WorldWideScience

Sample records for global forecast model

  1. Global-warming forecasting models

    Moeller, K.P.

    1992-01-01

    In spite of an annual man-made quantity of about 20 billion tons, carbon dioxide has remained a trace gas in the atmosphere (350 ppm at present). The reliability of model calculations which forecast temperatures is dicussed in view of the world-wide increase in carbon dioxides. Computer simulations reveal a general, serious threat to the future of mankind. (DG) [de

  2. Regional forecasting with global atmospheric models

    Crowley, T.J.; North, G.R.; Smith, N.R.

    1994-05-01

    The scope of the report is to present the results of the fourth year's work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals

  3. Regional forecasting with global atmospheric models

    Crowley, T.J.; North, G.R.; Smith, N.R.

    1994-05-01

    This report was prepared by the Applied Research Corporation (ARC), College Station, Texas, under subcontract to Pacific Northwest Laboratory (PNL) as part of a global climate studies task. The task supports site characterization work required for the selection of a potential high-level nuclear waste repository and is part of the Performance Assessment Scientific Support (PASS) Program at PNL. The work is under the overall direction of the Office of Civilian Radioactive Waste Management (OCRWM), US Department of Energy Headquarters, Washington, DC. The scope of the report is to present the results of the third year's work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain several studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals

  4. Development of a forecast model for global air traffic emissions

    Schaefer, Martin

    2012-07-01

    The thesis describes the methodology and results of a simulation model that quantifies fuel consumption and emissions of civil air traffic. Besides covering historical emissions, the model aims at forecasting emissions in the medium-term future. For this purpose, simulation models of aircraft and engine types are used in combination with a database of global flight movements and assumptions about traffic growth, fleet rollover and operational aspects. Results from an application of the model include emissions of scheduled air traffic for the years 2000 to 2010 as well as forecasted emissions until the year 2030. In a baseline scenario of the forecast, input assumptions (e.g. traffic growth rates) are in line with predictions by the aircraft industry. Considering the effects of advanced technologies of the short-term and medium-term future, the forecast focusses on fuel consumption and emissions of nitric oxides. Calculations for historical air traffic additionally cover emissions of carbon monoxide, unburned hydrocarbons and soot. Results are validated against reference data including studies by the International Civil Aviation Organization (ICAO) and simulation results from international research projects. (orig.)

  5. NOAA/NCEP Global Forecast System (GFS) Atmospheric Model

    National Oceanic and Atmospheric Administration, Department of Commerce — U.S. National Oceanic and Atmospheric Administration (NOAA) National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) numerical weather...

  6. USING GEM - GLOBAL ECONOMIC MODEL IN ACHIEVING A GLOBAL ECONOMIC FORECAST

    Camelia Madalina Orac

    2013-12-01

    Full Text Available The global economic development model has proved to be insufficiently reliable under the new economic crisis. As a result, the entire theoretical construction about the global economy needs rethinking and reorientation. In this context, it is quite clear that only through effective use of specific techniques and tools of economic-mathematical modeling, statistics, regional analysis and economic forecasting it is possible to obtain an overview of the future economy.

  7. eWaterCycle: A global operational hydrological forecasting model

    van de Giesen, Nick; Bierkens, Marc; Donchyts, Gennadii; Drost, Niels; Hut, Rolf; Sutanudjaja, Edwin

    2015-04-01

    Development of an operational hyper-resolution hydrological global model is a central goal of the eWaterCycle project (www.ewatercycle.org). This operational model includes ensemble forecasts (14 days) to predict water related stress around the globe. Assimilation of near-real time satellite data is part of the intended product that will be launched at EGU 2015. The challenges come from several directions. First, there are challenges that are mainly computer science oriented but have direct practical hydrological implications. For example, we aim to make use as much as possible of existing standards and open-source software. For example, different parts of our system are coupled through the Basic Model Interface (BMI) developed in the framework of the Community Surface Dynamics Modeling System (CSDMS). The PCR-GLOBWB model, built by Utrecht University, is the basic hydrological model that is the engine of the eWaterCycle project. Re-engineering of parts of the software was needed for it to run efficiently in a High Performance Computing (HPC) environment, and to be able to interface using BMI, and run on multiple compute nodes in parallel. The final aim is to have a spatial resolution of 1km x 1km, which is currently 10 x 10km. This high resolution is computationally not too demanding but very memory intensive. The memory bottleneck becomes especially apparent for data assimilation, for which we use OpenDA. OpenDa allows for different data assimilation techniques without the need to build these from scratch. We have developed a BMI adaptor for OpenDA, allowing OpenDA to use any BMI compatible model. To circumvent memory shortages which would result from standard applications of the Ensemble Kalman Filter, we have developed a variant that does not need to keep all ensemble members in working memory. At EGU, we will present this variant and how it fits well in HPC environments. An important step in the eWaterCycle project was the coupling between the hydrological and

  8. Global Ensemble Forecast System (GEFS) [1 Deg.

    National Oceanic and Atmospheric Administration, Department of Commerce — The Global Ensemble Forecast System (GEFS) is a weather forecast model made up of 21 separate forecasts, or ensemble members. The National Centers for Environmental...

  9. Regional forecasting with global atmospheric models; Third year report

    Crowley, T.J.; North, G.R.; Smith, N.R. [Applied Research Corp., College Station, TX (United States)

    1994-05-01

    This report was prepared by the Applied Research Corporation (ARC), College Station, Texas, under subcontract to Pacific Northwest Laboratory (PNL) as part of a global climate studies task. The task supports site characterization work required for the selection of a potential high-level nuclear waste repository and is part of the Performance Assessment Scientific Support (PASS) Program at PNL. The work is under the overall direction of the Office of Civilian Radioactive Waste Management (OCRWM), US Department of Energy Headquarters, Washington, DC. The scope of the report is to present the results of the third year`s work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain several studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals.

  10. Forecasting hourly global solar radiation using hybrid k-means and nonlinear autoregressive neural network models

    Benmouiza, Khalil; Cheknane, Ali

    2013-01-01

    Highlights: • An unsupervised clustering algorithm with a neural network model was explored. • The forecasting results of solar radiation time series and the comparison of their performance was simulated. • A new method was proposed combining k-means algorithm and NAR network to provide better prediction results. - Abstract: In this paper, we review our work for forecasting hourly global horizontal solar radiation based on the combination of unsupervised k-means clustering algorithm and artificial neural networks (ANN). k-Means algorithm focused on extracting useful information from the data with the aim of modeling the time series behavior and find patterns of the input space by clustering the data. On the other hand, nonlinear autoregressive (NAR) neural networks are powerful computational models for modeling and forecasting nonlinear time series. Taking the advantage of both methods, a new method was proposed combining k-means algorithm and NAR network to provide better forecasting results

  11. Global Forecast System (GFS) [1 Deg.

    National Oceanic and Atmospheric Administration, Department of Commerce — The Global Forecast System (GFS) is a weather forecast model produced by the National Centers for Environmental Prediction (NCEP). Dozens of atmospheric and...

  12. Forecasting global atmospheric CO2

    Agusti-Panareda, A.; Massart, S.; Boussetta, S.; Balsamo, G.; Beljaars, A.; Engelen, R.; Jones, L.; Peuch, V.H.; Chevallier, F.; Ciais, P.; Paris, J.D.; Sherlock, V.

    2014-01-01

    A new global atmospheric carbon dioxide (CO 2 ) real-time forecast is now available as part of the preoperational Monitoring of Atmospheric Composition and Climate - Interim Implementation (MACC-II) service using the infrastructure of the European Centre for Medium-Range Weather Forecasts (ECMWF) Integrated Forecasting System (IFS). One of the strengths of the CO 2 forecasting system is that the land surface, including vegetation CO 2 fluxes, is modelled online within the IFS. Other CO 2 fluxes are prescribed from inventories and from off-line statistical and physical models. The CO 2 forecast also benefits from the transport modelling from a state-of-the-art numerical weather prediction (NWP) system initialized daily with a wealth of meteorological observations. This paper describes the capability of the forecast in modelling the variability of CO 2 on different temporal and spatial scales compared to observations. The modulation of the amplitude of the CO 2 diurnal cycle by near-surface winds and boundary layer height is generally well represented in the forecast. The CO 2 forecast also has high skill in simulating day-to-day synoptic variability. In the atmospheric boundary layer, this skill is significantly enhanced by modelling the day-to-day variability of the CO 2 fluxes from vegetation compared to using equivalent monthly mean fluxes with a diurnal cycle. However, biases in the modelled CO 2 fluxes also lead to accumulating errors in the CO 2 forecast. These biases vary with season with an underestimation of the amplitude of the seasonal cycle both for the CO 2 fluxes compared to total optimized fluxes and the atmospheric CO 2 compared to observations. The largest biases in the atmospheric CO 2 forecast are found in spring, corresponding to the onset of the growing season in the Northern Hemisphere. In the future, the forecast will be re-initialized regularly with atmospheric CO 2 analyses based on the assimilation of CO 2 products retrieved from satellite

  13. Enhancing Community Based Early Warning Systems in Nepal with Flood Forecasting Using Local and Global Models

    Dugar, Sumit; Smith, Paul; Parajuli, Binod; Khanal, Sonu; Brown, Sarah; Gautam, Dilip; Bhandari, Dinanath; Gurung, Gehendra; Shakya, Puja; Kharbuja, RamGopal; Uprety, Madhab

    2017-04-01

    Operationalising effective Flood Early Warning Systems (EWS) in developing countries like Nepal poses numerous challenges, with complex topography and geology, sparse network of river and rainfall gauging stations and diverse socio-economic conditions. Despite these challenges, simple real-time monitoring based EWSs have been in place for the past decade. A key constraint of these simple systems is the very limited lead time for response - as little as 2-3 hours, especially for rivers originating from steep mountainous catchments. Efforts to increase lead time for early warning are focusing on imbedding forecasts into the existing early warning systems. In 2016, the Nepal Department of Hydrology and Meteorology (DHM) piloted an operational Probabilistic Flood Forecasting Model in major river basins across Nepal. This comprised a low data approach to forecast water levels, developed jointly through a research/practitioner partnership with Lancaster University and WaterNumbers (UK) and the International NGO Practical Action. Using Data-Based Mechanistic Modelling (DBM) techniques, the model assimilated rainfall and water levels to generate localised hourly flood predictions, which are presented as probabilistic forecasts, increasing lead times from 2-3 hours to 7-8 hours. The Nepal DHM has simultaneously started utilizing forecasts from the Global Flood Awareness System (GLoFAS) that provides streamflow predictions at the global scale based upon distributed hydrological simulations using numerical ensemble weather forecasts from the ECMWF (European Centre for Medium-Range Weather Forecasts). The aforementioned global and local models have already affected the approach to early warning in Nepal, being operational during the 2016 monsoon in the West Rapti basin in Western Nepal. On 24 July 2016, GLoFAS hydrological forecasts for the West Rapti indicated a sharp rise in river discharge above 1500 m3/sec (equivalent to the river warning level at 5 meters) with 53

  14. Regional forecasting with global atmospheric models; Final report

    Crowley, T.J.; Smith, N.R. [Applied Research Corp., College Station, TX (United States)

    1994-05-01

    The purpose of the project was to conduct model simulations for past and future climate change with respect to the proposed Yucca Mtn. repository. The authors report on three main topics, one of which is boundary conditions for paleo-hindcast studies. These conditions are necessary for the conduction of three to four model simulations. The boundary conditions have been prepared for future runs. The second topic is (a) comparing the atmospheric general circulation model (GCM) with observations and other GCMs; and (b) development of a better precipitation data base for the Yucca Mtn. region for comparisons with models. These tasks have been completed. The third topic is preliminary assessments of future climate change. Energy balance model (EBM) simulations suggest that the greenhouse effect will likely dominate climate change at Yucca Mtn. for the next 10,000 years. The EBM study should improve rational choice of GCM CO{sub 2} scenarios for future climate change.

  15. Can chemical transport models improve global horizontal irradiance forecasts?

    Brabec, Marek; Konár, Ondřej; Resler, Jaroslav; Krč, Pavel; Pelikán, Emil; Eben, Kryštof

    2014-01-01

    Roč. 11, - (2014), EMS2014-404 [EMS Annual Meeting /14./ & European Conference on Applied Climatology (ECAC) /10./. 06.10.2014-10.10.2014, Prague] Institutional support: RVO:67985807 Keywords : renewable energy * mathematical modeling Subject RIV: DG - Athmosphere Sciences, Meteorology

  16. Knowledge-based modularization and global optimization of artificial neural network models in hydrological forecasting.

    Corzo, Gerald; Solomatine, Dimitri

    2007-05-01

    Natural phenomena are multistationary and are composed of a number of interacting processes, so one single model handling all processes often suffers from inaccuracies. A solution is to partition data in relation to such processes using the available domain knowledge or expert judgment, to train separate models for each of the processes, and to merge them in a modular model (committee). In this paper a problem of water flow forecast in watershed hydrology is considered where the flow process can be presented as consisting of two subprocesses -- base flow and excess flow, so that these two processes can be separated. Several approaches to data separation techniques are studied. Two case studies with different forecast horizons are considered. Parameters of the algorithms responsible for data partitioning are optimized using genetic algorithms and global pattern search. It was found that modularization of ANN models using domain knowledge makes models more accurate, if compared with a global model trained on the whole data set, especially when forecast horizon (and hence the complexity of the modelled processes) is increased.

  17. Intelligent optimization models based on hard-ridge penalty and RBF for forecasting global solar radiation

    Jiang, He; Dong, Yao; Wang, Jianzhou; Li, Yuqin

    2015-01-01

    Highlights: • CS-hard-ridge-RBF and DE-hard-ridge-RBF are proposed to forecast solar radiation. • Pearson and Apriori algorithm are used to analyze correlations between the data. • Hard-ridge penalty is added to reduce the number of nodes in the hidden layer. • CS algorithm and DE algorithm are used to determine the optimal parameters. • Proposed two models have higher forecasting accuracy than RBF and hard-ridge-RBF. - Abstract: Due to the scarcity of equipment and the high costs of maintenance, far fewer observations of solar radiation are made than observations of temperature, precipitation and other weather factors. Therefore, it is increasingly important to study several relevant meteorological factors to accurately forecast solar radiation. For this research, monthly average global solar radiation and 12 meteorological parameters from 1998 to 2010 at four sites in the United States were collected. Pearson correlation coefficients and Apriori association rules were successfully used to analyze correlations between the data, which provided a basis for these relative parameters as input variables. Two effective and innovative methods were developed to forecast monthly average global solar radiation by converting a RBF neural network into a multiple linear regression problem, adding a hard-ridge penalty to reduce the number of nodes in the hidden layer, and applying intelligent optimization algorithms, such as the cuckoo search algorithm (CS) and differential evolution (DE), to determine the optimal center and scale parameters. The experimental results show that the proposed models produce much more accurate forecasts than other models

  18. Global Ensemble Forecast System (GEFS) [2.5 Deg.

    National Oceanic and Atmospheric Administration, Department of Commerce — The Global Ensemble Forecast System (GEFS) is a weather forecast model made up of 21 separate forecasts, or ensemble members. The National Centers for Environmental...

  19. Assessment of Global Forecast Ocean Assimilation Model (FOAM) using new satellite SST data

    Ascione Kenov, Isabella; Sykes, Peter; Fiedler, Emma; McConnell, Niall; Ryan, Andrew; Maksymczuk, Jan

    2016-04-01

    There is an increased demand for accurate ocean weather information for applications in the field of marine safety and navigation, water quality, offshore commercial operations, monitoring of oil spills and pollutants, among others. The Met Office, UK, provides ocean forecasts to customers from governmental, commercial and ecological sectors using the Global Forecast Ocean Assimilation Model (FOAM), an operational modelling system which covers the global ocean and runs daily, using the NEMO (Nucleus for European Modelling of the Ocean) ocean model with horizontal resolution of 1/4° and 75 vertical levels. The system assimilates salinity and temperature profiles, sea surface temperature (SST), sea surface height (SSH), and sea ice concentration observations on a daily basis. In this study, the FOAM system is updated to assimilate Advanced Microwave Scanning Radiometer 2 (AMSR2) and the Spinning Enhanced Visible and Infrared Imager (SEVIRI) SST data. Model results from one month trials are assessed against observations using verification tools which provide a quantitative description of model performance and error, based on statistical metrics, including mean error, root mean square error (RMSE), correlation coefficient, and Taylor diagrams. A series of hindcast experiments is used to run the FOAM system with AMSR2 and SEVIRI SST data, using a control run for comparison. Results show that all trials perform well on the global ocean and that largest SST mean errors were found in the Southern hemisphere. The geographic distribution of the model error for SST and temperature profiles are discussed using statistical metrics evaluated over sub-regions of the global ocean.

  20. Forecasting effects of global warming on biodiversity

    Botkin, D.B.; Saxe, H.; Araújo, M.B.

    2007-01-01

    The demand for accurate forecasting of the effects of global warming on biodiversity is growing, but current methods for forecasting have limitations. In this article, we compare and discuss the different uses of four forecasting methods: (1) models that consider species individually, (2) niche...... and theoretical ecological results suggest that many species could be at risk from global warming, during the recent ice ages surprisingly few species became extinct. The potential resolution of this conundrum gives insights into the requirements for more accurate and reliable forecasting. Our eight suggestions...

  1. Global Drought Monitoring and Forecasting based on Satellite Data and Land Surface Modeling

    Sheffield, J.; Lobell, D. B.; Wood, E. F.

    2010-12-01

    objective quantification and tracking of their spatial-temporal characteristics. Further we present strategies for merging various sources of information, including bias correction of satellite precipitation and assimilation of remotely sensed soil moisture, which can augment the monitoring in regions where satellite precipitation is most uncertain. Ongoing work is adding a drought forecast component based on a successful implementation over the U.S. and agricultural productivity estimates based on output from crop yield models. The forecast component uses seasonal global climate forecasts from the NCEP Climate Forecast System (CFS). These are merged with observed climatology in a Bayesian framework to produce ensemble atmospheric forcings that better capture the uncertainties. At the same time, the system bias corrects and downscales the monthly CFS data. We show some initial seasonal (up to 6-month lead) hydrologic forecast results for the African system. Agricultural monitoring is based on the precipitation, temperature and soil moisture from the system to force statistical and process based crop yield models. We demonstrate the feasibility of monitoring major crop types across the world and show a strategy for providing predictions of yields within our drought forecast mode.

  2. Global Energy Forecasting Competition 2012

    Hong, Tao; Pinson, Pierre; Fan, Shu

    2014-01-01

    The Global Energy Forecasting Competition (GEFCom2012) attracted hundreds of participants worldwide, who contributed many novel ideas to the energy forecasting field. This paper introduces both tracks of GEFCom2012, hierarchical load forecasting and wind power forecasting, with details...... on the aspects of the problem, the data, and a summary of the methods used by selected top entries. We also discuss the lessons learned from this competition from the organizers’ perspective. The complete data set, including the solution data, is published along with this paper, in an effort to establish...

  3. A variant of the anomaly initialisation approach for global climate forecast models

    Volpi, Danila; Guemas, Virginie; Doblas-Reyes, Francisco; Hawkins, Ed; Nichols, Nancy; Carrassi, Alberto

    2014-05-01

    This work presents a refined method of anomaly initialisation (AI) applied to the ocean and sea ice components of the global climate forecast model EC-Earth, with the following particularities: - the use of a weight to the anomalies, in order to avoid the risk of introducing too big anomalies recorded in the observed state, whose amplitude does not fit the range of the internal variability generated by the model. - the AI of the temperature and density ocean state variables instead of the temperature and salinity. Results show that the use of such refinements improve the skill over the Arctic region, part of the North and South Atlantic, part of the North and South Pacific and the Mediterranean Sea. In the Tropical Pacific the full field initialised experiment performs better. This is probably due to a displacement of the observed anomalies caused by the use of the AI technique. Furthermore, preliminary results of an anomaly nudging experiment are discussed.

  4. A Scalable Version of the Navy Operational Global Atmospheric Prediction System Spectral Forecast Model

    Thomas E. Rosmond

    2000-01-01

    Full Text Available The Navy Operational Global Atmospheric Prediction System (NOGAPS includes a state-of-the-art spectral forecast model similar to models run at several major operational numerical weather prediction (NWP centers around the world. The model, developed by the Naval Research Laboratory (NRL in Monterey, California, has run operational at the Fleet Numerical Meteorological and Oceanographic Center (FNMOC since 1982, and most recently is being run on a Cray C90 in a multi-tasked configuration. Typically the multi-tasked code runs on 10 to 15 processors with overall parallel efficiency of about 90%. resolution is T159L30, but other operational and research applications run at significantly lower resolutions. A scalable NOGAPS forecast model has been developed by NRL in anticipation of a FNMOC C90 replacement in about 2001, as well as for current NOGAPS research requirements to run on DOD High-Performance Computing (HPC scalable systems. The model is designed to run with message passing (MPI. Model design criteria include bit reproducibility for different processor numbers and reasonably efficient performance on fully shared memory, distributed memory, and distributed shared memory systems for a wide range of model resolutions. Results for a wide range of processor numbers, model resolutions, and different vendor architectures are presented. Single node performance has been disappointing on RISC based systems, at least compared to vector processor performance. This is a common complaint, and will require careful re-examination of traditional numerical weather prediction (NWP model software design and data organization to fully exploit future scalable architectures.

  5. Monte Carlo climate change forecasts with a global coupled ocean-atmosphere model

    Cubasch, U.; Santer, B.D.; Hegerl, G.; Hoeck, H.; Maier-Reimer, E.; Mikolajwicz, U.; Stoessel, A.; Voss, R.

    1992-01-01

    The Monte Carlo approach, which has increasingly been used during the last decade in the field of extended range weather forecasting, has been applied for climate change experiments. Four integrations with a global coupled ocean-atmosphere model have been started from different initial conditions, but with the same greenhouse gas forcing according to the IPCC scenario A. All experiments have been run for a period of 50 years. The results indicate that the time evolution of the global mean warming depends strongly on the initial state of the climate system. It can vary between 6 and 31 years. The Monte Carlo approach delivers information about both the mean response and the statistical significance of the response. While the individual members of the ensemble show a considerable variation in the climate change pattern of temperature after 50 years, the ensemble mean climate change pattern closely resembles the pattern obtained in a 100 year integration and is, at least over most of the land areas, statistically significant. The ensemble averaged sea-level change due to thermal expansion is significant in the global mean and locally over wide regions of the Pacific. The hydrological cycle is also significantly enhanced in the global mean, but locally the changes in precipitation and soil moisture are masked by the variability of the experiments. (orig.)

