scholarly journals The joint influence of break and noise variance on the break detection capability in time series homogenization

Author(s):  
Ralf Lindau ◽  
Victor Karel Christiaan Venema

Abstract. Instrumental climate records of the last centuries suffer from multiple breaks due to relocations and changes in measurement techniques. These breaks are detected by relative homogenization algorithms using the difference time series between a candidate and a reference. Modern multiple changepoint methods use a decomposition approach where the segmentation explaining most variance defines the breakpoints, while a stop criterion restricts the number of breaks. In this study a pairwise multiple breakpoint algorithm consisting of these two components is tested with simulated data for a range of signal-to-noise ratios (SNRs) found in monthly temperature station datasets. The results for low SNRs obtained by this algorithm do not differ much from random segmentations; simply increasing the stop criterion to reduce the number of breaks is shown to not be helpful. This can be understood by considering that, in case of multiple breakpoints, even a random segmentation can explain about half of the break variance. We derive analytical equations for the explained noise and break variance for random and optimal segmentations. From these we conclude that reliable break detection at low but realistic SNRs needs a new approach. The problem is relevant because the uncertainty of the trends of individual stations is shown to be climatologically significant also for these small SNRs. An important side result is a new method to determine the break variance and the number of breaks in a difference time series by studying the explained variance for random break positions. We further discuss the changes from monthly to annual scale which increase the SNR by more than a factor of 3.

2012 ◽  
Vol 5 (1) ◽  
pp. 1355-1379
Author(s):  
F. Forster ◽  
R. Sussmann ◽  
M. Rettinger ◽  
N. M. Deutscher ◽  
D. W. T. Griffith ◽  
...  

Abstract. We present the intercalibration of dry-air column-averaged mole fractions of methane (XCH4) retrieved from solar FTIR measurements of the Network for the Detection of Atmospheric Composition Change (NDACC) in the mid-infrared (MIR) versus near-infrared (NIR) soundings from the Total Carbon Column Observing Network (TCCON). The study uses multi-annual quasi-coincident MIR and NIR measurements from the stations Garmisch, Germany (47.48° N, 11.06° E, 743 m a.s.l.) and Wollongong, Australia (34.41° S, 150.88° E, 30 m a.s.l.). Direct comparison of the retrieved MIR and NIR time series shows a phase shift in XCH4 seasonality, i.e. a significant time-dependent bias leading to a standard deviation (stdv) of the difference time series (NIR-MIR) of 8.4 ppb. After eliminating differences in a prioris by using ACTM-simulated profiles as a common prior, the seasonalities of the (corrected) MIR and NIR time series agree within the noise (stdv = 5.2 ppb for the difference time series). The difference time series (NIR-MIR) do not show a significant trend. Therefore it is possible to use a simple scaling factor for the intercalibration without a time-dependent linear or seasonal component. Using the Garmisch and Wollongong data together, we obtain an overall calibration factor MIR/NIR = 0.9926(18). The individual calibration factors per station are 0.9940(14) for Garmisch and 0.9893(40) for Wollongong. They agree within their error bars with the overall calibration factor which can therefore be used for both stations. Our results suggest that after applying the proposed intercalibration concept to all stations performing both NIR and MIR measurements, it should be possible to obtain one refined overall intercalibration factor for the two networks. This would allow to set up a harmonized NDACC and TCCON XCH4 data set which can be exploited for joint trend studies, satellite validation, or the inverse modeling of sources and sinks.


Vestnik MEI ◽  
2021 ◽  
pp. 44-52
Author(s):  
Konstantin S. Denisov ◽  
◽  
I′ldar R. Khairetdinov ◽  
Vladimir I. Velkin ◽  
Aleksandr N. Tyrsin ◽  
...  

