽  
Author(s):  
Angeline G. Pendergrass ◽  
Gregory J. Hakim ◽  
David S. Battisti ◽  
Gerard Roe
Keyword(s):  
Stochastic Model ◽  
Coupling Strength ◽  
Forecast Error ◽  
Total Error ◽  
Thermal Inertia ◽  
Error Variance ◽  
Climate System ◽  
Frequency Noise ◽  
Forecast Error Variance ◽  
Slab Ocean

Abstract A central issue for understanding past climates involves the use of sparse time-integrated data to recover the physical properties of the coupled climate system. This issue is explored in a simple model of the midlatitude climate system that has attributes consistent with the observed climate. A quasigeostrophic (QG) model thermally coupled to a slab ocean is used to approximate midlatitude coupled variability, and a variant of the ensemble Kalman filter is used to assimilate time-averaged observations. The dependence of reconstruction skill on coupling and thermal inertia is explored. Results from this model are compared with those for an even simpler two-variable linear stochastic model of midlatitude air–sea interaction, for which the assimilation problem can be solved semianalytically. Results for the QG model show that skill decreases as the length of time over which observations are averaged increases in both the atmosphere and ocean when normalized against the time-averaged climatological variance. Skill in the ocean increases with slab depth, as expected from thermal inertia arguments, but skill in the atmosphere decreases. An explanation of this counterintuitive result derives from an analytical expression for the forecast error covariance in the two-variable stochastic model, which shows that the ratio of noise to total error increases with slab ocean depth. Essentially, noise becomes trapped in the atmosphere by a thermally stiffer ocean, which dominates the decrease in initial condition error owing to improved skill in the ocean. Increasing coupling strength in the QG model yields higher skill in the atmosphere and lower skill in the ocean, as the atmosphere accesses the longer ocean memory and the ocean accesses more atmospheric high-frequency “noise.” The two-variable stochastic model fails to capture this effect, showing decreasing skill in both the atmosphere and ocean for increased coupling strength, due to an increase in the ratio of noise to the forecast error variance. Implications for the potential for data assimilation to improve climate reconstructions are discussed.

The influence of economic policy uncertainty and geopolitical risk on US citizens overseas air passenger travel by regional destination

2020 ◽  
pp. 135481662098119
Author(s):  
James E Payne ◽  
Nicholas Apergis
Keyword(s):  
Economic Policy ◽  
Forecast Error ◽  
Error Variance ◽  
Variance Decomposition ◽  
Air Travel ◽  
Policy Uncertainty ◽  
Economic Policy Uncertainty ◽  
Passenger Travel ◽  
Forecast Error Variance

This research note extends the literature on the role of economic policy uncertainty and geopolitical risk on US citizens overseas air travel through the examination of the forecast error variance decomposition of total overseas air travel and by regional destination. Our empirical findings indicate that across regional destinations, US economic policy uncertainty explains more of the forecast error variance of US overseas air travel, followed by geopolitical risk with global economic policy uncertainty explaining a much smaller percentage of the forecast error variance.

scholarly journals Predicting Water Availability in Water Bodies under the Influence of Precipitation and Water Management Actions Using VAR/VECM/LSTM

Climate ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 144
Author(s):  
Harleen Kaur ◽  
Mohammad Afshar Alam ◽  
Saleha Mariyam ◽  
Bhavya Alankar ◽  
Ritu Chauhan ◽  
...  
Keyword(s):  
Water Management ◽  
Short Term Memory ◽  
Forecast Error ◽  
Error Variance ◽  
Water Levels ◽  
Water Bodies ◽  
Economic Activities ◽  
Management Actions ◽  
Forecast Error Variance ◽  
Water Treatments

Recently, awareness about the significance of water management has risen as population growth and global warming increase, and economic activities and land use continue to stress our water resources. In addition, global water sustenance efforts are crippled by capital-intensive water treatments and water reclamation projects. In this paper, a study of water bodies to predict the amount of water in each water body using identifiable unique features and to assess the behavior of these features on others in the event of shock was undertaken. A comparative study, using a parametric model, was conducted among Vector Autoregression (VAR), the Vector Error Correction Model (VECM), and the Long Short-Term Memory (LSTM) model for determining the change in water level and water flow of water bodies. Besides, orthogonalized impulse responses (OIR) and forecast error variance decompositions (FEVD) explaining the evolution of water levels and flow rates, the study shows the significance of VAR/VECM models over LSTM. It was found that on some water bodies, the VAR model gave reliable results. In contrast, water bodies such as water springs gave mixed results of VAR/VECM.