  6. A global flash flood forecasting system

    Baugh, Calum; Pappenberger, Florian; Wetterhall, Fredrik; Hewson, Tim; Zsoter, Ervin

    2016-04-01

    The sudden and devastating nature of flash flood events means it is imperative to provide early warnings such as those derived from Numerical Weather Prediction (NWP) forecasts. Currently such systems exist on basin, national and continental scales in Europe, North America and Australia but rely on high resolution NWP forecasts or rainfall-radar nowcasting, neither of which have global coverage. To produce global flash flood forecasts this work investigates the possibility of using forecasts from a global NWP system. In particular we: (i) discuss how global NWP can be used for flash flood forecasting and discuss strengths and weaknesses; (ii) demonstrate how a robust evaluation can be performed given the rarity of the event; (iii) highlight the challenges and opportunities in communicating flash flood uncertainty to decision makers; and (iv) explore future developments which would significantly improve global flash flood forecasting. The proposed forecast system uses ensemble surface runoff forecasts from the ECMWF H-TESSEL land surface scheme. A flash flood index is generated using the ERIC (Enhanced Runoff Index based on Climatology) methodology [Raynaud et al., 2014]. This global methodology is applied to a series of flash floods across southern Europe. Results from the system are compared against warnings produced using the higher resolution COSMO-LEPS limited area model. The global system is evaluated by comparing forecasted warning locations against a flash flood database of media reports created in partnership with floodlist.com. To deal with the lack of objectivity in media reports we carefully assess the suitability of different skill scores and apply spatial uncertainty thresholds to the observations. To communicate the uncertainties of the flash flood system output we experiment with a dynamic region-growing algorithm. This automatically clusters regions of similar return period exceedence probabilities, thus presenting the at-risk areas at a spatial

  7. Clouds in ECMWF's 30 KM Resolution Global Atmospheric Forecast Model (TL639)

    Cahalan, R. F.; Morcrette, J. J.

    1999-01-01

    Global models of the general circulation of the atmosphere resolve a wide range of length scales, and in particular cloud structures extend from planetary scales to the smallest scales resolvable, now down to 30 km in state-of-the-art models. Even the highest resolution models do not resolve small-scale cloud phenomena seen, for example, in Landsat and other high-resolution satellite images of clouds. Unresolved small-scale disturbances often grow into larger ones through non-linear processes that transfer energy upscale. Understanding upscale cascades is of crucial importance in predicting current weather, and in parameterizing cloud-radiative processes that control long term climate. Several movie animations provide examples of the temporal and spatial variation of cloud fields produced in 4-day runs of the forecast model at the European Centre for Medium-Range Weather Forecasts (ECMWF) in Reading, England, at particular times and locations of simultaneous measurement field campaigns. model resolution is approximately 30 km horizontally (triangular truncation TL639) with 31 vertical levels from surface to stratosphere. Timestep of the model is about 10 minutes, but animation frames are 3 hours apart, at timesteps when the radiation is computed. The animations were prepared from an archive of several 4-day runs at the highest available model resolution, and archived at ECMWF. Cloud, wind and temperature fields in an approximately 1000 km X 1000 km box were retrieved from the archive, then approximately 60 Mb Vis5d files were prepared with the help of Graeme Kelly of ECMWF, and were compressed into MPEG files each less than 3 Mb. We discuss the interaction of clouds and radiation in the model, and compare the variability of cloud liquid as a function of scale to that seen in cloud observations made in intensive field campaigns. Comparison of high-resolution global runs to cloud-resolving models, and to lower resolution climate models is leading to better

  8. The ScaLIng Macroweather Model (SLIMM): using scaling to forecast global-scale macroweather from months to decades

    Lovejoy, S.; del Rio Amador, L.; Hébert, R.

    2015-09-01

    On scales of ≈ 10 days (the lifetime of planetary-scale structures), there is a drastic transition from high-frequency weather to low-frequency macroweather. This scale is close to the predictability limits of deterministic atmospheric models; thus, in GCM (general circulation model) macroweather forecasts, the weather is a high-frequency noise. However, neither the GCM noise nor the GCM climate is fully realistic. In this paper we show how simple stochastic models can be developed that use empirical data to force the statistics and climate to be realistic so that even a two-parameter model can perform as well as GCMs for annual global temperature forecasts. The key is to exploit the scaling of the dynamics and the large stochastic memories that we quantify. Since macroweather temporal (but not spatial) intermittency is low, we propose using the simplest model based on fractional Gaussian noise (fGn): the ScaLIng Macroweather Model (SLIMM). SLIMM is based on a stochastic ordinary differential equation, differing from usual linear stochastic models (such as the linear inverse modelling - LIM) in that it is of fractional rather than integer order. Whereas LIM implicitly assumes that there is no low-frequency memory, SLIMM has a huge memory that can be exploited. Although the basic mathematical forecast problem for fGn has been solved, we approach the problem in an original manner, notably using the method of innovations to obtain simpler results on forecast skill and on the size of the effective system memory. A key to successful stochastic forecasts of natural macroweather variability is to first remove the low-frequency anthropogenic component. A previous attempt to use fGn for forecasts had disappointing results because this was not done. We validate our theory using hindcasts of global and Northern Hemisphere temperatures at monthly and annual resolutions. Several nondimensional measures of forecast skill - with no adjustable parameters - show excellent

  9. The Scaling LInear Macroweather model (SLIM): using scaling to forecast global scale macroweather from months to decades

    Lovejoy, S.; del Rio Amador, L.; Hébert, R.

    2015-03-01

    At scales of ≈ 10 days (the lifetime of planetary scale structures), there is a drastic transition from high frequency weather to low frequency macroweather. This scale is close to the predictability limits of deterministic atmospheric models; so that in GCM macroweather forecasts, the weather is a high frequency noise. But neither the GCM noise nor the GCM climate is fully realistic. In this paper we show how simple stochastic models can be developped that use empirical data to force the statistics and climate to be realistic so that even a two parameter model can outperform GCM's for annual global temperature forecasts. The key is to exploit the scaling of the dynamics and the enormous stochastic memories that it implies. Since macroweather intermittency is low, we propose using the simplest model based on fractional Gaussian noise (fGn): the Scaling LInear Macroweather model (SLIM). SLIM is based on a stochastic ordinary differential equations, differing from usual linear stochastic models (such as the Linear Inverse Modelling, LIM) in that it is of fractional rather than integer order. Whereas LIM implicitly assumes there is no low frequency memory, SLIM has a huge memory that can be exploited. Although the basic mathematical forecast problem for fGn has been solved, we approach the problem in an original manner notably using the method of innovations to obtain simpler results on forecast skill and on the size of the effective system memory. A key to successful forecasts of natural macroweather variability is to first remove the low frequency anthropogenic component. A previous attempt to use fGn for forecasts had poor results because this was not done. We validate our theory using hindcasts of global and Northern Hemisphere temperatures at monthly and annual resolutions. Several nondimensional measures of forecast skill - with no adjustable parameters - show excellent agreement with hindcasts and these show some skill even at decadal scales. We also compare

  10. A Bayesian modelling method for post-processing daily sub-seasonal to seasonal rainfall forecasts from global climate models and evaluation for 12 Australian catchments

    A. Schepen

    2018-03-01

    Full Text Available Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S, which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.

  11. A Bayesian modelling method for post-processing daily sub-seasonal to seasonal rainfall forecasts from global climate models and evaluation for 12 Australian catchments

    Schepen, Andrew; Zhao, Tongtiegang; Wang, Quan J.; Robertson, David E.

    2018-03-01

    Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs) are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S), which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.

  12. Global Forecast System (GFS) [0.5 Deg.

    National Oceanic and Atmospheric Administration, Department of Commerce — The Global Forecast System (GFS) is a weather forecast model produced by the National Centers for Environmental Prediction (NCEP). Dozens of atmospheric and...

  13. Continental and global scale flood forecasting systems

    Emerton, Rebecca E.; Stephens, Elisabeth M.; Pappenberger, Florian; Pagano, Thomas P.; Weerts, A.H.; Wood, A.; Salamon, Peter; Brown, James D.; Hjerdt, Niclas; Donnelly, Chantal; Baugh, Calum A.; Cloke, Hannah L.

    2016-01-01

    Floods are the most frequent of natural disasters, affecting millions of people across the globe every year. The anticipation and forecasting of floods at the global scale is crucial to preparing for severe events and providing early awareness where local flood models and warning services may not

  14. Assessment of the potential forecasting skill of a global hydrological model in reproducing the occurrence of monthly flow extremes

    N. Candogan Yossef

    2012-11-01

    Full Text Available As an initial step in assessing the prospect of using global hydrological models (GHMs for hydrological forecasting, this study investigates the skill of the GHM PCR-GLOBWB in reproducing the occurrence of past extremes in monthly discharge on a global scale. Global terrestrial hydrology from 1958 until 2001 is simulated by forcing PCR-GLOBWB with daily meteorological data obtained by downscaling the CRU dataset to daily fields using the ERA-40 reanalysis. Simulated discharge values are compared with observed monthly streamflow records for a selection of 20 large river basins that represent all continents and a wide range of climatic zones.

    We assess model skill in three ways all of which contribute different information on the potential forecasting skill of a GHM. First, the general skill of the model in reproducing hydrographs is evaluated. Second, model skill in reproducing significantly higher and lower flows than the monthly normals is assessed in terms of skill scores used for forecasts of categorical events. Third, model skill in reproducing flood and drought events is assessed by constructing binary contingency tables for floods and droughts for each basin. The skill is then compared to that of a simple estimation of discharge from the water balance (PE.

    The results show that the model has skill in all three types of assessments. After bias correction the model skill in simulating hydrographs is improved considerably. For most basins it is higher than that of the climatology. The skill is highest in reproducing monthly anomalies. The model also has skill in reproducing floods and droughts, with a markedly higher skill in floods. The model skill far exceeds that of the water balance estimate. We conclude that the prospect for using PCR-GLOBWB for monthly and seasonal forecasting of the occurrence of hydrological extremes is positive. We argue that this conclusion applies equally to other similar GHMs and

  15. FORECASTING MODELS IN MANAGEMENT

    Sindelar, Jiri

    2008-01-01

    This article deals with the problems of forecasting models. First part of the article is dedicated to definition of the relevant areas (vertical and horizontal pillar of definition) and then the forecasting model itself is defined; as article presents theoretical background for further primary research, this definition is crucial. Finally the position of forecasting models within the management system is identified. The paper is a part of the outputs of FEM CULS grant no. 1312/11/3121.

  16. Change in Weather Research and Forecasting (WRF) Model Accuracy with Age of Input Data from the Global Forecast System (GFS)

    2016-09-01

    were downloaded from the University of Wyoming’s weather website (http://www.weather.uwyo.edu/upperair/sounding.html). An alternative site is the RAOB...Midwest US Amarillo, TX AMA 2016-01-02-12 37.12, –98.66 Dodge City, KS DDC and Lamont, OK LMN 2016-02-10-12 Norman, OK OUN...0-, 24-, 48-, 72-, or 96-h forecast from the same day, 1, 2, 3, or 4 days earlier, respectively. For example, for a 12 Coordinated Universal Time

  17. Global evaluation of a semiempirical model for yield anomalies and application to within-season yield forecasting.

    Schauberger, Bernhard; Gornott, Christoph; Wechsung, Frank

    2017-11-01

    Quantifying the influence of weather on yield variability is decisive for agricultural management under current and future climate anomalies. We extended an existing semiempirical modeling scheme that allows for such quantification. Yield anomalies, measured as interannual differences, were modeled for maize, soybeans, and wheat in the United States and 32 other main producer countries. We used two yield data sets, one derived from reported yields and the other from a global yield data set deduced from remote sensing. We assessed the capacity of the model to forecast yields within the growing season. In the United States, our model can explain at least two-thirds (63%-81%) of observed yield anomalies. Its out-of-sample performance (34%-55%) suggests a robust yield projection capacity when applied to unknown weather. Out-of-sample performance is lower when using remote sensing-derived yield data. The share of weather-driven yield fluctuation varies spatially, and estimated coefficients agree with expectations. Globally, the explained variance in yield anomalies based on the remote sensing data set is similar to the United States (71%-84%). But the out-of-sample performance is lower (15%-42%). The performance discrepancy is likely due to shortcomings of the remote sensing yield data as it diminishes when using reported yield anomalies instead. Our model allows for robust forecasting of yields up to 2 months before harvest for several main producer countries. An additional experiment suggests moderate yield losses under mean warming, assuming no major changes in temperature extremes. We conclude that our model can detect weather influences on yield anomalies and project yields with unknown weather. It requires only monthly input data and has a low computational demand. Its within-season yield forecasting capacity provides a basis for practical applications like local adaptation planning. Our study underlines high-quality yield monitoring and statistics as critical

  18. A wavelet-coupled support vector machine model for forecasting global incident solar radiation using limited meteorological dataset

    Deo, Ravinesh C.; Wen, Xiaohu; Qi, Feng

    2016-01-01

    Highlights: • A forecasting model for short- and long-term global incident solar radiation (R_n) has been developed. • The support vector machine and discrete wavelet transformation algorithm has been integrated. • The precision of the wavelet-coupled hybrid model is assessed using several prediction score metrics. • The proposed model is an appealing tool for forecasting R_n in the present study region. - Abstract: A solar radiation forecasting model can be utilized is a scientific contrivance for investigating future viability of solar energy potentials. In this paper, a wavelet-coupled support vector machine (W-SVM) model was adopted to forecast global incident solar radiation based on the sunshine hours (S_t), minimum temperature (T_m_a_x), maximum temperature (T_m_a_x), windspeed (U), evaporation (E) and precipitation (P) as the predictor variables. To ascertain conclusive results, the merit of the W-SVM was benchmarked with the classical SVM model. For daily forecasting, sixteen months of data (01-March-2014 to 30-June-2015) partitioned into the train (65%) and test (35%) set for the three metropolitan stations (Brisbane City, Cairns Aero and Townsville Aero) were utilized. Data were decomposed into their wavelet sub-series by discrete wavelet transformation algorithm and summed up to create new series with one approximation and four levels of detail using Daubechies-2 mother wavelet. For daily forecasting, six model scenarios were formulated where the number of input was increased and the forecast was assessed by statistical metrics (correlation coefficient r; Willmott’s index d; Nash-Sutcliffe coefficient E_N_S; peak deviation P_d_v), distribution statistics and prediction errors (mean absolute error MAE; root mean square error RMSE; mean absolute percentage error MAPE; relative root mean square error RMSE). Results for daily forecasts showed that the W-SVM model outperformed the classical SVM model for optimum input combinations. A sensitivity

  19. Global disease monitoring and forecasting with Wikipedia.

    Generous, Nicholas; Fairchild, Geoffrey; Deshpande, Alina; Del Valle, Sara Y; Priedhorsky, Reid

    2014-11-01

    Infectious disease is a leading threat to public health, economic stability, and other key social structures. Efforts to mitigate these impacts depend on accurate and timely monitoring to measure the risk and progress of disease. Traditional, biologically-focused monitoring techniques are accurate but costly and slow; in response, new techniques based on social internet data, such as social media and search queries, are emerging. These efforts are promising, but important challenges in the areas of scientific peer review, breadth of diseases and countries, and forecasting hamper their operational usefulness. We examine a freely available, open data source for this use: access logs from the online encyclopedia Wikipedia. Using linear models, language as a proxy for location, and a systematic yet simple article selection procedure, we tested 14 location-disease combinations and demonstrate that these data feasibly support an approach that overcomes these challenges. Specifically, our proof-of-concept yields models with r2 up to 0.92, forecasting value up to the 28 days tested, and several pairs of models similar enough to suggest that transferring models from one location to another without re-training is feasible. Based on these preliminary results, we close with a research agenda designed to overcome these challenges and produce a disease monitoring and forecasting system that is significantly more effective, robust, and globally comprehensive than the current state of the art.

  20. Global disease monitoring and forecasting with Wikipedia.

    Nicholas Generous

    2014-11-01

    Full Text Available Infectious disease is a leading threat to public health, economic stability, and other key social structures. Efforts to mitigate these impacts depend on accurate and timely monitoring to measure the risk and progress of disease. Traditional, biologically-focused monitoring techniques are accurate but costly and slow; in response, new techniques based on social internet data, such as social media and search queries, are emerging. These efforts are promising, but important challenges in the areas of scientific peer review, breadth of diseases and countries, and forecasting hamper their operational usefulness. We examine a freely available, open data source for this use: access logs from the online encyclopedia Wikipedia. Using linear models, language as a proxy for location, and a systematic yet simple article selection procedure, we tested 14 location-disease combinations and demonstrate that these data feasibly support an approach that overcomes these challenges. Specifically, our proof-of-concept yields models with r2 up to 0.92, forecasting value up to the 28 days tested, and several pairs of models similar enough to suggest that transferring models from one location to another without re-training is feasible. Based on these preliminary results, we close with a research agenda designed to overcome these challenges and produce a disease monitoring and forecasting system that is significantly more effective, robust, and globally comprehensive than the current state of the art.

  1. Comparing Forecasts of the Global Impacts of Climate Change

    Mendelsohn, R.; Williams, L.

    2004-01-01

    This paper utilizes the predictions of several Atmosphere-Ocean General Circulation Models and the Global Impact Model to create forecasts of the global market impacts from climate change. The forecasts of market impacts in 2100 vary considerably depending on climate scenarios and climate impact sensitivity. The models do concur that tropical nations will be hurt, temperate nations will be barely affected, and high latitude nations will benefit. Although the size of these effects varies a great deal across models, the beneficial and harmful effects are offsetting, so that the net impact on the globe is relatively small in almost all outcomes. Looking only at market impacts, the forecasts suggest that while the global net benefits of abatement are small, the distribution of damages suggests a large equity problem that could be addressed through a compensation program. The large uncertainty surrounding these forecasts further suggests that continued monitoring of both the climate and impacts is worthwhile

  2. Short-term streamflow forecasting with global climate change implications A comparative study between genetic programming and neural network models

    Makkeasorn, A.; Chang, N. B.; Zhou, X.

    2008-05-01

    SummarySustainable water resources management is a critically important priority across the globe. While water scarcity limits the uses of water in many ways, floods may also result in property damages and the loss of life. To more efficiently use the limited amount of water under the changing world or to resourcefully provide adequate time for flood warning, the issues have led us to seek advanced techniques for improving streamflow forecasting on a short-term basis. This study emphasizes the inclusion of sea surface temperature (SST) in addition to the spatio-temporal rainfall distribution via the Next Generation Radar (NEXRAD), meteorological data via local weather stations, and historical stream data via USGS gage stations to collectively forecast discharges in a semi-arid watershed in south Texas. Two types of artificial intelligence models, including genetic programming (GP) and neural network (NN) models, were employed comparatively. Four numerical evaluators were used to evaluate the validity of a suite of forecasting models. Research findings indicate that GP-derived streamflow forecasting models were generally favored in the assessment in which both SST and meteorological data significantly improve the accuracy of forecasting. Among several scenarios, NEXRAD rainfall data were proven its most effectiveness for a 3-day forecast, and SST Gulf-to-Atlantic index shows larger impacts than the SST Gulf-to-Pacific index on the streamflow forecasts. The most forward looking GP-derived models can even perform a 30-day streamflow forecast ahead of time with an r-square of 0.84 and RMS error 5.4 in our study.

  3. The impact of convection in the West African monsoon region on global weather forecasts - explicit vs. parameterised convection simulations using the ICON model

    Pante, Gregor; Knippertz, Peter

    2017-04-01

    The West African monsoon is the driving element of weather and climate during summer in the Sahel region. It interacts with mesoscale convective systems (MCSs) and the African easterly jet and African easterly waves. Poor representation of convection in numerical models, particularly its organisation on the mesoscale, can result in unrealistic forecasts of the monsoon dynamics. Arguably, the parameterisation of convection is one of the main deficiencies in models over this region. Overall, this has negative impacts on forecasts over West Africa itself but may also affect remote regions, as waves originating from convective heating are badly represented. Here we investigate those remote forecast impacts based on daily initialised 10-day forecasts for July 2016 using the ICON model. One set of simulations employs the default setup of the global model with a horizontal grid spacing of 13 km. It is compared with simulations using the 2-way nesting capability of ICON. A second model domain over West Africa (the nest) with 6.5 km grid spacing is sufficient to explicitly resolve MCSs in this region. In the 2-way nested simulations, the prognostic variables of the global model are influenced by the results of the nest through relaxation. The nest with explicit convection is able to reproduce single MCSs much more realistically compared to the stand-alone global simulation with parameterised convection. Explicit convection leads to cooler temperatures in the lower troposphere (below 500 hPa) over the northern Sahel due to stronger evaporational cooling. Overall, the feedback of dynamic variables from the nest to the global model shows clear positive effects when evaluating the output of the global domain of the 2-way nesting simulation and the output of the stand-alone global model with ERA-Interim re-analyses. Averaged over the 2-way nested region, bias and root mean squared error (RMSE) of temperature, geopotential, wind and relative humidity are significantly reduced in

  4. Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond

    Hong, Tao; Pinson, Pierre; Fan, Shu

    2016-01-01

    The energy industry has been going through a significant modernization process over the last decade. Its infrastructure is being upgraded rapidly. The supply, demand and prices are becoming more volatile and less predictable than ever before. Even its business model is being challenged fundamenta......The energy industry has been going through a significant modernization process over the last decade. Its infrastructure is being upgraded rapidly. The supply, demand and prices are becoming more volatile and less predictable than ever before. Even its business model is being challenged...... fundamentally. In this competitive and dynamic environment, many decision-making processes rely on probabilistic forecasts to quantify the uncertain future. Although most of the papers in the energy forecasting literature focus on point or singlevalued forecasts, the research interest in probabilistic energy...

  5. An experimental system for flood risk forecasting at global scale

    Alfieri, L.; Dottori, F.; Kalas, M.; Lorini, V.; Bianchi, A.; Hirpa, F. A.; Feyen, L.; Salamon, P.

    2016-12-01

    Global flood forecasting and monitoring systems are nowadays a reality and are being applied by an increasing range of users and practitioners in disaster risk management. Furthermore, there is an increasing demand from users to integrate flood early warning systems with risk based forecasts, combining streamflow estimations with expected inundated areas and flood impacts. To this end, we have developed an experimental procedure for near-real time flood mapping and impact assessment based on the daily forecasts issued by the Global Flood Awareness System (GloFAS). The methodology translates GloFAS streamflow forecasts into event-based flood hazard maps based on the predicted flow magnitude and the forecast lead time and a database of flood hazard maps with global coverage. Flood hazard maps are then combined with exposure and vulnerability information to derive flood risk. Impacts of the forecasted flood events are evaluated in terms of flood prone areas, potential economic damage, and affected population, infrastructures and cities. To further increase the reliability of the proposed methodology we integrated model-based estimations with an innovative methodology for social media monitoring, which allows for real-time verification of impact forecasts. The preliminary tests provided good results and showed the potential of the developed real-time operational procedure in helping emergency response and management. In particular, the link with social media is crucial for improving the accuracy of impact predictions.