Two different approaches to obtaining the time series of solar insolation and wind velocity data for engineering analyzes of power systems are considered. A stochastic model for obtaining solar insolation and wind velocity at daily sampling intervals based on monthly average parameters is described. A comparative analysis of calculating various combinations of complex power systems based on the use of photovoltaic converters (PVC), windmills, and fuel generators by applying different approaches to obtaining stochastic solar insolation and wind velocity data in the VizProRES software package is carried out. Based on the simulated data, a probabilistic assessment of systems with different equipment compositions is given. A comparison of the average costs of kWh obtained proceeding from long-term climatic data and generated based on the monthly averaged parameters has shown that the difference in the results for the “PVC + fuel generator” and “windmill + fuel generator” systems was less than one percent, and for the PVC + windmill + fuel generator was slightly more than 3%, which shows the possibility of using each approach for design analysis of power systems consisting of one or more probabilistic sources.


2020 ◽  
Author(s):  
Souleymane Sy ◽  
Fabio Madonna ◽  
Emanuele Tramutola ◽  
Marco Rosoldi ◽  
Monica Proto ◽  
...  

<p>Inaccurate climate trend detections may lead to incorrect conclusions about the current state and future evolution of the climate. Trend estimation based on the use of radiosonde historical time series may be significantly affected by the choice of the estimation method. In addition, the dataset subsampling both in time (due to gaps in the data records) and in space (due to need of selecting the most reliable subset of stations for each specific application) can further increase the trend uncertainty. </p><p>Uncertainties of trend estimations have been quantified in few past investigations, considering the difference between pairs of regression methods, although limited to datasets affected by several inhomogeneities and characterized by smaller trend rates than those observed over the last two decades.</p><p>This work, carried out in the frame of the Copernicus Climate Change Service (C3S), aims to examine the sensitivity of trend estimations to linear estimation methods and to subsampling effects. The analysis is carried out using about 600 historical radiosounding time series for the period 1978-2018 available within version 2 of the Integrated Global Radiosonde Archive (IGRA).</p><p>The sensitivity of linear trends to the choice regression methods and the subsampling effects have been quantified through the comparison of four regression methods (parametric and non-parametric). The uncertainties introduced by missing data in each time series has been also quantified using a new approach, selecting different samples of stations with different amounts of missing monthly data equivalent to 0, 5, 10 and 20 years from 1978 to present. Instead, the spatial subsampling effects are quantified artificially reducing the size of the IGRA stations.</p><p>The presented work will shortly discuss results obtained for temperature and relative humidity for both night and day times  (at 0000 and 1200 UTC, respectively) at different pressure levels and latitudes.</p>


2013 ◽  
Vol 6 (2) ◽  
pp. 397-418 ◽  
Author(s):  
R. Sussmann ◽  
A. Ostler ◽  
F. Forster ◽  
M. Rettinger ◽  
N. M. Deutscher ◽  
...  

Abstract. We present the first intercalibration of dry-air column-averaged mole fractions of methane (XCH4) retrieved from solar Fourier transform infrared (FTIR) measurements of the Network for the Detection of Atmospheric Composition Change (NDACC) in the mid-infrared (MIR) versus near-infrared (NIR) soundings from the Total Carbon Column Observing Network (TCCON). The study uses multi-annual quasi-coincident MIR and NIR measurements from the stations Garmisch, Germany (47.48° N, 11.06° E, 743 m a.s.l.), and Wollongong, Australia (34.41° S, 150.88° E, 30 m a.s.l.). Direct comparison of the retrieved MIR and NIR XCH4 time series for Garmisch shows a quasi-periodic seasonal bias leading to a standard deviation (stdv) of the difference time series (NIR–MIR) of 7.2 ppb. After reducing time-dependent a priori impact by using realistic site- and time-dependent ACTM-simulated profiles as a common prior, the seasonal bias is reduced (stdv = 5.2 ppb). A linear fit to the MIR/NIR scatter plot of monthly means based on same-day coincidences does not show a y-intercept that is statistically different from zero, and the MIR/NIR intercalibration factor is found to be close to ideal within 2-σ uncertainty, i.e. 0.9996(8). The difference time series (NIR–MIR) do not show a significant trend. The same basic findings hold for Wollongong. In particular an overall MIR/NIR intercalibration factor close to the ideal 1 is found within 2-σ uncertainty. At Wollongong the seasonal cycle of methane is less pronounced and corresponding smoothing errors are not as significant, enabling standard MIR and NIR retrievals to be used directly, without correction to a common a priori. Our results suggest that it is possible to set up a harmonized NDACC and TCCON XCH4 data set which can be exploited for joint trend studies, satellite validation, or the inverse modeling of sources and sinks.


