Innovative multi-cross trend model and application

2022 ◽  
Vol 26 (1) ◽  
pp. 64
Author(s):  
Zekâi Şen
Keyword(s):  
Trend Model

Investigation of a New Approach to Predict Water Quality Extremes with a Case Study of Chemical Determinands in Stream Water

1991 ◽  
Vol 24 (6) ◽  
pp. 25-33
Author(s):  
A. J. Jakeman ◽  
P. G. Whitehead ◽  
A. Robson ◽  
J. A. Taylor ◽  
J. Bai
Keyword(s):  
Water Quality ◽  
Stream Water ◽  
Probability Distributions ◽  
Management Strategies ◽  
Hybrid Modelling ◽  
Trend Model ◽  
Environmental Extremes ◽  
Modelling Approach

The paper illustrates analysis of the assumptions of the statistical component of a hybrid modelling approach for predicting environmental extremes. This shows how to assess the applicability of the approach to water quality problems. The analysis involves data on stream acidity from the Birkenes catchment in Norway. The modelling approach is hybrid in that it uses: (1) a deterministic or process-based description to simulate (non-stationary) long term trend values of environmental variables, and (2) probability distributions which are superimposed on the trend values to characterise the frequency of shorter term concentrations. This permits assessment of management strategies and of sensitivity to climate variables by adjusting the values of major forcing variables in the trend model. Knowledge of the variability about the trend is provided by: (a) identification of an appropriate parametric form of the probability density function (pdf) of the environmental attribute (e.g. stream acidity variables) whose extremes are of interest, and (b) estimation of pdf parameters using the output of the trend model.

Trend model testing of growth convergence in 15 OECD countries, 1946-1997

2002 ◽  
Vol 34 (2) ◽  
pp. 133-142 ◽  
Author(s):  
Mikael Linden
Keyword(s):  
Oecd Countries ◽  
Model Testing ◽  
Growth Convergence ◽  
Trend Model

scholarly journals Global and long-term comparison of SCIAMACHY limb ozone profiles with correlative satellite data (2002–2008)

2011 ◽  
Vol 4 (4) ◽  
pp. 4867-4910
Author(s):  
S. Mieruch ◽  
M. Weber ◽  
C. von Savigny ◽  
A. Rozanov ◽  
H. Bovensmann ◽  
...  
Keyword(s):  
Satellite Data ◽  
Convective Cloud ◽  
Residual Effects ◽  
Statistical Hypothesis ◽  
Systematic Bias ◽  
Statistical Hypothesis Testing ◽  
Trend Model ◽  
The Tropics ◽  
Linear Trends

Abstract. SCIAMACHY limb scatter ozone profiles from 2002 to 2008 have been compared with MLS (2005–2008), SABER (2002–2008), SAGE II (2002–2005), HALOE (2002–2005) and ACE-FTS (2004–2008) measurements. The comparison is performed for global zonal averages and heights from 10 to 50 km in one km steps. The validation was performed by comparing monthly mean zonal means and by comparing averages over collocated profiles within a zonal band and month. Both approaches yield similar results. For most of the stratosphere SCIAMACHY agrees to within 10 % or better with other correlative data. A systematic bias of SCIAMACHY ozone of up to 100 % between 10 and 20 km in the tropics points to some remaining issues with regard to convective cloud interference. Statistical hypothesis testing reveals at which altitudes and in which region differences between SCIAMACHY and other satellite data are statistically significant. We also estimated linear trends from monthly mean data for different periods where SCIAMACHY has common observations with other satellite data using a classical trend model with QBO and seasonal terms in order to draw conclusions on potential instrumental drifts as a function of latitude and altitude. SCIAMACHY exhibits a statistically significant negative trend in the range of of about 1–3 % per year depending on latitude during the period 2002–2005 (overlapping with HALOE and SAGE II) and somewhat less during 2002–2008 (overlapping with SABER) in the altitude range of 30–40 km, while in the period 2004–2008 (overlapping with MLS and ACE-FTS) no significant trends are observed. The statistically significant negative trends only observed with SCIAMACHY data point at some residual effects from errors in the tangent height registration.