  6. Forecasting Global Rainfall for Points Using ECMWF's Global Ensemble and Its Applications in Flood Forecasting

    Pillosu, F. M.; Hewson, T.; Mazzetti, C.

    2017-12-01

    Prediction of local extreme rainfall has historically been the remit of nowcasting and high resolution limited area modelling, which represent only limited areas, may not be spatially accurate, give reasonable results only for limited lead times (based statistical post-processing software ("ecPoint-Rainfall, ecPR", operational in 2017) that uses ECMWF Ensemble (ENS) output to deliver global probabilistic rainfall forecasts for points up to day 10. Firstly, ecPR applies a new notion of "remote calibration", which 1) allows us to replicate a multi-centennial training period using only one year of data, and 2) provides forecasts for anywhere in the world. Secondly, the software applies an understanding of how different rainfall generation mechanisms lead to different degrees of sub-grid variability in rainfall totals, and of where biases in the model can be improved upon. A long-term verification has shown that the post-processed rainfall has better reliability and resolution at every lead time if compared with ENS, and for large totals, ecPR outputs have the same skill at day 5 that the raw ENS has at day 1 (ROC area metric). ecPR could be used as input for hydrological models if its probabilistic output is modified accordingly to the inputs requirements for hydrological models. Indeed, ecPR does not provide information on where the highest total is likely to occur inside the gridbox, nor on the spatial distribution of rainfall values nearby. "Scenario forecasts" could be a solution. They are derived from locating the rainfall peak in sensitive positions (e.g. urban areas), and then redistributing the remaining quantities in the gridbox modifying traditional spatial correlation characterization methodologies (e.g. variogram analysis) in order to take account, for instance, of the type of rainfall forecast (stratiform, convective). Such an approach could be a turning point in the field of medium-range global real-time riverine flood forecasts. This presentation will

  7. A nonlinear support vector machine model with hard penalty function based on glowworm swarm optimization for forecasting daily global solar radiation

    Jiang, He; Dong, Yao

    2016-01-01

    Highlights: • Eclat data mining algorithm is used to determine the possible predictors. • Support vector machine is converted into a ridge regularization problem. • Hard penalty selects the number of radial basis functions to simply the structure. • Glowworm swarm optimization is utilized to determine the optimal parameters. - Abstract: For a portion of the power which is generated by grid connected photovoltaic installations, an effective solar irradiation forecasting approach must be crucial to ensure the quality and the security of power grid. This paper develops and investigates a novel model to forecast 30 daily global solar radiation at four given locations of the United States. Eclat data mining algorithm is first presented to discover association rules between solar radiation and several meteorological factors laying a theoretical foundation for these correlative factors as input vectors. An effective and innovative intelligent optimization model based on nonlinear support vector machine and hard penalty function is proposed to forecast solar radiation by converting support vector machine into a regularization problem with ridge penalty, adding a hard penalty function to select the number of radial basis functions, and using glowworm swarm optimization algorithm to determine the optimal parameters of the model. In order to illustrate our validity of the proposed method, the datasets at four sites of the United States are split to into training data and test data, separately. The experiment results reveal that the proposed model delivers the best forecasting performances comparing with other competitors.

  8. A multi-stage intelligent approach based on an ensemble of two-way interaction model for forecasting the global horizontal radiation of India

    Jiang, He; Dong, Yao; Xiao, Ling

    2017-01-01

    Highlights: • Ensemble learning system is proposed to forecast the global solar radiation. • LASSO is utilized as feature selection method for subset model. • GSO is used to select the weight vector aggregating the response of subset model. • A simple and efficient algorithm is designed based on thresholding function. • Theoretical analysis focusing on error rate is provided. - Abstract: Forecasting of effective solar irradiation has developed a huge interest in recent decades, mainly due to its various applications in grid connect photovoltaic installations. This paper develops and investigates an ensemble learning based multistage intelligent approach to forecast 5 days global horizontal radiation at four given locations of India. The two-way interaction model is considered with purpose of detecting the associated correlation between the features. The main structure of the novel method is the ensemble learning, which is based on Divide and Conquer principle, is applied to enhance the forecasting accuracy and model stability. An efficient feature selection method LASSO is performed in the input space with the regularization parameter selected by Cross-Validation. A weight vector which best represents the importance of each individual model in ensemble system is provided by glowworm swarm optimization. The combination of feature selection and parameter selection are helpful in creating the diversity of the ensemble learning. In order to illustrate the validity of the proposed method, the datasets at four different locations of the India are split into training and test datasets. The results of the real data experiments demonstrate the efficiency and efficacy of the proposed method comparing with other competitors.

  9. Skill of a global seasonal streamflow forecasting system, relative roles of initial conditions and meteorological forcing

    Candogan Yossef, N.; Winsemius, H.C.; Weerts, A.; Van Beek, R.; Bierkens, M.F.P.

    2013-01-01

    We investigate the relative contributions of initial conditions (ICs) and meteorological forcing (MF) to the skill of the global seasonal streamflow forecasting system FEWS-World, using the global hydrological model PCRaster Global Water Balance. Potential improvement in forecasting skill through

  10. Climate Prediction Center (CPC) NCEP-Global Forecast System (GFS) Precipitation Forecast Product

    National Oceanic and Atmospheric Administration, Department of Commerce — The Global Forecast System (GFS) forecast precipitation data at 37.5km resolution is created at the NOAA Climate Prediction Center for the purpose of near real-time...

  11. Updated global soil map for the Weather Research and Forecasting model and soil moisture initialization for the Noah land surface model

    DY, C. Y.; Fung, J. C. H.

    2016-08-01

    A meteorological model requires accurate initial conditions and boundary conditions to obtain realistic numerical weather predictions. The land surface controls the surface heat and moisture exchanges, which can be determined by the physical properties of the soil and soil state variables, subsequently exerting an effect on the boundary layer meteorology. The initial and boundary conditions of soil moisture are currently obtained via National Centers for Environmental Prediction FNL (Final) Operational Global Analysis data, which are collected operationally in 1° by 1° resolutions every 6 h. Another input to the model is the soil map generated by the Food and Agriculture Organization of the United Nations - United Nations Educational, Scientific and Cultural Organization (FAO-UNESCO) soil database, which combines several soil surveys from around the world. Both soil moisture from the FNL analysis data and the default soil map lack accuracy and feature coarse resolutions, particularly for certain areas of China. In this study, we update the global soil map with data from Beijing Normal University in 1 km by 1 km grids and propose an alternative method of soil moisture initialization. Simulations of the Weather Research and Forecasting model show that spinning-up the soil moisture improves near-surface temperature and relative humidity prediction using different types of soil moisture initialization. Explanations of that improvement and improvement of the planetary boundary layer height in performing process analysis are provided.

  12. Validation Test Report for the 1/8 deg Global Navy Coastal Ocean Model Nowcast/Forecast System

    Barron, Charlie N; Kara, A. B; Rhodes, Robert C; Rowley, Clark; Smedstad, Lucy F

    2007-01-01

    .... Global NCOM supports predictions of ocean currents, temperatures, salinity, sea surface height, and sound speed both directly and by providing initial and boundary conditions for higher-resolution nested ocean models...

  13. NYHOPS Forecast Model Results

    National Oceanic and Atmospheric Administration, Department of Commerce — 3D Marine Nowcast/Forecast System for the New York Bight NYHOPS subdomain. Currents, waves, surface meteorology, and water conditions.

  14. Forecasting with Dynamic Regression Models

    Pankratz, Alan

    2012-01-01

    One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.

  15. An Assessment of the Subseasonal Forecast Performance in the Extended Global Ensemble Forecast System (GEFS)

    Sinsky, E.; Zhu, Y.; Li, W.; Guan, H.; Melhauser, C.

    2017-12-01

    Optimal forecast quality is crucial for the preservation of life and property. Improving monthly forecast performance over both the tropics and extra-tropics requires attention to various physical aspects such as the representation of the underlying SST, model physics and the representation of the model physics uncertainty for an ensemble forecast system. This work focuses on the impact of stochastic physics, SST and the convection scheme on forecast performance for the sub-seasonal scale over the tropics and extra-tropics with emphasis on the Madden-Julian Oscillation (MJO). A 2-year period is evaluated using the National Centers for Environmental Prediction (NCEP) Global Ensemble Forecast System (GEFS). Three experiments with different configurations than the operational GEFS were performed to illustrate the impact of the stochastic physics, SST and convection scheme. These experiments are compared against a control experiment (CTL) which consists of the operational GEFS but its integration is extended from 16 to 35 days. The three configurations are: 1) SPs, which uses a Stochastically Perturbed Physics Tendencies (SPPT), Stochastic Perturbed Humidity (SHUM) and Stochastic Kinetic Energy Backscatter (SKEB); 2) SPs+SST_bc, which uses a combination of SPs and a bias-corrected forecast SST from the NCEP Climate Forecast System Version 2 (CFSv2); and 3) SPs+SST_bc+SA_CV, which combines SPs, a bias-corrected forecast SST and a scale aware convection scheme. When comparing to the CTL experiment, SPs shows substantial improvement. The MJO skill has improved by about 4 lead days during the 2-year period. Improvement is also seen over the extra-tropics due to the updated stochastic physics, where there is a 3.1% and a 4.2% improvement during weeks 3 and 4 over the northern hemisphere and southern hemisphere, respectively. Improvement is also seen when the bias-corrected CFSv2 SST is combined with SPs. Additionally, forecast performance enhances when the scale aware

  16. A revised radiation package of G-packed McICA and two-stream approximation: Performance evaluation in a global weather forecasting model

    Baek, Sunghye

    2017-07-01

    For more efficient and accurate computation of radiative flux, improvements have been achieved in two aspects, integration of the radiative transfer equation over space and angle. First, the treatment of the Monte Carlo-independent column approximation (MCICA) is modified focusing on efficiency using a reduced number of random samples ("G-packed") within a reconstructed and unified radiation package. The original McICA takes 20% of CPU time of radiation in the Global/Regional Integrated Model systems (GRIMs). The CPU time consumption of McICA is reduced by 70% without compromising accuracy. Second, parameterizations of shortwave two-stream approximations are revised to reduce errors with respect to the 16-stream discrete ordinate method. Delta-scaled two-stream approximation (TSA) is almost unanimously used in Global Circulation Model (GCM) but contains systematic errors which overestimate forward peak scattering as solar elevation decreases. These errors are alleviated by adjusting the parameterizations of each scattering element—aerosol, liquid, ice and snow cloud particles. Parameterizations are determined with 20,129 atmospheric columns of the GRIMs data and tested with 13,422 independent data columns. The result shows that the root-mean-square error (RMSE) over the all atmospheric layers is decreased by 39% on average without significant increase in computational time. Revised TSA developed and validated with a separate one-dimensional model is mounted on GRIMs for mid-term numerical weather forecasting. Monthly averaged global forecast skill scores are unchanged with revised TSA but the temperature at lower levels of the atmosphere (pressure ≥ 700 hPa) is slightly increased (< 0.5 K) with corrected atmospheric absorption.

  17. GloFAS-Seasonal: Operational Seasonal Ensemble River Flow Forecasts at the Global Scale

    Emerton, Rebecca; Zsoter, Ervin; Smith, Paul; Salamon, Peter

    2017-04-01

    Seasonal hydrological forecasting has potential benefits for many sectors, including agriculture, water resources management and humanitarian aid. At present, no global scale seasonal hydrological forecasting system exists operationally; although smaller scale systems have begun to emerge around the globe over the past decade, a system providing consistent global scale seasonal forecasts would be of great benefit in regions where no other forecasting system exists, and to organisations operating at the global scale, such as disaster relief. We present here a new operational global ensemble seasonal hydrological forecast, currently under development at ECMWF as part of the Global Flood Awareness System (GloFAS). The proposed system, which builds upon the current version of GloFAS, takes the long-range forecasts from the ECMWF System4 ensemble seasonal forecast system (which incorporates the HTESSEL land surface scheme) and uses this runoff as input to the Lisflood routing model, producing a seasonal river flow forecast out to 4 months lead time, for the global river network. The seasonal forecasts will be evaluated using the global river discharge reanalysis, and observations where available, to determine the potential value of the forecasts across the globe. The seasonal forecasts will be presented as a new layer in the GloFAS interface, which will provide a global map of river catchments, indicating whether the catchment-averaged discharge forecast is showing abnormally high or low flows during the 4-month lead time. Each catchment will display the corresponding forecast as an ensemble hydrograph of the weekly-averaged discharge forecast out to 4 months, with percentile thresholds shown for comparison with the discharge climatology. The forecast visualisation is based on a combination of the current medium-range GloFAS forecasts and the operational EFAS (European Flood Awareness System) seasonal outlook, and aims to effectively communicate the nature of a seasonal

  18. Hydro-meteorological evaluation of downscaled global ensemble rainfall forecasts

    Gaborit, Étienne; Anctil, François; Fortin, Vincent; Pelletier, Geneviève

    2013-04-01

    Ensemble rainfall forecasts are of high interest for decision making, as they provide an explicit and dynamic assessment of the uncertainty in the forecast (Ruiz et al. 2009). However, for hydrological forecasting, their low resolution currently limits their use to large watersheds (Maraun et al. 2010). In order to bridge this gap, various implementations of the statistic-stochastic multi-fractal downscaling technique presented by Perica and Foufoula-Georgiou (1996) were compared, bringing Environment Canada's global ensemble rainfall forecasts from a 100 by 70-km resolution down to 6 by 4-km, while increasing each pixel's rainfall variance and preserving its original mean. For comparison purposes, simpler methods were also implemented such as the bi-linear interpolation, which disaggregates global forecasts without modifying their variance. The downscaled meteorological products were evaluated using different scores and diagrams, from both a meteorological and a hydrological view points. The meteorological evaluation was conducted comparing the forecasted rainfall depths against nine days of observed values taken from Québec City rain gauge database. These 9 days present strong precipitation events occurring during the summer of 2009. For the hydrologic evaluation, the hydrological models SWMM5 and (a modified version of) GR4J were implemented on a small 6 km2 urban catchment located in the Québec City region. Ensemble hydrologic forecasts with a time step of 3 hours were then performed over a 3-months period of the summer of 2010 using the original and downscaled ensemble rainfall forecasts. The most important conclusions of this work are that the overall quality of the forecasts was preserved during the disaggregation procedure and that the disaggregated products using this variance-enhancing method were of similar quality than bi-linear interpolation products. However, variance and dispersion of the different members were, of course, much improved for the

  19. A mathematical model to forecast uranium production

    Camisani-Calzolari, F.A.G.M.

    1987-01-01

    The uranium production forecasting program described in this paper projects production from reasonably assured, estimated additional and speculative resources in the cost categories of less than $130/kg U. Originally designed to handle South African production, it has been expanded and redimensioned using available published information to forecast production for countries of the Western World. The program forecasts production from up to 400 plants over a period of fifty years and has built-in production models derived from documented historical data of the more important uranium provinces. It is particularly suitable to assess production capabilities on a national and global scale where variations in outputs for the individual plants tend to even out. The program is aimed at putting the uranium potential of any one country into a realistic perspective, and it could thus be useful for planning purposes and marketing strategies

  20. Multivariate Models to Forecast Portfolio Value at Risk: from the Dot- Com crisis to the global financial crisis

    Manuel Sousa Gabrie

    2014-09-01

    Full Text Available This study analyzed market risk of an international investment portfolio by means of a new methodological proposal based on Value-at- Risk, using the covariance matrix of multivariate GARCH-type models and the extreme value theory to realize if an international diversification strategy minimizes market risk, and to determine if the VaR methodology adequately captures market risk, by applying Backtesting tests. To this end, we considered twelve international stock indexes, accounting for about 62% of the world stock market capitalization, and chose the period from the Dot-Com crisis to the current global financial crisis. Results show that the proposed methodology is a good alternative to accommodate the high market turbulence and can be considered as an adequate portfolio risk management instrument.

  1. AIRS Impact on the Analysis and Forecast Track of Tropical Cyclone Nargis in a Global Data Assimilation and Forecasting System

    Reale, O.; Lau, W.K.; Susskind, J.; Brin, E.; Liu, E.; Riishojgaard, L. P.; Rosenburg, R.; Fuentes, M.

    2009-01-01

    Tropical cyclones in the northern Indian Ocean pose serious challenges to operational weather forecasting systems, partly due to their shorter lifespan and more erratic track, compared to those in the Atlantic and the Pacific. Moreover, the automated analyses of cyclones over the northern Indian Ocean, produced by operational global data assimilation systems (DASs), are generally of inferior quality than in other basins. In this work it is shown that the assimilation of Atmospheric Infrared Sounder (AIRS) temperature retrievals under partial cloudy conditions can significantly impact the representation of the cyclone Nargis (which caused devastating loss of life in Myanmar in May 2008) in a global DAS. Forecasts produced from these improved analyses by a global model produce substantially smaller track errors. The impact of the assimilation of clear-sky radiances on the same DAS and forecasting system is positive, but smaller than the one obtained by ingestion of AIRS retrievals, possibly due to poorer coverage.

  2. Global operational hydrological forecasts through eWaterCycle

    van de Giesen, Nick; Bierkens, Marc; Donchyts, Gennadii; Drost, Niels; Hut, Rolf; Sutanudjaja, Edwin

    2015-04-01

    Central goal of the eWaterCycle project (www.ewatercycle.org) is the development of an operational hyper-resolution hydrological global model. This model is able to produce 14 day ensemble forecasts based on a hydrological model and operational weather data (presently NOAA's Global Ensemble Forecast System). Special attention is paid to prediction of situations in which water related issues are relevant, such as floods, droughts, navigation, hydropower generation, and irrigation stress. Near-real time satellite data will be assimilated in the hydrological simulations, which is a feature that will be presented for the first time at EGU 2015. First, we address challenges that are mainly computer science oriented but have direct practical hydrological implications. An important feature in this is the use of existing standards and open-source software to the maximum extent possible. For example, we use the Community Surface Dynamics Modeling System (CSDMS) approach to coupling models (Basic Model Interface (BMI)). The hydrological model underlying the project is PCR-GLOBWB, built by Utrecht University. This is the motor behind the predictions and state estimations. Parts of PCR-GLOBWB have been re-engineered to facilitate running it in a High Performance Computing (HPC) environment, run parallel on multiple nodes, as well as to use BMI. Hydrological models are not very CPU intensive compared to, say, atmospheric models. They are, however, memory hungry due to the localized processes and associated effective parameters. To accommodate this memory need, especially in an ensemble setting, a variation on the traditional Ensemble Kalman Filter was developed that needs much less on-chip memory. Due to the operational nature, the coupling of the hydrological model with hydraulic models is very important. The idea is not to run detailed hydraulic routing schemes over the complete globe but to have on-demand simulation prepared off-line with respect to topography and

  3. Downscaling Global Weather Forecast Outputs Using ANN for Flood Prediction

    Nam Do Hoai

    2011-01-01

    Full Text Available Downscaling global weather prediction model outputs to individual locations or local scales is a common practice for operational weather forecast in order to correct the model outputs at subgrid scales. This paper presents an empirical-statistical downscaling method for precipitation prediction which uses a feed-forward multilayer perceptron (MLP neural network. The MLP architecture was optimized by considering physical bases that determine the circulation of atmospheric variables. Downscaled precipitation was then used as inputs to the super tank model (runoff model for flood prediction. The case study was conducted for the Thu Bon River Basin, located in Central Vietnam. Study results showed that the precipitation predicted by MLP outperformed that directly obtained from model outputs or downscaled using multiple linear regression. Consequently, flood forecast based on the downscaled precipitation was very encouraging. It has demonstrated as a robust technology, simple to implement, reliable, and universal application for flood prediction through the combination of downscaling model and super tank model.

  4. Modelling and Forecasting Multivariate Realized Volatility

    Halbleib, Roxana; Voev, Valeri

    2011-01-01

    This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast. We provide an empirical appl...

  5. Interval Forecast for Smooth Transition Autoregressive Model ...

    In this paper, we propose a simple method for constructing interval forecast for smooth transition autoregressive (STAR) model. This interval forecast is based on bootstrapping the residual error of the estimated STAR model for each forecast horizon and computing various Akaike information criterion (AIC) function. This new ...

  6. Regional Model Nesting Within GFS Daily Forecasts Over West Africa

    Druyan, Leonard M.; Fulakeza, Matthew; Lonergan, Patrick; Worrell, Ruben

    2010-01-01

    The study uses the RM3, the regional climate model at the Center for Climate Systems Research of Columbia University and the NASA/Goddard Institute for Space Studies (CCSR/GISS). The paper evaluates 30 48-hour RM3 weather forecasts over West Africa during September 2006 made on a 0.5 grid nested within 1 Global Forecast System (GFS) global forecasts. September 2006 was the Special Observing Period #3 of the African Monsoon Multidisciplinary Analysis (AMMA). Archived GFS initial conditions and lateral boundary conditions for the simulations from the US National Weather Service, National Oceanographic and Atmospheric Administration were interpolated four times daily. Results for precipitation forecasts are validated against Tropical Rainfall Measurement Mission (TRMM) satellite estimates and data from the Famine Early Warning System (FEWS), which includes rain gauge measurements, and forecasts of circulation are compared to reanalysis 2. Performance statistics for the precipitation forecasts include bias, root-mean-square errors and spatial correlation coefficients. The nested regional model forecasts are compared to GFS forecasts to gauge whether nesting provides additional realistic information. They are also compared to RM3 simulations driven by reanalysis 2, representing high potential skill forecasts, to gauge the sensitivity of results to lateral boundary conditions. Nested RM3/GFS forecasts generate excessive moisture advection toward West Africa, which in turn causes prodigious amounts of model precipitation. This problem is corrected by empirical adjustments in the preparation of lateral boundary conditions and initial conditions. The resulting modified simulations improve on the GFS precipitation forecasts, achieving time-space correlations with TRMM of 0.77 on the first day and 0.63 on the second day. One realtime RM3/GFS precipitation forecast made at and posted by the African Centre of Meteorological Application for Development (ACMAD) in Niamey, Niger

  7. New interval forecast for stationary autoregressive models ...

    In this paper, we proposed a new forecasting interval for stationary Autoregressive, AR(p) models using the Akaike information criterion (AIC) function. Ordinarily, the AIC function is used to determine the order of an AR(p) process. In this study however, AIC forecast interval compared favorably with the theoretical forecast ...