2021 ◽  
Vol 2021 (4) ◽  
Author(s):  
Anil Kumar ◽  
Amina Khatun ◽  
Sanjib Kumar Agarwalla ◽  
Amol Dighe

Abstract We propose a new approach to explore the neutral-current non-standard neutrino interactions (NSI) in atmospheric neutrino experiments using oscillation dips and valleys in reconstructed muon observables, at a detector like ICAL that can identify the muon charge. We focus on the flavor-changing NSI parameter εμτ, which has the maximum impact on the muon survival probability in these experiments. We show that non-zero εμτ shifts the oscillation dip locations in L/E distributions of the up/down event ratios of reconstructed μ− and μ+ in opposite directions. We introduce a new variable ∆d representing the difference of dip locations in μ− and μ+, which is sensitive to the magnitude as well as the sign of εμτ, and is independent of the value of $$ \Delta {m}_{32}^2 $$ Δ m 32 2 . We further note that the oscillation valley in the (E, cos θ) plane of the reconstructed muon observables bends in the presence of NSI, its curvature having opposite signs for μ− and μ+. We demonstrate the identification of NSI with this curvature, which is feasible for detectors like ICAL having excellent muon energy and direction resolutions. We illustrate how the measurement of contrast in the curvatures of valleys in μ− and μ+ can be used to estimate εμτ. Using these proposed oscillation dip and valley measurements, the achievable precision on |εμτ| at 90% C.L. is about 2% with 500 kt·yr exposure. The effects of statistical fluctuations, systematic errors, and uncertainties in oscillation parameters have been incorporated using multiple sets of simulated data. Our method would provide a direct and robust measurement of εμτ in the multi-GeV energy range.


2017 ◽  
Vol 2017 ◽  
pp. 1-14 ◽  
Author(s):  
Ilker Unal

ROC curve analysis is often applied to measure the diagnostic accuracy of a biomarker. The analysis results in two gains: diagnostic accuracy of the biomarker and the optimal cut-point value. There are many methods proposed in the literature to obtain the optimal cut-point value. In this study, a new approach, alternative to these methods, is proposed. The proposed approach is based on the value of the area under the ROC curve. This method defines the optimal cut-point value as the value whose sensitivity and specificity are the closest to the value of the area under the ROC curve and the absolute value of the difference between the sensitivity and specificity values is minimum. This approach is very practical. In this study, the results of the proposed method are compared with those of the standard approaches, by using simulated data with different distribution and homogeneity conditions as well as a real data. According to the simulation results, the use of the proposed method is advised for finding the true cut-point.


1999 ◽  
Vol 4 (1) ◽  
pp. 6-7
Author(s):  
James J. Mangraviti

Abstract The accurate measurement of hip motion is critical when one rates impairments of this joint, makes an initial diagnosis, assesses progression over time, and evaluates treatment outcome. The hip permits all motions typical of a ball-and-socket joint. The hip sacrifices some motion but gains stability and strength. Figures 52 to 54 in AMA Guides to the Evaluation of Permanent Impairment (AMA Guides), Fourth Edition, illustrate techniques for measuring hip flexion, loss of extension, abduction, adduction, and external and internal rotation. Figure 53 in the AMA Guides, Fourth Edition, illustrates neutral, abducted, and adducted positions of the hip and proper alignment of the goniometer arms, and Figure 52 illustrates use of a goniometer to measure flexion of the right hip. In terms of impairment rating, hip extension (at least any beyond neutral) is irrelevant, and the AMA Guides contains no figures describing its measurement. Figure 54, Measuring Internal and External Hip Rotation, demonstrates proper positioning and measurement techniques for rotary movements of this joint. The difference between measured and actual hip rotation probably is minimal and is irrelevant for impairment rating. The normal internal rotation varies from 30° to 40°, and the external rotation ranges from 40° to 60°.