scholarly journals Oil Prices and the U.S. Dollar Exchange Rate: Evidence from the Monetary Model

2018 ◽  
Vol 10 (4) ◽  
pp. 17
Author(s):  
Moayad H. Al Rasasi
Keyword(s):  
Exchange Rate ◽  
Forecast Error ◽  
Negative Relationship ◽  
Impulse Response Function ◽  
Decomposition Analysis ◽  
Oil Prices ◽  
Error Variance ◽  
Monetary Model ◽  
Forecast Error Variance ◽  
Positive Shock

This paper analyzes how changes in global oil prices affect the US dollar (USD) exchange rate based on the monetary model of exchange rate. We find evidence indicating a negative relationship between oil prices and the USD exchange rate against 12 currencies. Specifically, the analysis of the impulse response function shows that the depreciation rate of the USD exchange rate ranges between 0.002 and 0.018 percentage points as a result of a one-standard deviation positive shock to the real price of crude oil. In the same vein, the forecast error variance decomposition analysis reveals that variation in the USD exchange rate is largely attributable to changes in the price of oil rather than monetary fundamentals. In last, the out-of-sample forecast exercise indicates that oil prices enhance the predictability power of the monetary model of exchange rate.

scholarly journals KAJIAN AKTIVITAS EKONOMI LUAR NEGERI INDONESIA TERHADAP PERTUMBUHAN EKONOMI INDONESIA PERIODE 1998-2014

2017 ◽  
Vol 9 (2) ◽  
pp. 119
Author(s):  
Ryan Hawari ◽  
Fitri Kartiasih
Keyword(s):  
Economic Growth ◽  
Foreign Direct Investment ◽  
Exchange Rate ◽  
Direct Investment ◽  
Forecast Error ◽  
Foreign Debt ◽  
Trade Openness ◽  
Impulse Response Function ◽  
Error Variance ◽  
Forecast Error Variance

Indonesia is a developing country which adopts an “open economic”. That caused Indonesia economic is strongly influenced by factors that come from outside of Indonesia. External factors in this research is referred to foreign debt, foreign direct investment, trade openness and exchange rate of rupiah with USD. The analytical method in this research used Vector Error Correction Model (VECM) which will focused on Impulse Response Function (IRF) and Forecast Error Variance Decomposition (FEVD). Based on result of IRF, exchange rate had a positive effect to economic growth, while foreign debt, foreign direct investment and trade openness had a negative effect to economic growth. Based on result of FEVD, shock on economic growth in Indonesia affected by economic growth itself (43.21%), followed by foreign debt (26.30%), trade openness (14.16%), foreign direct investment (8.29%) and exchange rate (8.04%) Keywords: economic growth, trade openness, VECM, IRF, FEVD

THE PRICE OF COCAINE AND THE COLOMBIAN PESO: AN EMPIRICAL INVESTIGATION

2019 ◽  
Vol 19 (03) ◽  
pp. 1950015
Author(s):  
ALEXI THOMPSON ◽  
YAYA SISSOKO
Keyword(s):  
Forecast Error ◽  
Control Policy ◽  
Error Variance ◽  
Decomposition Methods ◽  
Nominal Exchange Rate ◽  
Policy Implications ◽  
Vector Error Correction ◽  
National Drug ◽  
Forecast Error Variance ◽  
National Drug Control Policy

While the underground economy is not explicitly included in the measure of (GDP), the cocaine trade has been a major source of revenue for Colombia. Using quarterly cocaine prices from 1982 to 2007 published by the Office of National Drug Control Policy, this paper uses vector error correction and forecast error variance decomposition methods to look at the relationship between cocaine prices and the peso/$ nominal exchange rate. Our results indicate cocaine prices affect the value of the Colombian peso, which leads to some interesting policy implications.

scholarly journals Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets

2009 ◽  
Vol 41 (1) ◽  
pp. 227-240 ◽  
Author(s):  
Andrew M. McKenzie ◽  
Harold L. Goodwin ◽  
Rita I. Carreira
Keyword(s):  
Forecast Error ◽  
Error Variance ◽  
Autoregressive Models ◽  
Model Specification ◽  
Decomposition Approach ◽  
Vector Autoregressive ◽  
Forecasting Performance ◽  
Causality Tests ◽  
Forecast Error Variance ◽  
Variance Decompositions