  8. Verification of ECMWF and ECMWF/MACC's global and direct irradiance forecasts with respect to solar electricity production forecasts

    M. Schroedter-Homscheidt

    2017-02-01

    Full Text Available The successful electricity grid integration of solar energy into day-ahead markets requires at least hourly resolved 48 h forecasts. Technologies as photovoltaics and non-concentrating solar thermal technologies make use of global horizontal irradiance (GHI forecasts, while all concentrating technologies both from the photovoltaic and the thermal sector require direct normal irradiances (DNI. The European Centre for Medium-Range Weather Forecasts (ECMWF has recently changed towards providing direct as well as global irradiances. Additionally, the MACC (Monitoring Atmospheric Composition & Climate near-real time services provide daily analysis and forecasts of aerosol properties in preparation of the upcoming European Copernicus programme. The operational ECMWF/IFS (Integrated Forecast System forecast system will in the medium term profit from the Copernicus service aerosol forecasts. Therefore, within the MACC‑II project specific experiment runs were performed allowing for the assessment of the performance gain of these potential future capabilities. Also the potential impact of providing forecasts with hourly output resolution compared to three-hourly resolved forecasts is investigated. The inclusion of the new aerosol climatology in October 2003 improved both the GHI and DNI forecasts remarkably, while the change towards a new radiation scheme in 2007 only had minor and partly even unfavourable impacts on the performance indicators. For GHI, larger RMSE (root mean square error values are found for broken/overcast conditions than for scattered cloud fields. For DNI, the findings are opposite with larger RMSE values for scattered clouds compared to overcast/broken cloud situations. The introduction of direct irradiances as an output parameter in the operational IFS version has not resulted in a general performance improvement with respect to biases and RMSE compared to the widely used Skartveit et al. (1998 global to direct irradiance

  9. Global ice sheet modeling

    Hughes, T.J.; Fastook, J.L.

    1994-05-01

    The University of Maine conducted this study for Pacific Northwest Laboratory (PNL) as part of a global climate modeling task for site characterization of the potential nuclear waste respository site at Yucca Mountain, NV. The purpose of the study was to develop a global ice sheet dynamics model that will forecast the three-dimensional configuration of global ice sheets for specific climate change scenarios. The objective of the third (final) year of the work was to produce ice sheet data for glaciation scenarios covering the next 100,000 years. This was accomplished using both the map-plane and flowband solutions of our time-dependent, finite-element gridpoint model. The theory and equations used to develop the ice sheet models are presented. Three future scenarios were simulated by the model and results are discussed

  10. The Red Sea Modeling and Forecasting System

    Hoteit, Ibrahim

    2015-04-01

    Despite its importance for a variety of socio-economical and political reasons and the presence of extensive coral reef gardens along its shores, the Red Sea remains one of the most under-studied large marine physical and biological systems in the global ocean. This contribution will present our efforts to build advanced modeling and forecasting capabilities for the Red Sea, which is part of the newly established Saudi ARAMCO Marine Environmental Research Center at KAUST (SAMERCK). Our Red Sea modeling system compromises both regional and nested costal MIT general circulation models (MITgcm) with resolutions varying between 8 km and 250 m to simulate the general circulation and mesoscale dynamics at various spatial scales, a 10-km resolution Weather Research Forecasting (WRF) model to simulate the atmospheric conditions, a 4-km resolution European Regional Seas Ecosystem Model (ERSEM) to simulate the Red Sea ecosystem, and a 1-km resolution WAVEWATCH-III model to simulate the wind driven surface waves conditions. We have also implemented an oil spill model, and a probabilistic dispersion and larval connectivity modeling system (CMS) based on a stochastic Lagrangian framework and incorporating biological attributes. We are using the models outputs together with available observational data to study all aspects of the Red Sea circulations. Advanced monitoring capabilities are being deployed in the Red Sea as part of the SAMERCK, comprising multiple gliders equipped with hydrographical and biological sensors, high frequency (HF) surface current/wave mapping, buoys/ moorings, etc, complementing the available satellite ocean and atmospheric observations and Automatic Weather Stations (AWS). The Red Sea models have also been equipped with advanced data assimilation capabilities. Fully parallel ensemble-based Kalman filtering (EnKF) algorithms have been implemented with the MITgcm and ERSEM for assimilating all available multivariate satellite and in-situ data sets. We

  11. The Red Sea Modeling and Forecasting System

    Hoteit, Ibrahim; Gopalakrishnan, Ganesh; Latif, Hatem; Toye, Habib; Zhan, Peng; Kartadikaria, Aditya R.; Viswanadhapalli, Yesubabu; Yao, Fengchao; Triantafyllou, George; Langodan, Sabique; Cavaleri, Luigi; Guo, Daquan; Johns, Burt

    2015-01-01

    Despite its importance for a variety of socio-economical and political reasons and the presence of extensive coral reef gardens along its shores, the Red Sea remains one of the most under-studied large marine physical and biological systems in the global ocean. This contribution will present our efforts to build advanced modeling and forecasting capabilities for the Red Sea, which is part of the newly established Saudi ARAMCO Marine Environmental Research Center at KAUST (SAMERCK). Our Red Sea modeling system compromises both regional and nested costal MIT general circulation models (MITgcm) with resolutions varying between 8 km and 250 m to simulate the general circulation and mesoscale dynamics at various spatial scales, a 10-km resolution Weather Research Forecasting (WRF) model to simulate the atmospheric conditions, a 4-km resolution European Regional Seas Ecosystem Model (ERSEM) to simulate the Red Sea ecosystem, and a 1-km resolution WAVEWATCH-III model to simulate the wind driven surface waves conditions. We have also implemented an oil spill model, and a probabilistic dispersion and larval connectivity modeling system (CMS) based on a stochastic Lagrangian framework and incorporating biological attributes. We are using the models outputs together with available observational data to study all aspects of the Red Sea circulations. Advanced monitoring capabilities are being deployed in the Red Sea as part of the SAMERCK, comprising multiple gliders equipped with hydrographical and biological sensors, high frequency (HF) surface current/wave mapping, buoys/ moorings, etc, complementing the available satellite ocean and atmospheric observations and Automatic Weather Stations (AWS). The Red Sea models have also been equipped with advanced data assimilation capabilities. Fully parallel ensemble-based Kalman filtering (EnKF) algorithms have been implemented with the MITgcm and ERSEM for assimilating all available multivariate satellite and in-situ data sets. We

  12. Global Model Forecasts of 2005 Atlantic Tropical Cyclone Formations After Post-Processing to Account for Initial Intensity

    Chesser, Stephen G

    2008-01-01

    ...). Histograms of model analyses of the 850 500 mb relative vorticity and the 700 500 mb warm core, which are derived from the VORTRACK files, are created for CARQ intensities of 20 kt, 25 kt, 30 kt...

  13. A heuristic forecasting model for stock decision

    Zhang, D.; Jiang, Q.; Li, X.

    2005-01-01

    This paper describes a heuristic forecasting model based on neural networks for stock decision-making. Some heuristic strategies are presented for enhancing the learning capability of neural networks and obtaining better trading performance. The China Shanghai Composite Index is used as case study. The forecasting model can forecast the buying and selling signs according to the result of neural network prediction. Results are compared with a benchmark buy-and-hold strategy. ...

  14. Human-model hybrid Korean air quality forecasting system.

    Chang, Lim-Seok; Cho, Ara; Park, Hyunju; Nam, Kipyo; Kim, Deokrae; Hong, Ji-Hyoung; Song, Chang-Keun

    2016-09-01

    The Korean national air quality forecasting system, consisting of the Weather Research and Forecasting, the Sparse Matrix Operator Kernel Emissions, and the Community Modeling and Analysis (CMAQ), commenced from August 31, 2013 with target pollutants of particulate matters (PM) and ozone. Factors contributing to PM forecasting accuracy include CMAQ inputs of meteorological field and emissions, forecasters' capacity, and inherent CMAQ limit. Four numerical experiments were conducted including two global meteorological inputs from the Global Forecast System (GFS) and the Unified Model (UM), two emissions from the Model Intercomparison Study Asia (MICS-Asia) and the Intercontinental Chemical Transport Experiment (INTEX-B) for the Northeast Asia with Clear Air Policy Support System (CAPSS) for South Korea, and data assimilation of the Monitoring Atmospheric Composition and Climate (MACC). Significant PM underpredictions by using both emissions were found for PM mass and major components (sulfate and organic carbon). CMAQ predicts PM2.5 much better than PM10 (NMB of PM2.5: -20~-25%, PM10: -43~-47%). Forecasters' error usually occurred at the next day of high PM event. Once CMAQ fails to predict high PM event the day before, forecasters are likely to dismiss the model predictions on the next day which turns out to be true. The best combination of CMAQ inputs is the set of UM global meteorological field, MICS-Asia and CAPSS 2010 emissions with the NMB of -12.3%, the RMSE of 16.6μ/m(3) and the R(2) of 0.68. By using MACC data as an initial and boundary condition, the performance skill of CMAQ would be improved, especially in the case of undefined coarse emission. A variety of methods such as ensemble and data assimilation are considered to improve further the accuracy of air quality forecasting, especially for high PM events to be comparable to for all cases. The growing utilization of the air quality forecast induced the public strongly to demand that the accuracy of the

  15. The Implementation of NEMS GFS Aerosol Component (NGAC) Version 1.0 for Global Dust Forecasting at NOAA NCEP

    Lu, Cheng-Hsuan; Da Silva, Arlindo M.; Wang, Jun; Moorthi, Shrinivas; Chin, Mian; Colarco, Peter; Tang, Youhua; Bhattacharjee, Partha S.; Chen, Shen-Po; Chuang, Hui-Ya; hide

    2016-01-01

    The NOAA National Centers for Environmental Prediction (NCEP) implemented the NOAA Environmental Modeling System (NEMS) Global Forecast System (GFS) Aerosol Component (NGAC) for global dust forecasting in collaboration with NASA Goddard Space Flight Center (GSFC). NGAC Version 1.0 has been providing 5-day dust forecasts at 1deg x 1deg resolution on a global scale, once per day at 00:00 Coordinated Universal Time (UTC), since September 2012. This is the first global system capable of interactive atmosphere aerosol forecasting at NCEP. The implementation of NGAC V1.0 reflects an effective and efficient transitioning of NASA research advances to NCEP operations, paving the way for NCEP to provide global aerosol products serving a wide range of stakeholders, as well as to allow the effects of aerosols on weather forecasts and climate prediction to be considered.

  16. Evaluating Extensions to Coherent Mortality Forecasting Models

    Syazreen Shair

    2017-03-01

    Full Text Available Coherent models were developed recently to forecast the mortality of two or more sub-populations simultaneously and to ensure long-term non-divergent mortality forecasts of sub-populations. This paper evaluates the forecast accuracy of two recently-published coherent mortality models, the Poisson common factor and the product-ratio functional models. These models are compared to each other and the corresponding independent models, as well as the original Lee–Carter model. All models are applied to age-gender-specific mortality data for Australia and Malaysia and age-gender-ethnicity-specific data for Malaysia. The out-of-sample forecast error of log death rates, male-to-female death rate ratios and life expectancy at birth from each model are compared and examined across groups. The results show that, in terms of overall accuracy, the forecasts of both coherent models are consistently more accurate than those of the independent models for Australia and for Malaysia, but the relative performance differs by forecast horizon. Although the product-ratio functional model outperforms the Poisson common factor model for Australia, the Poisson common factor is more accurate for Malaysia. For the ethnic groups application, ethnic-coherence gives better results than gender-coherence. The results provide evidence that coherent models are preferable to independent models for forecasting sub-populations’ mortality.

  17. A Forecast Model for Unemployment by Education

    Tranæs, Torben; Larsen, Anders Holm; Groes, Niels

    1994-01-01

    We present a dynamic forecast model for the labour market: demand for labour by education and the distribution of labour by education among industries are determined endogenously with overall demand by industry given exogenously. The model is derived from a simple behavioural equation based on a ...... for educational groups, where the initial forecast year is a change point for unemployment....

  18. Forecasting with periodic autoregressive time series models

    Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)

    1999-01-01

    textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption

  19. Operational forecasting based on a modified Weather Research and Forecasting model

    Lundquist, J; Glascoe, L; Obrecht, J

    2010-03-18

    Accurate short-term forecasts of wind resources are required for efficient wind farm operation and ultimately for the integration of large amounts of wind-generated power into electrical grids. Siemens Energy Inc. and Lawrence Livermore National Laboratory, with the University of Colorado at Boulder, are collaborating on the design of an operational forecasting system for large wind farms. The basis of the system is the numerical weather prediction tool, the Weather Research and Forecasting (WRF) model; large-eddy simulations and data assimilation approaches are used to refine and tailor the forecasting system. Representation of the atmospheric boundary layer is modified, based on high-resolution large-eddy simulations of the atmospheric boundary. These large-eddy simulations incorporate wake effects from upwind turbines on downwind turbines as well as represent complex atmospheric variability due to complex terrain and surface features as well as atmospheric stability. Real-time hub-height wind speed and other meteorological data streams from existing wind farms are incorporated into the modeling system to enable uncertainty quantification through probabilistic forecasts. A companion investigation has identified optimal boundary-layer physics options for low-level forecasts in complex terrain, toward employing decadal WRF simulations to anticipate large-scale changes in wind resource availability due to global climate change.

  20. Improving Global Flood Forecasting using Satellite Detected Flood Extent

    Revilla Romero, B.

    2016-01-01

    Flooding is a natural global phenomenon but in many cases is exacerbated by human activity. Although flooding generally affects humans in a negative way, bringing death, suffering, and economic impacts, it also has potentially beneficial effects. Early flood warning and forecasting systems, as well

  1. Midway Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Midway Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a suite...

  2. Modelling and forecasting WIG20 daily returns

    Amado, Cristina; Silvennoinen, Annestiina; Terasvirta, Timo

    of the model is that the deterministic component is specified before estimating the multiplicative conditional variance component. The resulting model is subjected to misspecification tests and its forecasting performance is compared with that of commonly applied models of conditional heteroskedasticity....

  3. Yakutat Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Yakutat, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  4. Bermuda Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Bermuda Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  5. Coastal and Riverine Flood Forecast Model powered by ADCIRC

    Khalid, A.; Ferreira, C.

    2017-12-01

    Coastal flooding is becoming a major threat to increased population in the coastal areas. To protect coastal communities from tropical storms & hurricane damages, early warning systems are being developed. These systems have the capability of real time flood forecasting to identify hazardous coastal areas and aid coastal communities in rescue operations. State of the art hydrodynamic models forced by atmospheric forcing have given modelers the ability to forecast storm surge, water levels and currents. This helps to identify the areas threatened by intense storms. Study on Chesapeake Bay area has gained national importance because of its combined riverine and coastal phenomenon, which leads to greater uncertainty in flood predictions. This study presents an automated flood forecast system developed by following Advanced Circulation (ADCIRC) Surge Guidance System (ASGS) guidelines and tailored to take in riverine and coastal boundary forcing, thus includes all the hydrodynamic processes to forecast total water in the Potomac River. As studies on tidal and riverine flow interaction are very scarce in number, our forecast system would be a scientific tool to examine such area and fill the gaps with precise prediction for Potomac River. Real-time observations from National Oceanic and Atmospheric Administration (NOAA) and field measurements have been used as model boundary feeding. The model performance has been validated by using major historical riverine and coastal flooding events. Hydrodynamic model ADCIRC produced promising predictions for flood inundation areas. As better forecasts can be achieved by using coupled models, this system is developed to take boundary conditions from Global WaveWatchIII for the research purposes. Wave and swell propagation will be fed through Global WavewatchIII model to take into account the effects of swells and currents. This automated forecast system is currently undergoing rigorous testing to include any missing parameters which

  6. Forecasting Ebola with a regression transmission model

    Jason Asher

    2018-03-01

    Full Text Available We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes traditional Susceptible-Infected-Recovered (SIR disease modeling approaches and allows for the flexible consideration of outbreaks with complex trajectories of disease dynamics. Keywords: Ebola, Forecasting, Mathematical modeling, Bayesian inference

  7. Air Quality Forecasts Using the NASA GEOS Model

    Keller, Christoph A.; Knowland, K. Emma; Nielsen, Jon E.; Orbe, Clara; Ott, Lesley; Pawson, Steven; Saunders, Emily; Duncan, Bryan; Follette-Cook, Melanie; Liu, Junhua; hide

    2018-01-01

    We provide an introduction to a new high-resolution (0.25 degree) global composition forecast produced by NASA's Global Modeling and Assimilation office. The NASA Goddard Earth Observing System version 5 (GEOS-5) model has been expanded to provide global near-real-time forecasts of atmospheric composition at a horizontal resolution of 0.25 degrees (25 km). Previously, this combination of detailed chemistry and resolution was only provided by regional models. This system combines the operational GEOS-5 weather forecasting model with the state-of-the-science GEOS-Chem chemistry module (version 11) to provide detailed chemical analysis of a wide range of air pollutants such as ozone, carbon monoxide, nitrogen oxides, and fine particulate matter (PM2.5). The resolution of the forecasts is the highest resolution compared to current, publically-available global composition forecasts. Evaluation and validation of modeled trace gases and aerosols compared to surface and satellite observations will be presented for constituents relative to health air quality standards. Comparisons of modeled trace gases and aerosols against satellite observations show that the model produces realistic concentrations of atmospheric constituents in the free troposphere. Model comparisons against surface observations highlight the model's capability to capture the diurnal variability of air pollutants under a variety of meteorological conditions. The GEOS-5 composition forecasting system offers a new tool for scientists and the public health community, and is being developed jointly with several government and non-profit partners. Potential applications include air quality warnings, flight campaign planning and exposure studies using the archived analysis fields.

  8. Global Warming: Understanding and Teaching the Forecast.

    Andrews, Bill

    1994-01-01

    A resource for the teaching of the history and causes of climate change. Discusses evidence of climate change from the Viking era, early ice ages, the most recent ice age, natural causes of climate change, human-made causes of climate change, projections of global warming, and unequal warming. (LZ)

  9. Demand forecast model based on CRM

    Cai, Yuancui; Chen, Lichao

    2006-11-01

    With interiorizing day by day management thought that regarding customer as the centre, forecasting customer demand becomes more and more important. In the demand forecast of customer relationship management, the traditional forecast methods have very great limitation because much uncertainty of the demand, these all require new modeling to meet the demands of development. In this paper, the notion is that forecasting the demand according to characteristics of the potential customer, then modeling by it. The model first depicts customer adopting uniform multiple indexes. Secondly, the model acquires characteristic customers on the basis of data warehouse and the technology of data mining. The last, there get the most similar characteristic customer by their comparing and forecast the demands of new customer by the most similar characteristic customer.

  10. Space weather: Modeling and forecasting ionospheric

    Calzadilla Mendez, A.

    2008-01-01

    Full text: Space weather is the set of phenomena and interactions that take place in the interplanetary medium. It is regulated primarily by the activity originating in the Sun and affects both the artificial satellites that are outside of the protective cover of the Earth's atmosphere as the rest of the planets in the solar system. Among the phenomena that are of great relevance and impact on Earth are the auroras and geomagnetic storms , these are a direct result of irregularities in the flow of the solar wind and the interplanetary magnetic field . Given the high complexity of the physical phenomena involved (magnetic reconnection , particle inlet and ionizing radiation to the atmosphere) one of the great scientific challenges today is to forecast the state of plasmatic means either the interplanetary medium , the magnetosphere and ionosphere , for their importance to the development of various human activities such as radio , global positioning , navigation, etc. . It briefly address some of the international ionospheric modeling methods and contributions and participation that currently has the space group of the Institute of Geophysics Geophysics and Astronomy (IGA) in these activities of modeling and forecasting ionospheric. (author)

  11. Formation of an Integrated Stock Price Forecast Model in Lithuania

    Audrius Dzikevičius

    2016-12-01

    Full Text Available Technical and fundamental analyses are widely used to forecast stock prices due to lack of knowledge of other modern models and methods such as Residual Income Model, ANN-APGARCH, Support Vector Machine, Probabilistic Neural Network and Genetic Fuzzy Systems. Although stock price forecast models integrating both technical and fundamental analyses are currently used widely, their integration is not justified comprehensively enough. This paper discusses theoretical one-factor and multi-factor stock price forecast models already applied by investors at a global level and determines possibility to create and apply practically a stock price forecast model which integrates fundamental and technical analysis with the reference to the Lithuanian stock market. The research is aimed to determine the relationship between stock prices of the 14 Lithuanian companies listed in the Main List by the Nasdaq OMX Baltic and various fundamental variables. Based on correlation and regression analysis results and application of c-Squared Test, ANOVA method, a general stock price forecast model is generated. This paper discusses practical implications how the developed model can be used to forecast stock prices by individual investors and suggests additional check measures.

  12. Global Wildfire Forecasts Using Large Scale Climate Indices

    Shen, Huizhong; Tao, Shu

    2016-04-01

    Using weather readings, fire early warning can provided forecast 4-6 hour in advance to minimize fire loss. The benefit would be dramatically enhanced if relatively accurate long-term projection can be also provided. Here we present a novel method for predicting global fire season severity (FSS) at least three months in advance using multiple large-scale climate indices (CIs). The predictive ability is proven effective for various geographic locations and resolution. Globally, as well as in most continents, the El Niño Southern Oscillation (ENSO) is the dominant driving force controlling interannual FSS variability, whereas other CIs also play indispensable roles. We found that a moderate El Niño event is responsible for 465 (272-658 as interquartile range) Tg carbon release and an annual increase of 29,500 (24,500-34,800) deaths from inhalation exposure to air pollutants. Southeast Asia accounts for half of the deaths. Both intercorrelation and interaction of WPs and CIs are revealed, suggesting possible climate-induced modification of fire responses to weather conditions. Our models can benefit fire management in response to climate change.

  13. Econometric Models for Forecasting of Macroeconomic Indices

    Sukhanova, Elena I.; Shirnaeva, Svetlana Y.; Mokronosov, Aleksandr G.

    2016-01-01

    The urgency of the research topic was stipulated by the necessity to carry out an effective controlled process by the economic system which can hardly be imagined without indices forecasting characteristic of this system. An econometric model is a safe tool of forecasting which makes it possible to take into consideration the trend of indices…

  14. Forecasting with nonlinear time series models

    Kock, Anders Bredahl; Teräsvirta, Timo

    In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...

  15. Forecasting Ebola with a regression transmission model

    Asher, Jason

    2017-01-01

    We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes ...