2018 ◽  
pp. 5-29 ◽  
Author(s):  
L. M. Grigoryev ◽  
V. A. Pavlyushina

The phenomenon of economic growth is studied by economists and statisticians in various aspects for a long time. Economic theory is devoted to assessing factors of growth in the tradition of R. Solow, R. Barrow, W. Easterly and others. During the last quarter of the century, however, the institutionalists, namely D. North, D. Wallis, B. Weingast as well as D. Acemoglu and J. Robinson, have shown the complexity of the problem of development on the part of socioeconomic and political institutions. As a result, solving the problem of how economic growth affects inequality between countries has proved extremely difficult. The modern world is very diverse in terms of development level, and the article offers a new approach to the formation of the idea of stylized facts using cluster analysis. The existing statistics allows to estimate on a unified basis the level of GDP production by 174 countries of the world for 1992—2016. The article presents a structured picture of the world: the distribution of countries in seven clusters, different in levels of development. During the period under review, there was a strong per capita GDP growth in PPP in the middle of the distribution, poverty in various countries declined markedly. At the same time, in 1992—2016, the difference increased not only between rich and poor groups of countries, but also between clusters.


2019 ◽  
Vol 19 (2) ◽  
pp. 101-110
Author(s):  
Adrian Firdaus ◽  
M. Dwi Yoga Sutanto ◽  
Rajin Sihombing ◽  
M. Weldy Hermawan

Abstract Every port in Indonesia must have a Port Master Plan that contains an integrated port development plan. This study discusses one important aspect in the preparation of the Port Master Plan, namely the projected movement of goods and passengers, which can be used as a reference in determining the need for facilities at each stage of port development. The case study was conducted at a port located in a district in Maluku Province and aims to evaluate the analysis of projected demand for goods and passengers occurring at the port. The projection method used is time series and econometric projection. The projection results are then compared with the existing data in 2018. The results of this study show that the econometric projection gives adequate results in predicting loading and unloading activities as well as the number of passenger arrival and departure in 2018. This is indicated by the difference in the percentage of projection results towards the existing data, which is smaller than 10%. Whereas for loading and unloading activities, time series projections with logarithmic trends give better results than econometric projections. Keywords: port, port master plan, port development, unloading activities  Abstrak Setiap pelabuhan di Indonesia harus memiliki sebuah Rencana Induk Pelabuhan yang memuat rencana pengem-bangan pelabuhan secara terpadu. Studi ini membahas salah satu aspek penting dalam penyusunan Rencana Induk Pelabuhan, yaitu proyeksi pergerakan barang dan penumpang, yang dapat dipakai sebagai acuan dalam penentuan kebutuhan fasilitas di setiap tahap pengembangan pelabuhan. Studi kasus dilakukan pada sebuah pelabuhan yang terletak di sebuah kabupaten di Provinsi Maluku dan bertujuan untuk melakukan evaluasi ter-hadap analisis proyeksi demand barang dan penumpang yang terjadi di pelabuhan tersebut. Metode proyeksi yang dipakai adalah proyeksi deret waktu dan ekonometrik. Hasil proyeksi selanjutnya dibandingkan dengan data eksisting tahun 2018. Hasil studi ini menunjukkan bahwa proyeksi ekonometrik memberikan hasil yang cukup baik dalam memprediksi aktivitas bongkar barang serta jumlah penumpang naik dan turun di tahun 2018. Hal ini diindikasikan dengan selisih persentase hasil proyeksi terhadap data eksisting yang lebih kecil dari 10%. Sedangkan untuk aktivitas muat barang, proyeksi deret waktu dengan tren logaritmik memberikan hasil yang lebih baik daripada proyeksi ekonometrik. Kata-kata kunci: pelabuhan, rencana induk pelabuhan, pengembangan pelauhan, aktivitas bongkar barang


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