A Mixture Price Trend Model for Long-Term Risk Management

2010 ◽  
pp. 157-173
Author(s):  
Eric S. Fung ◽  
Wai-Ki Ching ◽  
Tak-Kuen Siu
Keyword(s):  
Risk Management ◽  
Financial Risk ◽  
Estimation Method ◽  
Real Data ◽  
Price Trend ◽  
Trend Model ◽  
Proposed Model ◽  
Price Trends ◽  
Long Term Forecasting

In financial forecasting, a long-standing challenging issue is to develop an appropriate model for forecasting long-term risk management of enterprises. In this chapter, using financial markets as an example, we introduce a mixture price trend model for long-term forecasts of financial asset prices with a view to applying it for long-term financial risk management. The key idea of the mixture price trend model is to provide a general and flexible way to incorporate various price trend behaviors and to extract information from price trends for long-term forecasting. Indeed, the mixture price trend model can incorporate model uncertainty in the price trend model, which is a key element for risk management and is overlooked in some of the current literatures. The mixture price trend model also allows the incorporation of users’ subjective views on long-term price trends. An efficient estimation method is introduced. Statistical analysis of the proposed model based on real data will be conducted to illustrate the performance of the model.

scholarly journals Hybrid model of ARIMA-linear trend model for tourist arrivals prediction model in Surakarta City, Indonesia

2019 ◽  
Author(s):  
Purwanto ◽  
Sunardi ◽  
Fenty Tristanti Julfia ◽  
Aditya Paramananda
Keyword(s):  
Prediction Model ◽  
Hybrid Model ◽  
Linear Trend ◽  
Trend Model

scholarly journals Descriptions of Retrun Period and those Degrees of Experience for a Trend Model of Sea Extremes

2009 ◽  
Vol 65 (1) ◽  
pp. 166-170
Author(s):  
Toshikazu KITANO ◽  
Wataru KIOKA ◽  
Rinya TAKAHASHI
Keyword(s):  
Trend Model

scholarly journals Regression Analysis and Risk Assessment of Groundwater Levels

Proceedings ◽  
2018 ◽  
Vol 2 (11) ◽  
pp. 641
Author(s):  
Panagiota Theodoridou ◽  
Emmanouil Varouchakis ◽  
George Karatzas
Keyword(s):  
Groundwater Level ◽  
Research Work ◽  
Ground Surface ◽  
Threshold Value ◽  
Auxiliary Variable ◽  
Indicator Kriging ◽  
Trend Function ◽  
Groundwater Levels ◽  
Trend Model ◽  
Residual Kriging

The present research work uses Residual Kriging to estimate the groundwater level of an unconfined alluvial aquifer, as well as the trend function. The ground surface elevation is used as auxiliary variable in the trend model. Indicator Kriging is applied to detect potential vulnerable locations. Classical variogram functions are applied to determine the spatial correlation of the measurements. The risk of hydraulic head to lie below a threshold value is significant, mainly at the South and North parts of the aquifer, where the lower values of groundwater level are estimated, indicating that these areas require intense monitoring to ensure the water resources availability.

scholarly journals The adsorption of phosphate-buffered saline to model films composed of nanofibrillated cellulose and gelatin

2019 ◽  
Vol 17 (1) ◽  
pp. 228080001982651 ◽  
Author(s):  
Sedat Ondaral ◽  
Elif Çelik ◽  
Orçun Çağlar Kurtuluş
Keyword(s):  
Frequency Shift ◽  
Functional Groups ◽  
Quartz Crystal Microbalance ◽  
Quartz Crystal ◽  
Nanofibrillated Cellulose ◽  
Adsorption Rate ◽  
Carboxyl Groups ◽  
Trend Model ◽  
Phosphate Buffered Saline

Phosphate-buffered saline (PBS) adsorption on model films composed of gelatin and nanofibrillated celluloses (NFCs) with different aldehyde and carboxyl contents was studied by means of the quartz crystal microbalance with dissipation (QCM-D) technique in this study. The results showed that frequency shift (Δ f) due to PBS adsorption increased with increasing gelatin content to 50% in NFC-containing films. The dissipation shift and adsorption rate of PBS followed the same trend. Model films with NFC-1 having 1.22 mmol/g aldehyde and 0.6 mmol/g carboxyl groups adsorbed more PBS than those consisting of NFC-2 with 0.25 mmol/g aldehyde and 1.15 mmol/g carboxyl groups except for film composed of 50% gelatin. However, adsorption rate of PBS was found to be slower for NFC-1 containing film because the acetal and amidol bonds formed by functional groups in the network of cellulose and gelatin needed more time to let PBS migrate into the films.

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