  16. Combining SKU-level sales forecasts from models and experts

    Ph.H.B.F. Franses (Philip Hans); R. Legerstee (Rianne)

    2009-01-01

    textabstractWe study the performance of SKU-level sales forecasts which linearly combine statistical model forecasts and expert forecasts. Using a large and unique database containing model forecasts for monthly sales of various pharmaceutical products and forecasts given by about fifty experts, we

  17. HYbrid Coordinate Ocean Model (HYCOM): Global

    National Oceanic and Atmospheric Administration, Department of Commerce — Global HYbrid Coordinate Ocean Model (HYCOM) and U.S. Navy Coupled Ocean Data Assimilation (NCODA) 3-day, daily forecast at approximately 9-km (1/12-degree)...

  18. Nambe Pueblo Water Budget and Forecasting model.

    Brainard, James Robert

    2009-10-01

    This report documents The Nambe Pueblo Water Budget and Water Forecasting model. The model has been constructed using Powersim Studio (PS), a software package designed to investigate complex systems where flows and accumulations are central to the system. Here PS has been used as a platform for modeling various aspects of Nambe Pueblo's current and future water use. The model contains three major components, the Water Forecast Component, Irrigation Scheduling Component, and the Reservoir Model Component. In each of the components, the user can change variables to investigate the impacts of water management scenarios on future water use. The Water Forecast Component includes forecasting for industrial, commercial, and livestock use. Domestic demand is also forecasted based on user specified current population, population growth rates, and per capita water consumption. Irrigation efficiencies are quantified in the Irrigated Agriculture component using critical information concerning diversion rates, acreages, ditch dimensions and seepage rates. Results from this section are used in the Water Demand Forecast, Irrigation Scheduling, and the Reservoir Model components. The Reservoir Component contains two sections, (1) Storage and Inflow Accumulations by Categories and (2) Release, Diversion and Shortages. Results from both sections are derived from the calibrated Nambe Reservoir model where historic, pre-dam or above dam USGS stream flow data is fed into the model and releases are calculated.

  19. Weather forecasting based on hybrid neural model

    Saba, Tanzila; Rehman, Amjad; AlGhamdi, Jarallah S.

    2017-11-01

    Making deductions and expectations about climate has been a challenge all through mankind's history. Challenges with exact meteorological directions assist to foresee and handle problems well in time. Different strategies have been investigated using various machine learning techniques in reported forecasting systems. Current research investigates climate as a major challenge for machine information mining and deduction. Accordingly, this paper presents a hybrid neural model (MLP and RBF) to enhance the accuracy of weather forecasting. Proposed hybrid model ensure precise forecasting due to the specialty of climate anticipating frameworks. The study concentrates on the data representing Saudi Arabia weather forecasting. The main input features employed to train individual and hybrid neural networks that include average dew point, minimum temperature, maximum temperature, mean temperature, average relative moistness, precipitation, normal wind speed, high wind speed and average cloudiness. The output layer composed of two neurons to represent rainy and dry weathers. Moreover, trial and error approach is adopted to select an appropriate number of inputs to the hybrid neural network. Correlation coefficient, RMSE and scatter index are the standard yard sticks adopted for forecast accuracy measurement. On individual standing MLP forecasting results are better than RBF, however, the proposed simplified hybrid neural model comes out with better forecasting accuracy as compared to both individual networks. Additionally, results are better than reported in the state of art, using a simple neural structure that reduces training time and complexity.

  20. Pollen Forecast and Dispersion Modelling

    Costantini, Monica; Di Giuseppe, Fabio; Medaglia, Carlo Maria; Travaglini, Alessandro; Tocci, Raffaella; Brighetti, M. Antonia; Petitta, Marcello

    2014-05-01

    The aim of this study is monitoring, mapping and forecast of pollen distribution for the city of Rome using in-situ measurements of 10 species of common allergenic pollens and measurements of PM10. The production of daily concentration maps, associated to a mobile phone app, are innovative compared to existing dedicated services to people who suffer from respiratory allergies. The dispersal pollen is one of the most well-known causes of allergic disease that is manifested by disorders of the respiratory functions. Allergies are the third leading cause of chronic disease and it is estimated that tens millions of people in Italy suffer from it. Recent works reveal that during the last few years there was a progressive increase of affected subjects, especially in urban areas. This situation may depend: on the ability to transport of pollutants, on the ability to react between pollutants and pollen and from a combination of other irritants, existing in densely populated and polluted urban areas. The methodology used to produce maps is based on in-situ measurements time series relative to 2012, obtained from networks of air quality and pollen stations in the metropolitan area of Rome. The monitoring station aerobiological of University of Rome "Tor Vergata" is located at the Department of Biology. The instrument used to pollen monitoring is a volumetric sampler type Hirst (Hirst 1952), Model 2000 VPPS Lanzoni; the data acquisition is carried out as reported in Standard UNI 11008:2004 - "Qualità dell'aria - Metodo di campionamento e conteggio dei granuli pollinici e delle spore fungine aerodisperse" - the protocol that describes the procedure for measuring of the concentration of pollen grains and fungal spores dispersed into the atmosphere, and reported in the "Manuale di gestione e qualità della R.I.M.A" (Travaglini et. al. 2009). All 10 allergenic pollen are monitored since 1996. At Tor Vergata university is also operating a meteorological station (SP2000, CAE

  1. Spatiotemporal drought forecasting using nonlinear models

    Vasiliades, Lampros; Loukas, Athanasios

    2010-05-01

    Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. In order to achieve spatiotemporal forecasting, some mature analysis tools, e.g., time series and spatial statistics are extended to the spatial dimension and the temporal dimension, respectively. Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Despite the widespread application of nonlinear mathematical models, comparative studies on spatiotemporal drought forecasting using different models are still a huge task for modellers. This study uses a promising approach, the Gamma Test (GT), to select the input variables and the training data length, so that the trial and error workload could be greatly reduced. The GT enables to quickly evaluate and estimate the best mean squared error that can be achieved by a smooth model on any unseen data for a given selection of inputs, prior to model construction. The GT is applied to forecast droughts using monthly Standardized Precipitation Index (SPI) timeseries at multiple timescales in several precipitation stations at Pinios river basin in Thessaly region, Greece. Several nonlinear models have been developed efficiently, with the aid of the GT, for 1-month up to 12-month ahead forecasting. Several temporal and spatial statistical indices were considered for the performance evaluation of the models. The predicted results show reasonably good agreement with the actual data for short lead times, whereas the forecasting accuracy decreases with

  2. Multicomponent ensemble models to forecast induced seismicity

    Király-Proag, E.; Gischig, V.; Zechar, J. D.; Wiemer, S.

    2018-01-01

    In recent years, human-induced seismicity has become a more and more relevant topic due to its economic and social implications. Several models and approaches have been developed to explain underlying physical processes or forecast induced seismicity. They range from simple statistical models to coupled numerical models incorporating complex physics. We advocate the need for forecast testing as currently the best method for ascertaining if models are capable to reasonably accounting for key physical governing processes—or not. Moreover, operational forecast models are of great interest to help on-site decision-making in projects entailing induced earthquakes. We previously introduced a standardized framework following the guidelines of the Collaboratory for the Study of Earthquake Predictability, the Induced Seismicity Test Bench, to test, validate, and rank induced seismicity models. In this study, we describe how to construct multicomponent ensemble models based on Bayesian weightings that deliver more accurate forecasts than individual models in the case of Basel 2006 and Soultz-sous-Forêts 2004 enhanced geothermal stimulation projects. For this, we examine five calibrated variants of two significantly different model groups: (1) Shapiro and Smoothed Seismicity based on the seismogenic index, simple modified Omori-law-type seismicity decay, and temporally weighted smoothed seismicity; (2) Hydraulics and Seismicity based on numerically modelled pore pressure evolution that triggers seismicity using the Mohr-Coulomb failure criterion. We also demonstrate how the individual and ensemble models would perform as part of an operational Adaptive Traffic Light System. Investigating seismicity forecasts based on a range of potential injection scenarios, we use forecast periods of different durations to compute the occurrence probabilities of seismic events M ≥ 3. We show that in the case of the Basel 2006 geothermal stimulation the models forecast hazardous levels

  3. Remote sensing for global change, climate change and atmosphere and ocean forecasting. Volume 1

    1992-01-01

    This volume is separated in three sessions. First part is on remote sensing for global change (with global modelling, land cover change on global scale, ocean colour studies of marine biosphere, biological and hydrological interactions and large scale experiments). Second part is on remote sensing for climate change (with earth radiation and clouds, sea ice, global climate research programme). Third part is on remote sensing for atmosphere and ocean forecasting (with temperatures and humidity, winds, data assimilation, cloud imagery, sea surface temperature, ocean waves and topography). (A.B.). refs., figs., tabs

  4. Modeling and forecasting petroleum futures volatility

    Sadorsky, Perry

    2006-01-01

    Forecasts of oil price volatility are important inputs into macroeconometric models, financial market risk assessment calculations like value at risk, and option pricing formulas for futures contracts. This paper uses several different univariate and multivariate statistical models to estimate forecasts of daily volatility in petroleum futures price returns. The out-of-sample forecasts are evaluated using forecast accuracy tests and market timing tests. The TGARCH model fits well for heating oil and natural gas volatility and the GARCH model fits well for crude oil and unleaded gasoline volatility. Simple moving average models seem to fit well in some cases provided the correct order is chosen. Despite the increased complexity, models like state space, vector autoregression and bivariate GARCH do not perform as well as the single equation GARCH model. Most models out perform a random walk and there is evidence of market timing. Parametric and non-parametric value at risk measures are calculated and compared. Non-parametric models outperform the parametric models in terms of number of exceedences in backtests. These results are useful for anyone needing forecasts of petroleum futures volatility. (author)

  5. The AviaDem forecasting model: illustration of a forecasting case at Amsterdam Schiphol Airport

    Veldhuis, J.; Lieshout, R.

    2010-01-01

    The paper describes an aviation market forecasting model which focuses on market forecasts for airports. Most forecasting models in use today assess aviation trends resulting from macroeconomic trends. The model described in this paper has this feature built in, but the added value of this model is

  6. Global drought outlook by means of seasonal forecasts

    Ziese, Markus; Fröhlich, Kristina; Rustemeier, Elke; Becker, Andreas

    2017-04-01

    Droughts are naturally occurring phenomena which are caused by a shortage of available water due to lower than normal precipitation and/or above normal evaporation. Depending on the length of the droughts, several sectors are affected starting with agriculture, then river and ground water levels and finally socio-economic losses at the long end of the spectrum of drought persistence. Droughts are extreme events that affect much larger areas and last much longer than floods, but are less geared towards media than floods being more short-scale in persistence and impacts. Finally the slow onset of droughts make the detection and early warning of their beginning difficult and time is lost for preparatory measures. Drought indices are developed to detect and classify droughts based on (meteorological) observations and possible additional information tailored to specific user needs, e.g. in agriculture, hydrology and other sectors. Not all drought indices can be utilized for global applications as not all input parameters are available at this scale. Therefore the Global Precipitation Climatology Centre (GPCC) developed a drought index as combination of the Standardized Drought Index (SPI) and the Standardized Precipitation Evapotranspiration Index (SPEI), the GPCC-DI. The GPCC-DI is applied to drought monitoring and retrospective analyses on a global scale. As the Deutscher Wetterdienst (DWD) operates a seasonal forecast system in cooperation with Max-Planck-Institute for Meteorology Hamburg and University of Hamburg, these data are also used for an outlook of drought conditions by means of the GPCC-DI. The reliability of seasonal precipitation forecasts is limited, so the drought outlook is available only for forecast months two to four. Based on the GPCC-DI, DWD provides a retrospective analysis, near-real-time monitoring and outlook of drought conditions on a global scale and regular basis.

  7. Climate Prediction Center (CPC) NCEP-Global Forecast System (GFS) 0-10cm Soil-Moisture Forecast Product

    National Oceanic and Atmospheric Administration, Department of Commerce — The Global Forecast System (GFS) forecast 0-10cm soil-moisture data at 37.5km resolution is created at the NOAA Climate Prediction Center for the purpose of near...

  8. Ionospheric scintillation forecasting model based on NN-PSO technique

    Sridhar, M.; Venkata Ratnam, D.; Padma Raju, K.; Sai Praharsha, D.; Saathvika, K.

    2017-09-01

    The forecasting and modeling of ionospheric scintillation effects are crucial for precise satellite positioning and navigation applications. In this paper, a Neural Network model, trained using Particle Swarm Optimization (PSO) algorithm, has been implemented for the prediction of amplitude scintillation index (S4) observations. The Global Positioning System (GPS) and Ionosonde data available at Darwin, Australia (12.4634° S, 130.8456° E) during 2013 has been considered. The correlation analysis between GPS S4 and Ionosonde drift velocities (hmf2 and fof2) data has been conducted for forecasting the S4 values. The results indicate that forecasted S4 values closely follow the measured S4 values for both the quiet and disturbed conditions. The outcome of this work will be useful for understanding the ionospheric scintillation phenomena over low latitude regions.

  9. Forecasting Inflation through Econometrics Models: An Empirical ...

    This article aims at modeling and forecasting inflation in Pakistan. For this purpose a number of econometric approaches are implemented and their results are compared. In ARIMA models, adding additional lags for p and/or q necessarily reduced the sum of squares of the estimated residuals. When a model is estimated ...

  10. Modelling and Forecasting Multivariate Realized Volatility

    Chiriac, Roxana; Voev, Valeri

    . We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...

  11. Do regional weather models contribute to better wind power forecasts? A few Norwegian case studies

    Bremnes, John Bjørnar; Giebel, Gregor

    2017-01-01

    resolution of this grid determines how accurate meteorological processes can be modeled and thereby also limits forecast quality. In this study, two global and four regional operational NWP models with spatial horizontal resolutions ranging from 1 to 32 km were applied to make wind power forecasts up to 66...

  12. Evaluation of streamflow forecast for the National Water Model of U.S. National Weather Service

    Rafieeinasab, A.; McCreight, J. L.; Dugger, A. L.; Gochis, D.; Karsten, L. R.; Zhang, Y.; Cosgrove, B.; Liu, Y.

    2016-12-01

    The National Water Model (NWM), an implementation of the community WRF-Hydro modeling system, is an operational hydrologic forecasting model for the contiguous United States. The model forecasts distributed hydrologic states and fluxes, including soil moisture, snowpack, ET, and ponded water. In particular, the NWM provides streamflow forecasts at more than 2.7 million river reaches for three forecast ranges: short (15 hr), medium (10 days), and long (30 days). In this study, we verify short and medium range streamflow forecasts in the context of the verification of their respective quantitative precipitation forecasts/forcing (QPF), the High Resolution Rapid Refresh (HRRR) and the Global Forecast System (GFS). The streamflow evaluation is performed for summer of 2016 at more than 6,000 USGS gauges. Both individual forecasts and forecast lead times are examined. Selected case studies of extreme events aim to provide insight into the quality of the NWM streamflow forecasts. A goal of this comparison is to address how much streamflow bias originates from precipitation forcing bias. To this end, precipitation verification is performed over the contributing areas above (and between assimilated) USGS gauge locations. Precipitation verification is based on the aggregated, blended StageIV/StageII data as the "reference truth". We summarize the skill of the streamflow forecasts, their skill relative to the QPF, and make recommendations for improving NWM forecast skill.

  13. Medium-range reference evapotranspiration forecasts for the contiguous United States based on multi-model numerical weather predictions

    Medina, Hanoi; Tian, Di; Srivastava, Puneet; Pelosi, Anna; Chirico, Giovanni B.

    2018-07-01

    Reference evapotranspiration (ET0) plays a fundamental role in agronomic, forestry, and water resources management. Estimating and forecasting ET0 have long been recognized as a major challenge for researchers and practitioners in these communities. This work explored the potential of multiple leading numerical weather predictions (NWPs) for estimating and forecasting summer ET0 at 101 U.S. Regional Climate Reference Network stations over nine climate regions across the contiguous United States (CONUS). Three leading global NWP model forecasts from THORPEX Interactive Grand Global Ensemble (TIGGE) dataset were used in this study, including the single model ensemble forecasts from the European Centre for Medium-Range Weather Forecasts (EC), the National Centers for Environmental Prediction Global Forecast System (NCEP), and the United Kingdom Meteorological Office forecasts (MO), as well as multi-model ensemble forecasts from the combinations of these NWP models. A regression calibration was employed to bias correct the ET0 forecasts. Impact of individual forecast variables on ET0 forecasts were also evaluated. The results showed that the EC forecasts provided the least error and highest skill and reliability, followed by the MO and NCEP forecasts. The multi-model ensembles constructed from the combination of EC and MO forecasts provided slightly better performance than the single model EC forecasts. The regression process greatly improved ET0 forecast performances, particularly for the regions involving stations near the coast, or with a complex orography. The performance of EC forecasts was only slightly influenced by the size of the ensemble members, particularly at short lead times. Even with less ensemble members, EC still performed better than the other two NWPs. Errors in the radiation forecasts, followed by those in the wind, had the most detrimental effects on the ET0 forecast performances.

  14. Case studies of extended model-based flood forecasting: prediction of dike strength and flood impacts

    Stuparu, Dana; Bachmann, Daniel; Bogaard, Tom; Twigt, Daniel; Verkade, Jan; de Bruijn, Karin; de Leeuw, Annemargreet

    2017-04-01

    Flood forecasts, warning and emergency response are important components in flood risk management. Most flood forecasting systems use models to translate weather predictions to forecasted discharges or water levels. However, this information is often not sufficient for real time decisions. A sound understanding of the reliability of embankments and flood dynamics is needed to react timely and reduce the negative effects of the flood. Where are the weak points in the dike system? When, how much and where the water will flow? When and where is the greatest impact expected? Model-based flood impact forecasting tries to answer these questions by adding new dimensions to the existing forecasting systems by providing forecasted information about: (a) the dike strength during the event (reliability), (b) the flood extent in case of an overflow or a dike failure (flood spread) and (c) the assets at risk (impacts). This work presents three study-cases in which such a set-up is applied. Special features are highlighted. Forecasting of dike strength. The first study-case focusses on the forecast of dike strength in the Netherlands for the river Rhine branches Waal, Nederrijn and IJssel. A so-called reliability transformation is used to translate the predicted water levels at selected dike sections into failure probabilities during a flood event. The reliability of a dike section is defined by fragility curves - a summary of the dike strength conditional to the water level. The reliability information enhances the emergency management and inspections of embankments. Ensemble forecasting. The second study-case shows the setup of a flood impact forecasting system in Dumfries, Scotland. The existing forecasting system is extended with a 2D flood spreading model in combination with the Delft-FIAT impact model. Ensemble forecasts are used to make use of the uncertainty in the precipitation forecasts, which is useful to quantify the certainty of a forecasted flood event. From global

  15. Predicting Earth orientation changes from global forecasts of atmosphere-hydrosphere dynamics

    Dobslaw, Henryk; Dill, Robert

    2018-02-01

    Effective Angular Momentum (EAM) functions obtained from global numerical simulations of atmosphere, ocean, and land surface dynamics are routinely processed by the Earth System Modelling group at Deutsches GeoForschungsZentrum. EAM functions are available since January 1976 with up to 3 h temporal resolution. Additionally, 6 days-long EAM forecasts are routinely published every day. Based on hindcast experiments with 305 individual predictions distributed over 15 months, we demonstrate that EAM forecasts improve the prediction accuracy of the Earth Orientation Parameters at all forecast horizons between 1 and 6 days. At day 6, prediction accuracy improves down to 1.76 mas for the terrestrial pole offset, and 2.6 mas for Δ UT1, which correspond to an accuracy increase of about 41% over predictions published in Bulletin A by the International Earth Rotation and Reference System Service.

  16. A Hybrid Model for Forecasting Sales in Turkish Paint Industry

    Alp Ustundag

    2009-01-01

    Sales forecasting is important for facilitating effective and efficient allocation of scarce resources. However, how to best model and forecast sales has been a long-standing issue. There is no best forecasting method that is applicable in all circumstances. Therefore, confidence in the accuracy of sales forecasts is achieved by corroborating the results using two or more methods. This paper proposes a hybrid forecasting model that uses an artificial intelligence method (AI) w...

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

    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 Mizu

  18. Petascale Diagnostic Assessment of the Global Portfolio Rainfall Space Missions' Ability to Support Flood Forecasting

    Reed, P. M.; Chaney, N.; Herman, J. D.; Wood, E. F.; Ferringer, M. P.

    2015-12-01

    This research represents a multi-institutional collaboration between Cornell University, The Aerospace Corporation, and Princeton University that has completed a Petascale diagnostic assessment of the current 10 satellite missions providing rainfall observations. Our diagnostic assessment has required four core tasks: (1) formally linking high-resolution astrodynamics design and coordination of space assets with their global hydrological impacts within a Petascale "many-objective" global optimization framework, (2) developing a baseline diagnostic evaluation of a 1-degree resolution global implementation of the Variable Infiltration Capacity (VIC) model to establish the required satellite observation frequencies and coverage to maintain acceptable global flood forecasts, (3) evaluating the limitations and vulnerabilities of the full suite of current satellite precipitation missions including the recently approved Global Precipitation Measurement (GPM) mission, and (4) conceptualizing the next generation spaced-based platforms for water cycle observation. Our team exploited over 100 Million hours of computing access on the 700,000+ core Blue Waters machine to radically advance our ability to discover and visualize key system tradeoffs and sensitivities. This project represents to our knowledge the first attempt to develop a 10,000 member Monte Carlo global hydrologic simulation at one degree resolution that characterizes the uncertain effects of changing the available frequencies of satellite precipitation on drought and flood forecasts. The simulation—optimization components of the work have set a theoretical baseline for the best possible frequencies and coverages for global precipitation given unlimited investment, broad international coordination in reconfiguring existing assets, and new satellite constellation design objectives informed directly by key global hydrologic forecasting requirements. Our research poses a step towards realizing the integrated

  19. The use of analogies in forecasting ecological and societal responses to global warming

    Glantz, M.H.

    1991-01-01

    Due to the limitations of general circulation models, researchers use analogies to look at future climatic change and its effects. Analogies used include the greenhouse, the Altithermal period, regional climates and summertime. Analogical reasoning is a prominent part of general circulation modeling of the atmosphere. Analogies are useful for generating hypotheses and improving understanding, but not as forecasts. The use of an analogy to develop specific policies related to global warming is risky. Historical analogies can provide a first approach to ascertaining the level of societal preparedness for the impacts of a global warming. Each analogy provides additional information about the target problem. 63 refs., 3 figs., 1 tab

  20. The use of analogies in forecasting ecological and societal responses to global warming

    Glantz, M.H. (National Center for Atmospheric Research, Boulder CO (USA). Environmental Research and Societal Impacts Group)

    1991-06-01

    Due to the limitations of general circulation models, researchers use analogies to look at future climatic change and its effects. Analogies used include the greenhouse, the Altithermal period, regional climates and summertime. Analogical reasoning is a prominent part of general circulation modeling of the atmosphere. Analogies are useful for generating hypotheses and improving understanding, but not as forecasts. The use of an analogy to develop specific policies related to global warming is risky. Historical analogies can provide a first approach to ascertaining the level of societal preparedness for the impacts of a global warming. Each analogy provides additional information about the target problem. 63 refs., 3 figs., 1 tab.