Although Vector Autoregressive models are commonly used to forecast prices, specification of these models remains an issue. Questions that arise include choice of variables and lag length. This article examines the use of Forecast Error Variance Decompositions to guide the econometrician's model specification. Forecasting performance of Variance Autoregressive models, generated from Forecast Error Variance Decompositions, is analyzed within wholesale chicken markets. Results show that the Forecast Error Variance Decomposition approach has the potential to provide superior model selections to traditional Granger Causality tests.

scholarly journals Impacts of Sea Surface Temperature Uncertainty on the Western North Pacific Subtropical High (WNPSH) and Rainfall

2011 ◽  
Vol 26 (3) ◽  
pp. 371-387 ◽  
Author(s):  
Xiaodong Hong ◽  
Craig H. Bishop ◽  
Teddy Holt ◽  
Larry O’Neill
Keyword(s):  
Surface Temperature ◽  
Sea Surface Temperature ◽  
North Pacific ◽  
Western North Pacific ◽  
Forecast Error ◽  
Error Variance ◽  
Satellite Observations ◽  
Sea Surface ◽  
Subtropical High ◽  
Forecast Error Variance

Abstract This paper examines the sensitivity of short-term forecasts of the western North Pacific subtropical high (WNPSH) and rainfall to sea surface temperature (SST) uncertainty using the Coupled Ocean–Atmosphere Mesoscale Prediction System (COAMPS). A comparison of analyzed SSTs with satellite observations of SST indicates that SST analysis errors are particularly pronounced on horizontal scales from 100 to 200 km, similar to the mesoscale eddy scales in the Kuroshio region. Since significant oceanic variations occur on these scales, it is of interest to examine the effects of representing this small-scale uncertainty with random, scale-dependent perturbations. An SST ensemble perturbation generation technique is used here that enables temporal and spatial correlations to be controlled and produces initial SST fields comparable to satellite observations. The atmospheric model develops large uncertainty in the Korea and Japan area due to the fluctuation in the horizontal pressure gradient caused by the location of the WNPSH. This, in turn, increases the variance of the low-level jet (LLJ) over southeast China, resulting in large differences in the moist transport flux from the tropical ocean and subsequent rainfall. Validation using bin-mean statistics shows that the ensemble forecast with the perturbed SST better distinguishes large forecast error variance from small forecast error variance. The results suggest that using the SST perturbation as a proxy for the ocean ensemble in a coupled atmosphere and ocean ensemble system is feasible and computationally efficient.

scholarly journals A Study on the Reduction of Forecast Error Variance by Three Adaptive Observation Approaches for Tropical Cyclone Prediction

2011 ◽  
Vol 139 (7) ◽  
pp. 2218-2232 ◽  
Author(s):  
Xiaohao Qin ◽  
Mu Mu
Keyword(s):  
Tropical Cyclone ◽  
Large Scale ◽  
Forecast Error ◽  
Error Variance ◽  
Northwest Pacific ◽  
Optimal Perturbation ◽  
Observational Network ◽  
Steering Flow ◽  
Forecast Error Variance ◽  
Cyclone Prediction

Abstract Three adaptive approaches for tropical cyclone prediction are compared in this study: the conditional nonlinear optimal perturbation (CNOP) method, the first singular vector (FSV) method, and the ensemble transform Kalman filter (ETKF) method. These approaches are compared for 36-h forecasts of three northwest Pacific tropical cyclones (TCs): Matsa (2005), Nock-Ten (2004), and Morakot (2009). The sensitive regions identified by each method are obtained. The CNOPs form an annulus around the storm at the targeting time, the FSV targets areas north of the storm, and the ETKF closely targets the typhoon location itself. The sensitive results of both the CNOPs and FSV collocate well with the steering flow between the subtropical high and the TCs. Furthermore, the regions where the convection is strong are targeted by the CNOPs. Relatively speaking, the ETKF sensitive results reflect the large-scale flow. To identify the most effective adaptive observational network, numerous probes or flights were tested arbitrarily for the ETKF method or according to the calculated sensitive regions of the CNOP and FSV methods. The results show that the sensitive regions identified by these three methods are more effective for adaptive observations than the other regions. In all three cases, the optimal adaptive observational network identified by the CNOP and ETKF methods results in similar forecast improvements in the verification region at the verification time, while the improvement using the FSV method is minor.

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