  1. Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach

    Boldrini, Lorenzo

    In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...

  2. What Fraction of Global Fire Activity Can Be Forecast Using Sea Surface Temperatures?

    Chen, Y.; Randerson, J. T.; Morton, D. C.; Andela, N.; Giglio, L.

    2015-12-01

    Variations in sea surface temperatures (SSTs) can influence climate dynamics in local and remote land areas, and thus influence fire-climate interactions that govern burned area. SST information has been recently used in statistical models to create seasonal outlooks of fire season severity in South America and as the initial condition for dynamical model predictions of fire activity in Indonesia. However, the degree to which large-scale ocean-atmosphere interactions can influence burned area in other continental regions has not been systematically explored. Here we quantified the amount of global burned area that can be predicted using SSTs in 14 different oceans regions as statistical predictors. We first examined lagged correlations between GFED4s burned area and the 14 ocean climate indices (OCIs) individually. The maximum correlations from different OCIs were used to construct a global map of fire predictability. About half of the global burned area can be forecast by this approach 3 months before the peak burning month (with a Pearson's r of 0.5 or higher), with the highest levels of predictability in Central America and Equatorial Asia. Several hotspots of predictability were identified using k-means cluster analysis. Within these regions, we tested the improvements of the forecast by using two OCIs from different oceans. Our forecast models were based on near-real-time SST data and may therefore support the development of new seasonal outlooks for fire activity that can aid the sustainable management of these fire-prone ecosystems.

  3. The Open Global Glacier Model

    Marzeion, B.; Maussion, F.

    2017-12-01

    Mountain glaciers are one of the few remaining sub-systems of the global climate system for which no globally applicable, open source, community-driven model exists. Notable examples from the ice sheet community include the Parallel Ice Sheet Model or Elmer/Ice. While the atmospheric modeling community has a long tradition of sharing models (e.g. the Weather Research and Forecasting model) or comparing them (e.g. the Coupled Model Intercomparison Project or CMIP), recent initiatives originating from the glaciological community show a new willingness to better coordinate global research efforts following the CMIP example (e.g. the Glacier Model Intercomparison Project or the Glacier Ice Thickness Estimation Working Group). In the recent past, great advances have been made in the global availability of data and methods relevant for glacier modeling, spanning glacier outlines, automatized glacier centerline identification, bed rock inversion methods, and global topographic data sets. Taken together, these advances now allow the ice dynamics of glaciers to be modeled on a global scale, provided that adequate modeling platforms are available. Here, we present the Open Global Glacier Model (OGGM), developed to provide a global scale, modular, and open source numerical model framework for consistently simulating past and future global scale glacier change. Global not only in the sense of leading to meaningful results for all glaciers combined, but also for any small ensemble of glaciers, e.g. at the headwater catchment scale. Modular to allow combinations of different approaches to the representation of ice flow and surface mass balance, enabling a new kind of model intercomparison. Open source so that the code can be read and used by anyone and so that new modules can be added and discussed by the community, following the principles of open governance. Consistent in order to provide uncertainty measures at all realizable scales.

  4. Model-free aftershock forecasts constructed from similar sequences in the past

    van der Elst, N.; Page, M. T.

    2017-12-01

    The basic premise behind aftershock forecasting is that sequences in the future will be similar to those in the past. Forecast models typically use empirically tuned parametric distributions to approximate past sequences, and project those distributions into the future to make a forecast. While parametric models do a good job of describing average outcomes, they are not explicitly designed to capture the full range of variability between sequences, and can suffer from over-tuning of the parameters. In particular, parametric forecasts may produce a high rate of "surprises" - sequences that land outside the forecast range. Here we present a non-parametric forecast method that cuts out the parametric "middleman" between training data and forecast. The method is based on finding past sequences that are similar to the target sequence, and evaluating their outcomes. We quantify similarity as the Poisson probability that the observed event count in a past sequence reflects the same underlying intensity as the observed event count in the target sequence. Event counts are defined in terms of differential magnitude relative to the mainshock. The forecast is then constructed from the distribution of past sequences outcomes, weighted by their similarity. We compare the similarity forecast with the Reasenberg and Jones (RJ95) method, for a set of 2807 global aftershock sequences of M≥6 mainshocks. We implement a sequence-specific RJ95 forecast using a global average prior and Bayesian updating, but do not propagate epistemic uncertainty. The RJ95 forecast is somewhat more precise than the similarity forecast: 90% of observed sequences fall within a factor of two of the median RJ95 forecast value, whereas the fraction is 85% for the similarity forecast. However, the surprise rate is much higher for the RJ95 forecast; 10% of observed sequences fall in the upper 2.5% of the (Poissonian) forecast range. The surprise rate is less than 3% for the similarity forecast. The similarity

  5. Forecasting Costa Rican Quarterly Growth with Mixed-frequency Models

    Adolfo Rodríguez Vargas

    2014-11-01

    Full Text Available We assess the utility of mixed-frequency models to forecast the quarterly growth rate of Costa Rican real GDP: we estimate bridge and MiDaS models with several lag lengths using information of the IMAE and compute forecasts (horizons of 0-4 quarters which are compared between themselves, with those of ARIMA models and with those resulting from forecast combinations. Combining the most accurate forecasts is most useful when forecasting in real time, whereas MiDaS forecasts are the best-performing overall: as the forecasting horizon increases, their precisionis affected relatively little; their success rates in predicting the direction of changes in the growth rate are stable, and several forecastsremain unbiased. In particular, forecasts computed from simple MiDaS with 9 and 12 lags are unbiased at all horizons and information sets assessed, and show the highest number of significant differences in forecasting ability in comparison with all other models.

  6. Toward Seasonal Forecasting of Global Droughts: Evaluation over USA and Africa

    Wood, Eric; Yuan, Xing; Roundy, Joshua; Sheffield, Justin; Pan, Ming

    2013-04-01

    Extreme hydrologic events in the form of droughts are significant sources of social and economic damage. In the United States according to the National Climatic Data Center, the losses from drought exceed US210 billion during 1980-2011, and account for about 24% of all losses from major weather disasters. Internationally, especially for the developing world, drought has had devastating impacts on local populations through food insecurity and famine. Providing reliable drought forecasts with sufficient early warning will help the governments to move from the management of drought crises to the management of drought risk. After working on drought monitoring and forecasting over the USA for over 10 years, the Princeton land surface hydrology group is now developing a global drought monitoring and forecasting system using a dynamical seasonal climate-hydrologic LSM-model (CHM) approach. Currently there is an active debate on the merits of the CHM-based seasonal hydrologic forecasts as compared to Ensemble Streamflow Prediction (ESP). We use NCEP's operational forecast system, the Climate Forecast System version 2 (CFSv2) and its previous version CFSv1, to investigate the value of seasonal climate model forecasts by conducting a set of 27-year seasonal hydrologic hindcasts over the USA. Through Bayesian downscaling, climate models have higher squared correlation (R2) and smaller error than ESP for monthly precipitation averaged over major river basins across the USA, and the forecasts conditional on ENSO show further improvements (out to four months) over river basins in the southern USA. All three approaches have plausible predictions of soil moisture drought frequency over central USA out to six months because of strong soil moisture memory, and seasonal climate models provide better results over central and eastern USA. The R2 of drought extent is higher for arid basins and for the forecasts initiated during dry seasons, but significant improvements from CFSv2 occur

  7. Developing energy forecasting model using hybrid artificial intelligence method

    Shahram Mollaiy-Berneti

    2015-01-01

    An important problem in demand planning for energy consumption is developing an accurate energy forecasting model. In fact, it is not possible to allocate the energy resources in an optimal manner without having accurate demand value. A new energy forecasting model was proposed based on the back-propagation (BP) type neural network and imperialist competitive algorithm. The proposed method offers the advantage of local search ability of BP technique and global search ability of imperialist competitive algorithm. Two types of empirical data regarding the energy demand (gross domestic product (GDP), population, import, export and energy demand) in Turkey from 1979 to 2005 and electricity demand (population, GDP, total revenue from exporting industrial products and electricity consumption) in Thailand from 1986 to 2010 were investigated to demonstrate the applicability and merits of the present method. The performance of the proposed model is found to be better than that of conventional back-propagation neural network with low mean absolute error.

  8. Data Assimilation at FLUXNET to Improve Models towards Ecological Forecasting (Invited)

    Luo, Y.

    2009-12-01

    Dramatically increased volumes of data from observational and experimental networks such as FLUXNET call for transformation of ecological research to increase its emphasis on quantitative forecasting. Ecological forecasting will also meet the societal need to develop better strategies for natural resource management in a world of ongoing global change. Traditionally, ecological forecasting has been based on process-based models, informed by data in largely ad hoc ways. Although most ecological models incorporate some representation of mechanistic processes, today’s ecological models are generally not adequate to quantify real-world dynamics and provide reliable forecasts with accompanying estimates of uncertainty. A key tool to improve ecological forecasting is data assimilation, which uses data to inform initial conditions and to help constrain a model during simulation to yield results that approximate reality as closely as possible. In an era with dramatically increased availability of data from observational and experimental networks, data assimilation is a key technique that helps convert the raw data into ecologically meaningful products so as to accelerate our understanding of ecological processes, test ecological theory, forecast changes in ecological services, and better serve the society. This talk will use examples to illustrate how data from FLUXNET have been assimilated with process-based models to improve estimates of model parameters and state variables; to quantify uncertainties in ecological forecasting arising from observations, models and their interactions; and to evaluate information contributions of data and model toward short- and long-term forecasting of ecosystem responses to global change.

  9. Mesoscale Modeling, Forecasting and Remote Sensing Research.

    remote sensing , cyclonic scale diagnostic studies and mesoscale numerical modeling and forecasting are summarized. Mechanisms involved in the release of potential instability are discussed and simulated quantitatively, giving particular attention to the convective formulation. The basic mesoscale model is documented including the equations, boundary condition, finite differences and initialization through an idealized frontal zone. Results of tests including a three dimensional test with real data, tests of convective/mesoscale interaction and tests with a detailed

  10. The impact of scatterometer wind data on global weather forecasting

    Atlas, D.; Baker, W. E.; Kalnay, E.; Halem, M.; Woiceshyn, P. M.; Peteherych, S.

    1984-01-01

    The impact of SEASAT-A scatterometer (SASS) winds on coarse resolution atmospheric model forecasts was assessed. The scatterometer provides high resolution winds, but each wind can have up to four possible directions. One wind direction is correct; the remainder are ambiguous or "aliases'. In general, the effect of objectively dealiased-SASS data was found to be negligible in the Northern Hemisphere. In the Southern Hemisphere, the impact was larger and primarily beneficial when vertical temperature profile radiometer (VTPR) data was excluded. However, the inclusion of VTPR data eliminates the positive impact, indicating some redundancy between the two data sets.

  11. Forecasting freight flows

    Lyk-Jensen, Stéphanie

    2011-01-01

    Trade patterns and transport markets are changing as a result of the growth and globalization of international trade, and forecasting future freight flow has to rely on trade forecasts. Forecasting freight flows is critical for matching infrastructure supply to demand and for assessing investment...... constitute a valuable input to freight models for forecasting future capacity problems.......Trade patterns and transport markets are changing as a result of the growth and globalization of international trade, and forecasting future freight flow has to rely on trade forecasts. Forecasting freight flows is critical for matching infrastructure supply to demand and for assessing investment...

  12. Short-Term Power Plant GHG Emissions Forecasting Model

    Vidovic, D.

    2016-01-01

    In 2010, the share of greenhouse gas (GHG) emissions from power generation in the total emissions at the global level was about 25 percent. From January 1st, 2013 Croatian facilities have been involved in the European Union Emissions Trading System (EU ETS). The share of the ETS sector in total GHG emissions in Croatia in 2012 was about 30 percent, where power plants and heat generation facilities contributed to almost 50 percent. Since 2013 power plants are obliged to purchase all emission allowances. The paper describes the short-term climate forecasting model of greenhouse gas emissions from power plants while covering the daily load diagram of the system. Forecasting is done on an hourly domain typically for one day, it is possible and more days ahead. Forecasting GHG emissions in this way would enable power plant operators to purchase additional or sell surplus allowances on the market at the time. Example that describes the operation of the above mentioned forecasting model is given at the end of the paper.(author).

  13. EXPENSES FORECASTING MODEL IN UNIVERSITY PROJECTS PLANNING

    Sergei A. Arustamov

    2016-11-01

    Full Text Available The paper deals with mathematical model presentation of cash flows in project funding. We describe different types of expenses linked to university project activities. Problems of project budgeting that contribute most uncertainty have been revealed. As an example of the model implementation we consider calculation of vacation allowance expenses for project participants. We define problems of forecast for funds reservation: calculation based on methodology established by the Ministry of Education and Science calculation according to the vacation schedule and prediction of the most probable amount. A stochastic model for vacation allowance expenses has been developed. We have proposed methods and solution of the problems that increase the accuracy of forecasting for funds reservation based on 2015 data.

  14. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Samoa

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the islands of Samoa at...

  15. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Guam

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the island of Guam at...

  16. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Oahu

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 3.5-day hourly forecast for the region surrounding the Hawaiian island of Oahu at...

  17. Weather Research and Forecasting (WRF) Regional Atmospheric Model: CNMI

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the Commonwealth of the Northern...

  18. AIRLINE ACTIVITY FORECASTING BY REGRESSION MODELS

    Н. Білак

    2012-04-01

    Full Text Available Proposed linear and nonlinear regression models, which take into account the equation of trend and seasonality indices for the analysis and restore the volume of passenger traffic over the past period of time and its prediction for future years, as well as the algorithm of formation of these models based on statistical analysis over the years. The desired model is the first step for the synthesis of more complex models, which will enable forecasting of passenger (income level airline with the highest accuracy and time urgency.

  19. Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

    Callot, Laurent A.F.; Kock, Anders B.; Medeiros, Marcelo C.

    2017-01-01

    We consider modeling and forecasting large realized covariance matrices by penalized vector autoregressive models. We consider Lasso-type estimators to reduce the dimensionality and provide strong theoretical guarantees on the forecast capability of our procedure. We show that we can forecast

  20. forecasting with nonlinear time series model: a monte-carlo

    PUBLICATIONS1

    erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.

  1. Development of a sales forecasting model for canopy windows

    2014-01-01

    M.Com. (Business Management) Forecasting is an important function used in a wide range of business planning or decision-making situations. The purpose ofthis study was to build a sales forecasting model that would be practical and cost effective, from the various forecasting methods and techniques available. Various forecast models, methods and techniques are outlined in the initial part of this study by the author. The author has outlined some of the fundamentals and limitations that unde...

  2. Stochastic model of forecasting spare parts demand

    Ivan S. Milojević

    2012-01-01

    hypothesis of the existence of phenomenon change trends, the next step in the methodology of forecasting is the determination of a specific growth curve that describes the regularity of the development in time. These curves of growth are obtained by the analytical representation (expression of dynamic lines. There are two basic stages in the process of expression and they are: - The choice of the type of curve the shape of which corresponds to the character of the dynamic order variation - the determination of the number of values (evaluation of the curve parameters. The most widespread method of forecasting is the trend extrapolation. The basis of the trend extrapolation is the continuing of past trends in the future. The simplicity of the trend extrapolation process, on the one hand, and the absence of other information on the other hand, are the main reasons why the trend extrapolation is used for forecasting. The trend extrapolation is founded on the following assumptions: - The phenomenon development can be presented as an evolutionary trajectory or trend, - General conditions that influenced the trend development in the past will not undergo substantial changes in the future. Spare parts demand forecasting is constantly being done in all warehouses, workshops, and at all levels. Without demand forecasting, neither planning nor decision making can be done. Demand forecasting is the input for determining the level of reserve, size of the order, ordering cycles, etc. The question that arises is the one of the reliability and accuracy of a forecast and its effects. Forecasting 'by feeling' is not to be dismissed if there is nothing better, but in this case, one must be prepared for forecasting failures that cause unnecessary accumulation of certain spare parts, and also a chronic shortage of other spare parts. All this significantly increases costs and does not provide a satisfactory supply of spare parts. The main problem of the application of this model is that each

  3. The value of model averaging and dynamical climate model predictions for improving statistical seasonal streamflow forecasts over Australia

    Pokhrel, Prafulla; Wang, Q. J.; Robertson, David E.

    2013-10-01

    Seasonal streamflow forecasts are valuable for planning and allocation of water resources. In Australia, the Bureau of Meteorology employs a statistical method to forecast seasonal streamflows. The method uses predictors that are related to catchment wetness at the start of a forecast period and to climate during the forecast period. For the latter, a predictor is selected among a number of lagged climate indices as candidates to give the "best" model in terms of model performance in cross validation. This study investigates two strategies for further improvement in seasonal streamflow forecasts. The first is to combine, through Bayesian model averaging, multiple candidate models with different lagged climate indices as predictors, to take advantage of different predictive strengths of the multiple models. The second strategy is to introduce additional candidate models, using rainfall and sea surface temperature predictions from a global climate model as predictors. This is to take advantage of the direct simulations of various dynamic processes. The results show that combining forecasts from multiple statistical models generally yields more skillful forecasts than using only the best model and appears to moderate the worst forecast errors. The use of rainfall predictions from the dynamical climate model marginally improves the streamflow forecasts when viewed over all the study catchments and seasons, but the use of sea surface temperature predictions provide little additional benefit.

  4. Limited Area Forecasting and Statistical Modelling for Wind Energy Scheduling

    Rosgaard, Martin Haubjerg

    forecast accuracy for operational wind power scheduling. Numerical weather prediction history and scales of atmospheric motion are summarised, followed by a literature review of limited area wind speed forecasting. Hereafter, the original contribution to research on the topic is outlined. The quality...... control of wind farm data used as forecast reference is described in detail, and a preliminary limited area forecasting study illustrates the aggravation of issues related to numerical orography representation and accurate reference coordinates at ne weather model resolutions. For the o shore and coastal...... sites studied limited area forecasting is found to deteriorate wind speed prediction accuracy, while inland results exhibit a steady forecast performance increase with weather model resolution. Temporal smoothing of wind speed forecasts is shown to improve wind power forecast performance by up to almost...

  5. Forecasting global developments in the basic chemical industry for environmental policy analysis

    Broeren, M.L.M.; Saygin, D.; Patel, M.K.

    2014-01-01

    The chemical sector is the largest industrial energy user, but detailed analysis of its energy use developments lags behind other energy-intensive sectors. A cost-driven forecasting model for basic chemicals production is developed, accounting for regional production costs, demand growth and stock turnover. The model determines the global production capacity placement, implementation of energy-efficient Best Practice Technology (BPT) and global carbon dioxide (CO 2 ) emissions for the period 2010–2030. Subsequently, the effects of energy and climate policies on these parameters are quantified. About 60% of new basic chemical production capacity is projected to be placed in non-OECD regions by 2030 due to low energy prices. While global production increases by 80% between 2010 and 2030, the OECD's production capacity share decreases from 40% to 20% and global emissions increase by 50%. Energy pricing and climate policies are found to reduce 2030 CO 2 emissions by 5–15% relative to the baseline developments by increasing BPT implementation. Maximum BPT implementation results in a 25% reduction. Further emission reductions require measures beyond energy-efficient technologies. The model is useful to estimate general trends related to basic chemicals production, but improved data from the chemical sector is required to expand the analysis to additional technologies and chemicals. - Highlights: • We develop a global cost-driven forecasting model for the basic chemical sector. • We study regional production, energy-efficient technology, emissions and policies. • Between 2010 and 2030, 60% of new chemicals capacity is built in non-OECD regions. • Global CO 2 emissions rise by 50%, but climate policies may limit this to 30–40%. • Measures beyond energy efficiency are needed to prevent increasing CO 2 emissions

  6. Real-time Social Internet Data to Guide Forecasting Models

    Del Valle, Sara Y. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-09-20

    Our goal is to improve decision support by monitoring and forecasting events using social media, mathematical models, and quantifying model uncertainty. Our approach is real-time, data-driven forecasts with quantified uncertainty: Not just for weather anymore. Information flow from human observations of events through an Internet system and classification algorithms is used to produce quantitatively uncertain forecast. In summary, we want to develop new tools to extract useful information from Internet data streams, develop new approaches to assimilate real-time information into predictive models, validate approaches by forecasting events, and our ultimate goal is to develop an event forecasting system using mathematical approaches and heterogeneous data streams.

  7. Short term load forecasting: two stage modelling

    SOARES, L. J.

    2009-06-01

    Full Text Available This paper studies the hourly electricity load demand in the area covered by a utility situated in the Seattle, USA, called Puget Sound Power and Light Company. Our proposal is put into proof with the famous dataset from this company. We propose a stochastic model which employs ANN (Artificial Neural Networks to model short-run dynamics and the dependence among adjacent hours. The model proposed treats each hour's load separately as individual single series. This approach avoids modeling the intricate intra-day pattern (load profile displayed by the load, which varies throughout days of the week and seasons. The forecasting performance of the model is evaluated in similiar mode a TLSAR (Two-Level Seasonal Autoregressive model proposed by Soares (2003 using the years of 1995 and 1996 as the holdout sample. Moreover, we conclude that non linearity is present in some series of these data. The model results are analyzed. The experiment shows that our tool can be used to produce load forecasting in tropical climate places.

  8. Verification of Global Radiation Forecasts from the Ensemble Prediction System at DMI

    Lundholm, Sisse Camilla

    To comply with an increasing demand for sustainable energy sources, a solar heating unit is being developed at the Technical University of Denmark. To make optimal use — environmentally and economically —, this heating unit is equipped with an intelligent control system using forecasts of the heat...... consumption of the house and the amount of available solar energy. In order to make the most of this solar heating unit, accurate forecasts of the available solar radiation are esstential. However, because of its sensitivity to local meteorological conditions, the solar radiation received at the surface...... of the Earth can be highly fluctuating and challenging to forecast accurately. To comply with the accuracy requirements to forecasts of both global, direct, and diffuse radiation, the uncertainty of these forecasts is of interest. Forecast uncertainties can become accessible by running an ensemble of forecasts...

  9. Using Bayesian Model Averaging (BMA) to calibrate probabilistic surface temperature forecasts over Iran

    Soltanzadeh, I. [Tehran Univ. (Iran, Islamic Republic of). Inst. of Geophysics; Azadi, M.; Vakili, G.A. [Atmospheric Science and Meteorological Research Center (ASMERC), Teheran (Iran, Islamic Republic of)

    2011-07-01

    Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast. (orig.)

  10. Using Bayesian Model Averaging (BMA to calibrate probabilistic surface temperature forecasts over Iran

    I. Soltanzadeh

    2011-07-01

    Full Text Available Using Bayesian Model Averaging (BMA, an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM, with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP Global Forecast System (GFS and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009 over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.

  11. Uncertainty calculation in transport models and forecasts

    Manzo, Stefano; Prato, Carlo Giacomo

    Transport projects and policy evaluations are often based on transport model output, i.e. traffic flows and derived effects. However, literature has shown that there is often a considerable difference between forecasted and observed traffic flows. This difference causes misallocation of (public...... implemented by using an approach based on stochastic techniques (Monte Carlo simulation and Bootstrap re-sampling) or scenario analysis combined with model sensitivity tests. Two transport models are used as case studies: the Næstved model and the Danish National Transport Model. 3 The first paper...... in a four-stage transport model related to different variable distributions (to be used in a Monte Carlo simulation procedure), assignment procedures and levels of congestion, at both the link and the network level. The analysis used as case study the Næstved model, referring to the Danish town of Næstved2...

  12. Reference evapotranspiration forecasting based on local meteorological and global climate information screened by partial mutual information

    Fang, Wei; Huang, Shengzhi; Huang, Qiang; Huang, Guohe; Meng, Erhao; Luan, Jinkai

    2018-06-01

    In this study, reference evapotranspiration (ET0) forecasting models are developed for the least economically developed regions subject to meteorological data scarcity. Firstly, the partial mutual information (PMI) capable of capturing the linear and nonlinear dependence is investigated regarding its utility to identify relevant predictors and exclude those that are redundant through the comparison with partial linear correlation. An efficient input selection technique is crucial for decreasing model data requirements. Then, the interconnection between global climate indices and regional ET0 is identified. Relevant climatic indices are introduced as additional predictors to comprise information regarding ET0, which ought to be provided by meteorological data unavailable. The case study in the Jing River and Beiluo River basins, China, reveals that PMI outperforms the partial linear correlation in excluding the redundant information, favouring the yield of smaller predictor sets. The teleconnection analysis identifies the correlation between Nino 1 + 2 and regional ET0, indicating influences of ENSO events on the evapotranspiration process in the study area. Furthermore, introducing Nino 1 + 2 as predictors helps to yield more accurate ET0 forecasts. A model performance comparison also shows that non-linear stochastic models (SVR or RF with input selection through PMI) do not always outperform linear models (MLR with inputs screen by linear correlation). However, the former can offer quite comparable performance depending on smaller predictor sets. Therefore, efforts such as screening model inputs through PMI and incorporating global climatic indices interconnected with ET0 can benefit the development of ET0 forecasting models suitable for data-scarce regions.

  13. Uncertainties in global radiation time series forecasting using machine learning: The multilayer perceptron case

    Voyant, Cyril; Notton, Gilles; Darras, Christophe; Fouilloy, Alexis; Motte, Fabrice

    2017-01-01

    As global solar radiation forecasting is a very important challenge, several methods are devoted to this goal with different levels of accuracy and confidence. In this study we propose to better understand how the uncertainty is propagated in the context of global radiation time series forecasting using machine learning. Indeed we propose to decompose the error considering four kinds of uncertainties: the error due to the measurement, the variability of time series, the machine learning uncertainty and the error related to the horizon. All these components of the error allow to determinate a global uncertainty generating prediction bands related to the prediction efficiency. We also have defined a reliability index which could be very interesting for the grid manager in order to estimate the validity of predictions. We have experimented this method on a multilayer perceptron which is a popular machine learning technique. We have shown that the global error and its components are essential to quantify in order to estimate the reliability of the model outputs. The described method has been successfully applied to four meteorological stations in Mediterranean area. - Highlights: • Solar irradiation predictions require confidence bands. • There are a lot of kinds of uncertainties to take into account in order to propose prediction bands. • the ranking of different kinds of uncertainties is essential to propose an operational tool for the grid managers.

  14. Forecast and analysis of the ratio of electric energy to terminal energy consumption for global energy internet

    Wang, Wei; Zhong, Ming; Cheng, Ling; Jin, Lu; Shen, Si

    2018-02-01

    In the background of building global energy internet, it has both theoretical and realistic significance for forecasting and analysing the ratio of electric energy to terminal energy consumption. This paper firstly analysed the influencing factors of the ratio of electric energy to terminal energy and then used combination method to forecast and analyse the global proportion of electric energy. And then, construct the cointegration model for the proportion of electric energy by using influence factor such as electricity price index, GDP, economic structure, energy use efficiency and total population level. At last, this paper got prediction map of the proportion of electric energy by using the combination-forecasting model based on multiple linear regression method, trend analysis method, and variance-covariance method. This map describes the development trend of the proportion of electric energy in 2017-2050 and the proportion of electric energy in 2050 was analysed in detail using scenario analysis.

  15. Forecasting an invasive species’ distribution with global distribution data, local data, and physiological information

    Jarnevich, Catherine S.; Young, Nicholas E.; Talbert, Marian; Talbert, Colin

    2018-01-01

    Understanding invasive species distributions and potential invasions often requires broad‐scale information on the environmental tolerances of the species. Further, resource managers are often faced with knowing these broad‐scale relationships as well as nuanced environmental factors related to their landscape that influence where an invasive species occurs and potentially could occur. Using invasive buffelgrass (Cenchrus ciliaris), we developed global models and local models for Saguaro National Park, Arizona, USA, based on location records and literature on physiological tolerances to environmental factors to investigate whether environmental relationships of a species at a global scale are also important at local scales. In addition to correlative models with five commonly used algorithms, we also developed a model using a priori user‐defined relationships between occurrence and environmental characteristics based on a literature review. All correlative models at both scales performed well based on statistical evaluations. The user‐defined curves closely matched those produced by the correlative models, indicating that the correlative models may be capturing mechanisms driving the distribution of buffelgrass. Given climate projections for the region, both global and local models indicate that conditions at Saguaro National Park may become more suitable for buffelgrass. Combining global and local data with correlative models and physiological information provided a holistic approach to forecasting invasive species distributions.

  16. Uncertainty Analysis of Multi-Model Flood Forecasts

    Erich J. Plate

    2015-12-01

    Full Text Available This paper demonstrates, by means of a systematic uncertainty analysis, that the use of outputs from more than one model can significantly improve conditional forecasts of discharges or water stages, provided the models are structurally different. Discharge forecasts from two models and the actual forecasted discharge are assumed to form a three-dimensional joint probability density distribution (jpdf, calibrated on long time series of data. The jpdf is decomposed into conditional probability density distributions (cpdf by means of Bayes formula, as suggested and explored by Krzysztofowicz in a series of papers. In this paper his approach is simplified to optimize conditional forecasts for any set of two forecast models. Its application is demonstrated by means of models developed in a study of flood forecasting for station Stung Treng on the middle reach of the Mekong River in South-East Asia. Four different forecast models were used and pairwise combined: forecast with no model, with persistence model, with a regression model, and with a rainfall-runoff model. Working with cpdfs requires determination of dependency among variables, for which linear regressions are required, as was done by Krzysztofowicz. His Bayesian approach based on transforming observed probability distributions of discharges and forecasts into normal distributions is also explored. Results obtained with his method for normal prior and likelihood distributions are identical to results from direct multiple regressions. Furthermore, it is shown that in the present case forecast accuracy is only marginally improved, if Weibull distributed basic data were converted into normally distributed variables.

  17. Modeling, Forecasting and Mitigating Extreme Earthquakes

    Ismail-Zadeh, A.; Le Mouel, J.; Soloviev, A.

    2012-12-01

    Recent earthquake disasters highlighted the importance of multi- and trans-disciplinary studies of earthquake risk. A major component of earthquake disaster risk analysis is hazards research, which should cover not only a traditional assessment of ground shaking, but also studies of geodetic, paleoseismic, geomagnetic, hydrological, deep drilling and other geophysical and geological observations together with comprehensive modeling of earthquakes and forecasting extreme events. Extreme earthquakes (large magnitude and rare events) are manifestations of complex behavior of the lithosphere structured as a hierarchical system of blocks of different sizes. Understanding of physics and dynamics of the extreme events comes from observations, measurements and modeling. A quantitative approach to simulate earthquakes in models of fault dynamics will be presented. The models reproduce basic features of the observed seismicity (e.g., the frequency-magnitude relationship, clustering of earthquakes, occurrence of extreme seismic events). They provide a link between geodynamic processes and seismicity, allow studying extreme events, influence of fault network properties on seismic patterns and seismic cycles, and assist, in a broader sense, in earthquake forecast modeling. Some aspects of predictability of large earthquakes (how well can large earthquakes be predicted today?) will be also discussed along with possibilities in mitigation of earthquake disasters (e.g., on 'inverse' forensic investigations of earthquake disasters).

  18. Examining the value of global seasonal reference evapotranspiration forecasts tosupport FEWS NET's food insecurity outlooks

    Shukla, S.; McEvoy, D.; Hobbins, M.; Husak, G. J.; Huntington, J. L.; Funk, C.; Verdin, J.; Macharia, D.

    2017-12-01

    The Famine Early Warning Systems Network (FEWS NET) team provides food insecurity outlooks for several developing countries in Africa, Central Asia, and Central America. Thus far in terms of agroclimatic conditions that influence food insecurity, FEWS NET's primary focus has been on the seasonal precipitation forecasts while not adequately accounting for the atmospheric evaporative demand, which is also directly related to agricultural production and hence food insecurity, and is most often estimated by reference evapotranspiration (ETo). This presentation reports on the development of a new global ETo seasonal reforecast and skill evaluation with a particular emphasis on the potential use of this dataset by the FEWS NET to support food insecurity early warning. The ETo reforecasts span the 1982-2009 period and are calculated following ASCE's formulation of Penman-Monteith method driven by seasonal climate forecasts of monthly mean temperature, humidity, wind speed, and solar radiation from NCEP's CFSv2 and NASA's GEOS-5 models. The skill evaluation using deterministic and probabilistic scores focuses on the December-February (DJF), March-May (MAM), June-August (JJA) and September-November (SON) seasons. The results indicate that ETo forecasts are a promising tool for early warning of drought and food insecurity. The FEWS NET regions with promising level of skill (correlation >0.35 at lead times of 3 months) include Northern Sub-Saharan Africa (DJF, dry season), Central America (DJF, dry season), parts of East Africa (JJA, wet Season), Southern Africa (JJA, dry season), and Central Asia (MAM, wet season). A case study over parts of East Africa for the JJA season shows that, in combination with the precipitation forecasts, ETo forecasts could have provided early warning of recent severe drought events (e.g., 2002, 2004, 2009) that contributed to substantial food insecurity in the region.

  19. Perturbations of modeling and forecast of karachi coastal region seawater

    Hussain, M.A.; Abbas, S.; Ansari, M.R.K.; Zaffar, A.

    2013-01-01

    Global warming is now a stark reality affecting the humanity in many hazardous ways. Continuous floods in Pakistan in past two years are an eye opener in this regard. A great loss of property, agriculture and life as a result of these floods suggests for an intelligent monitoring of the future projections of climate change and global warming. This is necessary because the harmful impacts of natural hazards can be coped and alleviated with a good planning in advance. This monitoring demands for enhanced forecasting capabilities, use of better analytical techniques and a clear determination and study of the controlling factors. Karachi is a coastal city which is also the industrial hub of Pakistan. Moreover, it is among one of the largest metropolitans of the world. So expectedly is most suitable for the study of high level of complex natural and anthropogenic activities. It is peculiar in the sense that it has two summer seasons, a situation scarcely observable on the globe. Here, summer season seawater temperature fluctuations are studied with the help of Seasonal Autoregressive Integrated Moving Average (SARIMA) models and short- and long-term forecasts are made. Our short-term forecasts determine months for the summer wise temperature extremes. It appears that the months of May, June, July and August are the months of extreme temperature for the first summer and October is the month of extreme temperature for the second summer. The long-term forecasts predict that 2014, 2016, 2018, and 2019 will be the years of warm summers. The analysis appearing here would be useful for coastal-urban planners in emphasizing the impact of seawater extreme temperatures on urban industrial activities, etc. (author)

  20. PETRA. The Forecast Model. Synthesis report

    NONE

    1998-09-01

    The aim of the PETRA project was to develop a model that could recreate the main aspects involved in the demand for travel. The attainment of this objective requires that the model system should retain a high degree of detail and be based on disaggregate models. This was both to ensure an accurate representation of the underlying behavioural intentions, and allow analysis of the underlying travel demand and related aspects across a number of dimensions. This has been achieved in all main respects. The model system is capable of close reproduction of the observed behaviour and generally responds as expected to changes, exhibiting consistent and plausible reactions. The dis-aggregation of the forecast population, according to the various criteria, allows the model to clearly illustrates the behavioural differences between different population segments. Thus, it seems reasonable to conclude that PETRA is capable of detailed analyses of the distributional and behavioural effects of policy changes. (au) EFP-94. 20 refs.

  1. A system-theory-based model for monthly river runoff forecasting: model calibration and optimization

    Wu Jianhua

    2014-03-01

    Full Text Available River runoff is not only a crucial part of the global water cycle, but it is also an important source for hydropower and an essential element of water balance. This study presents a system-theory-based model for river runoff forecasting taking the Hailiutu River as a case study. The forecasting model, designed for the Hailiutu watershed, was calibrated and verified by long-term precipitation observation data and groundwater exploitation data from the study area. Additionally, frequency analysis, taken as an optimization technique, was applied to improve prediction accuracy. Following model optimization, the overall relative prediction errors are below 10%. The system-theory-based prediction model is applicable to river runoff forecasting, and following optimization by frequency analysis, the prediction error is acceptable.

  2. Study on network traffic forecast model of SVR optimized by GAFSA

    Liu, Yuan; Wang, RuiXue

    2016-01-01

    There are some problems, such as low precision, on existing network traffic forecast model. In accordance with these problems, this paper proposed the network traffic forecast model of support vector regression (SVR) algorithm optimized by global artificial fish swarm algorithm (GAFSA). GAFSA constitutes an improvement of artificial fish swarm algorithm, which is a swarm intelligence optimization algorithm with a significant effect of optimization. The optimum training parameters used for SVR could be calculated by optimizing chosen parameters, which would make the forecast more accurate. With the optimum training parameters searched by GAFSA algorithm, a model of network traffic forecast, which greatly solved problems of great errors in SVR improved by others intelligent algorithms, could be built with the forecast result approaching stability and the increased forecast precision. The simulation shows that, compared with other models (e.g. GA-SVR, CPSO-SVR), the forecast results of GAFSA-SVR network traffic forecast model is more stable with the precision improved to more than 89%, which plays an important role on instructing network control behavior and analyzing security situation.

  3. Stationarity test with a direct test for heteroskedasticity in exchange rate forecasting models

    Khin, Aye Aye; Chau, Wong Hong; Seong, Lim Chee; Bin, Raymond Ling Leh; Teng, Kevin Low Lock

    2017-05-01

    Global economic has been decreasing in the recent years, manifested by the greater exchange rates volatility on international commodity market. This study attempts to analyze some prominent exchange rate forecasting models on Malaysian commodity trading: univariate ARIMA, ARCH and GARCH models in conjunction with stationarity test on residual diagnosis direct testing of heteroskedasticity. All forecasting models utilized the monthly data from 1990 to 2015. Given a total of 312 observations, the data used to forecast both short-term and long-term exchange rate. The forecasting power statistics suggested that the forecasting performance of ARIMA (1, 1, 1) model is more efficient than the ARCH (1) and GARCH (1, 1) models. For ex-post forecast, exchange rate was increased from RM 3.50 per USD in January 2015 to RM 4.47 per USD in December 2015 based on the baseline data. For short-term ex-ante forecast, the analysis results indicate a decrease in exchange rate on 2016 June (RM 4.27 per USD) as compared with 2015 December. A more appropriate forecasting method of exchange rate is vital to aid the decision-making process and planning on the sustainable commodities' production in the world economy.

  4. A hierarchical bayesian model to quantify uncertainty of stream water temperature forecasts.

    Guillaume Bal

    Full Text Available Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in the signal. Here, we develop an alternative approach based on hierarchical Bayesian statistical time series modelling of water temperature, air temperature and water discharge using seasonal sinusoidal periodic signals and time varying means and amplitudes. Fitting and forecasting performances of this approach are compared with that of simple linear regression between water and air temperatures using i an emotive simulated example, ii application to three French coastal streams with contrasting bio-geographical conditions and sizes. The time series modelling approach better fit data and does not exhibit forecasting bias in long term trends contrary to the linear regression. This new model also allows for more accurate forecasts of water temperature than linear regression together with a fair assessment of the uncertainty around forecasting. Warming of water temperature forecast by our hierarchical Bayesian model was slower and more uncertain than that expected with the classical regression approach. These new forecasts are in a form that is readily usable in further ecological analyses and will allow weighting of outcomes from different scenarios to manage climate change impacts on freshwater wildlife.

  5. Neural Network Models for Time Series Forecasts

    Tim Hill; Marcus O'Connor; William Remus

    1996-01-01

    Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a ...

  6. Forecasting Global Horizontal Irradiance Using the LETKF and a Combination of Advected Satellite Images and Sparse Ground Sensors

    Harty, T. M.; Lorenzo, A.; Holmgren, W.; Morzfeld, M.

    2017-12-01

    The irradiance incident on a solar panel is the main factor in determining the power output of that panel. For this reason, accurate global horizontal irradiance (GHI) estimates and forecasts are critical when determining the optimal location for a solar power plant, forecasting utility scale solar power production, or forecasting distributed, behind the meter rooftop solar power production. Satellite images provide a basis for producing the GHI estimates needed to undertake these objectives. The focus of this work is to combine satellite derived GHI estimates with ground sensor measurements and an advection model. The idea is to use accurate but sparsely distributed ground sensors to improve satellite derived GHI estimates which can cover large areas (the size of a city or a region of the United States). We use a Bayesian framework to perform the data assimilation, which enables us to produce irradiance forecasts and associated uncertainties which incorporate both satellite and ground sensor data. Within this framework, we utilize satellite images taken from the GOES-15 geostationary satellite (available every 15-30 minutes) as well as ground data taken from irradiance sensors and rooftop solar arrays (available every 5 minutes). The advection model, driven by wind forecasts from a numerical weather model, simulates cloud motion between measurements. We use the Local Ensemble Transform Kalman Filter (LETKF) to perform the data assimilation. We present preliminary results towards making such a system useful in an operational context. We explain how localization and inflation in the LETKF, perturbations of wind-fields, and random perturbations of the advection model, affect the accuracy of our estimates and forecasts. We present experiments showing the accuracy of our forecasted GHI over forecast-horizons of 15 mins to 1 hr. The limitations of our approach and future improvements are also discussed.

  7. INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

    Elkantassi, Soumaya

    2017-10-03

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  8. INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

    Elkantassi, Soumaya; Kalligiannaki, Evangelia; Tempone, Raul

    2017-01-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  9. An application of ensemble/multi model approach for wind power production forecast.

    Alessandrini, S.; Decimi, G.; Hagedorn, R.; Sperati, S.

    2010-09-01

    The wind power forecast of the 3 days ahead period are becoming always more useful and important in reducing the problem of grid integration and energy price trading due to the increasing wind power penetration. Therefore it's clear that the accuracy of this forecast is one of the most important requirements for a successful application. The wind power forecast is based on a mesoscale meteorological models that provides the 3 days ahead wind data. A Model Output Statistic correction is then performed to reduce systematic error caused, for instance, by a wrong representation of surface roughness or topography in the meteorological models. The corrected wind data are then used as input in the wind farm power curve to obtain the power forecast. These computations require historical time series of wind measured data (by an anemometer located in the wind farm or on the nacelle) and power data in order to be able to perform the statistical analysis on the past. For this purpose a Neural Network (NN) is trained on the past data and then applied in the forecast task. Considering that the anemometer measurements are not always available in a wind farm a different approach has also been adopted. A training of the NN to link directly the forecasted meteorological data and the power data has also been performed. The normalized RMSE forecast error seems to be lower in most cases by following the second approach. We have examined two wind farms, one located in Denmark on flat terrain and one located in a mountain area in the south of Italy (Sicily). In both cases we compare the performances of a prediction based on meteorological data coming from a single model with those obtained by using two or more models (RAMS, ECMWF deterministic, LAMI, HIRLAM). It is shown that the multi models approach reduces the day-ahead normalized RMSE forecast error of at least 1% compared to the singles models approach. Moreover the use of a deterministic global model, (e.g. ECMWF deterministic

  10. Neural network versus classical time series forecasting models

    Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam

    2017-05-01

    Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.

  11. A stochastic post-processing method for solar irradiance forecasts derived from NWPs models

    Lara-Fanego, V.; Pozo-Vazquez, D.; Ruiz-Arias, J. A.; Santos-Alamillos, F. J.; Tovar-Pescador, J.

    2010-09-01

    Solar irradiance forecast is an important area of research for the future of the solar-based renewable energy systems. Numerical Weather Prediction models (NWPs) have proved to be a valuable tool for solar irradiance forecasting with lead time up to a few days. Nevertheless, these models show low skill in forecasting the solar irradiance under cloudy conditions. Additionally, climatic (averaged over seasons) aerosol loading are usually considered in these models, leading to considerable errors for the Direct Normal Irradiance (DNI) forecasts during high aerosols load conditions. In this work we propose a post-processing method for the Global Irradiance (GHI) and DNI forecasts derived from NWPs. Particularly, the methods is based on the use of Autoregressive Moving Average with External Explanatory Variables (ARMAX) stochastic models. These models are applied to the residuals of the NWPs forecasts and uses as external variables the measured cloud fraction and aerosol loading of the day previous to the forecast. The method is evaluated for a set one-moth length three-days-ahead forecast of the GHI and DNI, obtained based on the WRF mesoscale atmospheric model, for several locations in Andalusia (Southern Spain). The Cloud fraction is derived from MSG satellite estimates and the aerosol loading from the MODIS platform estimates. Both sources of information are readily available at the time of the forecast. Results showed a considerable improvement of the forecasting skill of the WRF model using the proposed post-processing method. Particularly, relative improvement (in terms of the RMSE) for the DNI during summer is about 20%. A similar value is obtained for the GHI during the winter.

  12. Electricity price forecasting through transfer function models

    Nogales, F.J.; Conejo, A.J.

    2006-01-01

    Forecasting electricity prices in present day competitive electricity markets is a must for both producers and consumers because both need price estimates to develop their respective market bidding strategies. This paper proposes a transfer function model to predict electricity prices based on both past electricity prices and demands, and discuss the rationale to build it. The importance of electricity demand information is assessed. Appropriate metrics to appraise prediction quality are identified and used. Realistic and extensive simulations based on data from the PJM Interconnection for year 2003 are conducted. The proposed model is compared with naive and other techniques. Journal of the Operational Research Society (2006) 57, 350-356.doi:10.1057/palgrave.jors.2601995; published online 18 May 2005. (author)

  13. Statistical and RBF NN models : providing forecasts and risk assessment

    Marček, Milan

    2009-01-01

    Forecast accuracy of economic and financial processes is a popular measure for quantifying the risk in decision making. In this paper, we develop forecasting models based on statistical (stochastic) methods, sometimes called hard computing, and on a soft method using granular computing. We consider the accuracy of forecasting models as a measure for risk evaluation. It is found that the risk estimation process based on soft methods is simplified and less critical to the question w...

  14. Tourism Demand Modelling and Forecasting: A Review of Recent Research

    Song, H; Li, G

    2008-01-01

    This paper reviews the published studies on tourism demand modelling and forecasting since 2000. One of the key findings of this review is that the methods used in analysing and forecasting the demand for tourism have been more diverse than those identified by other review articles. In addition to the most popular time-series and econometric models, a number of new techniques have emerged in the literature. However, as far as the forecasting accuracy is concerned, the study shows that there i...

  15. Data Driven Broiler Weight Forecasting using Dynamic Neural Network Models

    Johansen, Simon Vestergaard; Bendtsen, Jan Dimon; Riisgaard-Jensen, Martin

    2017-01-01

    In this article, the dynamic influence of environmental broiler house conditions and broiler growth is investigated. Dynamic neural network forecasting models have been trained on farm-scale broiler batch production data from 12 batches from the same house. The model forecasts future broiler weight...... and uses environmental conditions such as heating, ventilation, and temperature along with broiler behavior such as feed and water consumption. Training data and forecasting data is analyzed to explain when the model might fail at generalizing. We present ensemble broiler weight forecasts to day 7, 14, 21...

  16. Models of Investor Forecasting Behavior — Experimental Evidence

    Federico Bonetto

    2017-12-01

    Full Text Available Different forecasting behaviors affect investors’ trading decisions and lead to qualitatively different asset price trajectories. It has been shown in the literature that the weights that investors place on observed asset price changes when forecasting future price changes, and the nature of their confidence when price changes are forecast, determine whether price bubbles, price crashes, and unpredictable price cycles occur. In this paper, we report the results of behavioral experiments involving multiple investors who participated in a market for a virtual asset. Our goal is to study investors’ forecast formation. We conducted three experimental sessions with different participants in each session. We fit different models of forecast formation to the observed data. There is strong evidence that the investors forecast future prices by extrapolating past price changes, even when they know the fundamental value of the asset exactly and the extrapolated forecasts differ significantly from the fundamental value. The rational expectations hypothesis seems inconsistent with the observed forecasts. The forecasting models of all participants that best fit the observed forecasting data were of the type that cause price bubbles and cycles in dynamical systems models, and price bubbles and cycles ended up occurring in all three sessions.

  17. Previsões climáticas sazonais sobre o Brasil: avaliação do RegCM3 aninhado no modelo global CPTEC/COLA Seasonal climatic forecast over Brazil: evaluation of the RegCM3 model nested to the CPTEC/COLA global model

    Rubinei Dorneles Machado

    2011-03-01

    Full Text Available Este trabalho avalia o desempenho de previsões sazonais do modelo climático regional RegCM3, aninhado ao modelo global CPTEC/COLA. As previsões com o RegCM3 utilizaram 60 km de resolução horizontal num domínio que inclui grande parte da América do Sul. As previsões do RegCM3 e CPTEC/COLA foram avaliadas utilizando as análises de chuva e temperatura do ar do Climate Prediction Center (CPC e National Centers for Enviromental Prediction (NCEP, respectivamente. Entre maio de 2005 e julho de 2007, 27 previsões sazonais de chuva e temperatura do ar (exceto a temperatura do CPTEC/COLA, que possui 26 previsões foram avaliadas em três regiões do Brasil: Nordeste (NDE, Sudeste (SDE e Sul (SUL. As previsões do RegCM3 também foram comparadas com as climatologias das análises. De acordo com os índices estatísticos (bias, coeficiente de correlação, raiz quadrada do erro médio quadrático e coeficiente de eficiência, nas três regiões (NDE, SDE e SUL a chuva sazonal prevista pelo RegCM3 é mais próxima da observada do que a prevista pelo CPTEC/COLA. Além disto, o RegCM3 também é melhor previsor da chuva sazonal do que da média das observações nas três regiões. Para temperatura, as previsões do RegCM3 são superiores às do CPTEC/COLA nas áreas NDE e SUL, enquanto o CPTEC/COLA é superior no SDE. Finalmente, as previsões de chuva e temperatura do RegCM3 são mais próximas das observações do que a climatologia observada. Estes resultados indicam o potencial de utilização do RegCM3 para previsão sazonal, que futuramente deverá ser explorado através de previsão por conjunto.This study presents an assessment of seasonal forecasts from the regional climate model RegCM3 nested to the CPTEC/COLA global model. The used RegCM3 version is 60 km horizontal resolution over an area that includes large part of South America. RegCM3 and CPTEC/COLA forecasts were evaluated using the rainfall and air temperature analyses from Climate

  18. A Hybrid Model for Forecasting Sales in Turkish Paint Industry

    Alp Ustundag

    2009-12-01

    Full Text Available Sales forecasting is important for facilitating effective and efficient allocation of scarce resources. However, how to best model and forecast sales has been a long-standing issue. There is no best forecasting method that is applicable in all circumstances. Therefore, confidence in the accuracy of sales forecasts is achieved by corroborating the results using two or more methods. This paper proposes a hybrid forecasting model that uses an artificial intelligence method (AI with multiple linear regression (MLR to predict product sales for the largest Turkish paint producer. In the hybrid model, three different AI methods, fuzzy rule-based system (FRBS, artificial neural network (ANN and adaptive neuro fuzzy network (ANFIS, are used and compared to each other. The results indicate that FRBS yields better forecasting accuracy in terms of root mean squared error (RMSE and mean absolute percentage error (MAPE.

  19. Towards uncertainty estimates in global operational forecasts of trace gases in the Copernicus Atmosphere Monitoring System

    Huijnen, V.; Bouarar, I.; Chabrillat, S. H.; Christophe, Y.; Thierno, D.; Karydis, V.; Marecal, V.; Pozzer, A.; Flemming, J.

    2017-12-01

    Operational atmospheric composition analyses and forecasts such as developed in the Copernicus Atmosphere Monitoring Service (CAMS) rely on modules describing emissions, chemical conversion, transport and removal processing, as well as data assimilation methods. The CAMS forecasts can be used to drive regional air quality models across the world. Critical analyses of uncertainties in any of these processes are continuously needed to advance the quality of such systems on a global scale, ranging from the surface up to the stratosphere. With regard to the atmospheric chemistry to describe the fate of trace gases, the operational system currently relies on a modified version of the CB05 chemistry scheme for the troposphere combined with the Cariolle scheme to describe stratospheric ozone, as integrated in ECMWF's Integrated Forecasting System (IFS). It is further constrained by assimilation of satellite observations of CO, O3 and NO2. As part of CAMS we have recently developed three fully independent schemes to describe the chemical conversion throughout the atmosphere. These parameterizations originate from parent model codes in MOZART, MOCAGE and a combination of TM5/BASCOE. In this contribution we evaluate the correspondence and elemental differences in the performance of the three schemes in an otherwise identical model configuration (excluding data-assimilation) against a large range of in-situ and satellite-based observations of ozone, CO, VOC's and chlorine-containing trace gases for both troposphere and stratosphere. This analysis aims to provide a measure of model uncertainty in the operational system for tracers that are not, or poorly, constrained by data assimilation. It aims also to provide guidance on the directions for further model improvement with regard to the chemical conversion module.

  20. Incorporating spatial autocorrelation into species distribution models alters forecasts of climate-mediated range shifts.

    Crase, Beth; Liedloff, Adam; Vesk, Peter A; Fukuda, Yusuke; Wintle, Brendan A

    2014-08-01

    Species distribution models (SDMs) are widely used to forecast changes in the spatial distributions of species and communities in response to climate change. However, spatial autocorrelation (SA) is rarely accounted for in these models, despite its ubiquity in broad-scale ecological data. While spatial autocorrelation in model residuals is known to result in biased parameter estimates and the inflation of type I errors, the influence of unmodeled SA on species' range forecasts is poorly understood. Here we quantify how accounting for SA in SDMs influences the magnitude of range shift forecasts produced by SDMs for multiple climate change scenarios. SDMs were fitted to simulated data with a known autocorrelation structure, and to field observations of three mangrove communities from northern Australia displaying strong spatial autocorrelation. Three modeling approaches were implemented: environment-only models (most frequently applied in species' range forecasts), and two approaches that incorporate SA; autologistic models and residuals autocovariate (RAC) models. Differences in forecasts among modeling approaches and climate scenarios were quantified. While all model predictions at the current time closely matched that of the actual current distribution of the mangrove communities, under the climate change scenarios environment-only models forecast substantially greater range shifts than models incorporating SA. Furthermore, the magnitude of these differences intensified with increasing increments of climate change across the scenarios. When models do not account for SA, forecasts of species' range shifts indicate more extreme impacts of climate change, compared to models that explicitly account for SA. Therefore, where biological or population processes induce substantial autocorrelation in the distribution of organisms, and this is not modeled, model predictions will be inaccurate. These results have global importance for conservation efforts as inaccurate

  1. A Simple Hybrid Model for Short-Term Load Forecasting

    Suseelatha Annamareddi

    2013-01-01

    Full Text Available The paper proposes a simple hybrid model to forecast the electrical load data based on the wavelet transform technique and double exponential smoothing. The historical noisy load series data is decomposed into deterministic and fluctuation components using suitable wavelet coefficient thresholds and wavelet reconstruction method. The variation characteristics of the resulting series are analyzed to arrive at reasonable thresholds that yield good denoising results. The constitutive series are then forecasted using appropriate exponential adaptive smoothing models. A case study performed on California energy market data demonstrates that the proposed method can offer high forecasting precision for very short-term forecasts, considering a time horizon of two weeks.

  2. Evaluation of global monitoring and forecasting systems at Mercator Océan

    J.-M. Lellouche

    2013-01-01

    Full Text Available Since December 2010, the MyOcean global analysis and forecasting system has consisted of the Mercator Océan NEMO global 1/4° configuration with a 1/12° nested model over the Atlantic and the Mediterranean. The open boundary data for the nested configuration come from the global 1/4° configuration at 20° S and 80° N.

    The data are assimilated by means of a reduced-order Kalman filter with a 3-D multivariate modal decomposition of the forecast error. It includes an adaptive-error estimate and a localization algorithm. A 3-D-Var scheme provides a correction for the slowly evolving large-scale biases in temperature and salinity. Altimeter data, satellite sea surface temperature and in situ temperature and salinity vertical profiles are jointly assimilated to estimate the initial conditions for numerical ocean forecasting. In addition to the quality control performed by data producers, the system carries out a proper quality control on temperature and salinity vertical profiles in order to minimise the risk of erroneous observed profiles being assimilated in the model.

    This paper describes the recent systems used by Mercator Océan and the validation procedure applied to current MyOcean systems as well as systems under development. The paper shows how refinements or adjustments to the system during the validation procedure affect its quality. Additionally, we show that quality checks (in situ, drifters and data sources (satellite sea surface temperature have as great an impact as the system design (model physics and assimilation parameters. The results of the scientific assessment are illustrated with diagnostics over the year 2010 mainly, assorted with time series over the 2007–2011 period. The validation procedure demonstrates the accuracy of MyOcean global products, whose quality is stable over time. All monitoring systems are close to altimetric observations with a forecast RMS difference of 7 cm. The update of the mean

  3. Nawiliwili, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nawiliwili, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  4. Neah Bay, Washington Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Neah Bay, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  5. Bar Harbor, ME Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Bar Harbor, Maine Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  6. Sitka, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Sitka, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  7. Newport, Oregon Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Newport, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  8. Wake Island Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Wake Island Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  9. Garibaldi, Oregon Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Garibaldi, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  10. Keauhou, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Keauhou, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  11. Westport, Washington Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Westport, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  12. Daytona Beach, Florida Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Daytona Beach, Florida Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  13. Lahaina, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Lahaina, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  14. Fajardo, Puerto Rico Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Fajardo, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  15. Florence, Oregon Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Florence, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  16. Ponce, Puerto Rico Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Ponce, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  17. Shemya, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Shemya, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  18. Key West, Florida Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Key West, Florida Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  19. Montauk, New York Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Montauk, New York Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  20. Kodiak, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kodiak, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  1. Sand Point, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Sand Point, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  2. Ocean City, Maryland Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Ocean City, Maryland Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  3. Kahului, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kahului, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  4. Port Orford, Oregon Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port Orford, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  5. Kailua-Kona, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kailua-Kona, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  6. Seward, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Seward, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  7. Seaside, Oregon Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Seaside, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  8. Apra Harbor, Guam Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Apra Harbor, Guam Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  9. Kihei, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kihei, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  10. Adak, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Adak, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  11. Arecibo, Puerto Rico Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Arecibo, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  12. San Juan, Puerto Rico Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The San Juan, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  13. Pearl Harbor, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Pearl Harbor, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  14. Palm Beach, Florida Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Palm Beach, Florida Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  15. Toke Point, Washington Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Toke Point, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  16. Hanalei, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Hanalei, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  17. Homer, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Homer, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  18. Nikolski, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nikolski, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  19. Monterey, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Monterey, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  20. Port Alexander, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port Alexander, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  1. La Push, Washington Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The La Push, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  2. Haleiwa, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Haleiwa, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  3. Hilo, Hawaii Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Hilo, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  4. Savannah, Georgia Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Savannah, Georgia Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  5. Global Ocean Forecast System 3.1 Validation Test

    2017-05-04

    the relative skill of one analysis region with another. 49 An ice score card similar to the ocean score card has not yet been refined, so...the water column. GOFS nowcasts/forecasts the ocean’s “ weather ”, which includes the three-dimensional ocean temperature, salinity and current...42 4.0 SUMMARY, SCORE CARDS AND RECOMMENDATIONS ..................................................... 46

  6. Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

    Bork, Lasse; Møller, Stig Vinther

    2015-01-01

    We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves substantia......We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves...

  7. When mechanism matters: Bayesian forecasting using models of ecological diffusion

    Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.

    2017-01-01

    Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.

  8. Day ahead price forecasting of electricity markets by a mixed data model and hybrid forecast method

    Amjady, Nima; Keynia, Farshid

    2008-01-01

    In a competitive electricity market, forecast of energy prices is a key information for the market participants. However, price signal usually has a complex behavior due to its nonlinearity, nonstationarity, and time variancy. In spite of all performed researches on this area in the recent years, there is still an essential need for more accurate and robust price forecast methods. In this paper, a combination of wavelet transform (WT) and a hybrid forecast method is proposed for this purpose. The hybrid method is composed of cascaded forecasters where each forecaster consists of a neural network (NN) and an evolutionary algorithms (EA). Both time domain and wavelet domain features are considered in a mixed data model for price forecast, in which the candidate input variables are refined by a feature selection technique. The adjustable parameters of the whole method are fine-tuned by a cross-validation technique. The proposed method is examined on PJM electricity market and compared with some of the most recent price forecast methods. (author)

  9. Training the next generation of scientists in Weather Forecasting: new approaches with real models

    Carver, Glenn; Váňa, Filip; Siemen, Stephan; Kertesz, Sandor; Keeley, Sarah

    2014-05-01

    The European Centre for Medium Range Weather Forecasts operationally produce medium range forecasts using what is internationally acknowledged as the world leading global weather forecast model. Future development of this scientifically advanced model relies on a continued availability of experts in the field of meteorological science and with high-level software skills. ECMWF therefore has a vested interest in young scientists and University graduates developing the necessary skills in numerical weather prediction including both scientific and technical aspects. The OpenIFS project at ECMWF maintains a portable version of the ECMWF forecast model (known as IFS) for use in education and research at Universities, National Meteorological Services and other research and education organisations. OpenIFS models can be run on desktop or high performance computers to produce weather forecasts in a similar way to the operational forecasts at ECMWF. ECMWF also provide the Metview desktop application, a modern, graphical, and easy to use tool for analysing and visualising forecasts that is routinely used by scientists and forecasters at ECMWF and other institutions. The combination of Metview with the OpenIFS models has the potential to deliver classroom-friendly tools allowing students to apply their theoretical knowledge to real-world examples using a world-leading weather forecasting model. In this paper we will describe how the OpenIFS model has been used for teaching. We describe the use of Linux based 'virtual machines' pre-packaged on USB sticks that support a technically easy and safe way of providing 'classroom-on-a-stick' learning environments for advanced training in numerical weather prediction. We welcome discussions with interested parties.

  10. Electric Load Forecasting Based on a Least Squares Support Vector Machine with Fuzzy Time Series and Global Harmony Search Algorithm

    Yan Hong Chen

    2016-01-01

    Full Text Available This paper proposes a new electric load forecasting model by hybridizing the fuzzy time series (FTS and global harmony search algorithm (GHSA with least squares support vector machines (LSSVM, namely GHSA-FTS-LSSVM model. Firstly, the fuzzy c-means clustering (FCS algorithm is used to calculate the clustering center of each cluster. Secondly, the LSSVM is applied to model the resultant series, which is optimized by GHSA. Finally, a real-world example is adopted to test the performance of the proposed model. In this investigation, the proposed model is verified using experimental datasets from the Guangdong Province Industrial Development Database, and results are compared against autoregressive integrated moving average (ARIMA model and other algorithms hybridized with LSSVM including genetic algorithm (GA, particle swarm optimization (PSO, harmony search, and so on. The forecasting results indicate that the proposed GHSA-FTS-LSSVM model effectively generates more accurate predictive results.

  11. Towards forecasting volcanic eruptions on a global scale

    Hooper, A. J.; Heimisson, E. R.; Gaddes, M.; Bagnardi, M.; Sigmundsson, F.; Spaans, K.; Parks, M.; Gudmundsson, M. T.; Ebmeier, S. K.; Holohan, E. P.; Wright, T. J.; Jonsdottir, K.; Hreinsdottir, S.; Dumont, S.; Ofeigsson, B.; Vogfjord, K. S.

    2016-12-01

    Volcanic eruptions can cause loss of life, damage health, and have huge economic impacts, providing strong societal motivation for predicting eruptive behavior prior to and during eruptions. I will present here recent progress we have made in mechanical modelling with a predictive capacity, and how we are expanding volcano monitoring to a global scale. The eruption of Bardarbunga volcano, Iceland, in 2014-2015 was the largest eruption there for more than 200 years, producing 1.6 km3of lava. Prior to eruption, magma propagated almost 50 km beneath the surface, over a period of two weeks. Key questions to answer in advance of such eruptions are: will it erupt, where, how much and for how long? We developed a model based on magma taking a path that maximizes energy release, which aligns well with the actual direction taken. Our model also predicts eruption in a topographic low, as actually occurred. As magma was withdrawn, the volcano surface sagged downwards. A coupled model of magma flow and piston-like collapse predicts a declining magma flow rate and ground subsidence rate, in accordance with that observed. With such a model, observations can be used to predict the timescale and rates of eruption, even before one starts. The primary data needed to constrain these predictive models are measurements of surface deformation. In Iceland, this is achieved using high accuracy GPS, however, most volcanoes have no ground instrumentation. A recent ESA mission, Sentinel-1, can potentially image deformation at almost all subaerial volcanoes every 6 days, using a technique called interferometric synthetic aperture radar (InSAR). This will allow us to detect early stages of magma migration at any volcano, then task other satellites to acquire data at a higher rate. We are working on a system to process all Sentinel-1 data in near-real time, which is a big data challenge. We have also developed new algorithms that maximize signal extraction from each new acquisition and

  12. Seasonal Forecasting of Fire Weather Based on a New Global Fire Weather Database

    Dowdy, Andrew J.; Field, Robert D.; Spessa, Allan C.

    2016-01-01

    Seasonal forecasting of fire weather is examined based on a recently produced global database of the Fire Weather Index (FWI) system beginning in 1980. Seasonal average values of the FWI are examined in relation to measures of the El Nino-Southern Oscillation (ENSO) and the Indian Ocean Dipole (IOD). The results are used to examine seasonal forecasts of fire weather conditions throughout the world.

  13. Wind-Farm Forecasting Using the HARMONIE Weather Forecast Model and Bayes Model Averaging for Bias Removal.

    O'Brien, Enda; McKinstry, Alastair; Ralph, Adam

    2015-04-01

    Building on previous work presented at EGU 2013 (http://www.sciencedirect.com/science/article/pii/S1876610213016068 ), more results are available now from a different wind-farm in complex terrain in southwest Ireland. The basic approach is to interpolate wind-speed forecasts from an operational weather forecast model (i.e., HARMONIE in the case of Ireland) to the precise location of each wind-turbine, and then use Bayes Model Averaging (BMA; with statistical information collected from a prior training-period of e.g., 25 days) to remove systematic biases. Bias-corrected wind-speed forecasts (and associated power-generation forecasts) are then provided twice daily (at 5am and 5pm) out to 30 hours, with each forecast validation fed back to BMA for future learning. 30-hr forecasts from the operational Met Éireann HARMONIE model at 2.5km resolution have been validated against turbine SCADA observations since Jan. 2014. An extra high-resolution (0.5km grid-spacing) HARMONIE configuration has been run since Nov. 2014 as an extra member of the forecast "ensemble". A new version of HARMONIE with extra filters designed to stabilize high-resolution configurations has been run since Jan. 2015. Measures of forecast skill and forecast errors will be provided, and the contributions made by the various physical and computational enhancements to HARMONIE will be quantified.

  14. Dispersion Modeling Using Ensemble Forecasts Compared to ETEX Measurements.

    Straume, Anne Grete; N'dri Koffi, Ernest; Nodop, Katrin

    1998-11-01

    Numerous numerical models are developed to predict long-range transport of hazardous air pollution in connection with accidental releases. When evaluating and improving such a model, it is important to detect uncertainties connected to the meteorological input data. A Lagrangian dispersion model, the Severe Nuclear Accident Program, is used here to investigate the effect of errors in the meteorological input data due to analysis error. An ensemble forecast, produced at the European Centre for Medium-Range Weather Forecasts, is then used as model input. The ensemble forecast members are generated by perturbing the initial meteorological fields of the weather forecast. The perturbations are calculated from singular vectors meant to represent possible forecast developments generated by instabilities in the atmospheric flow during the early part of the forecast. The instabilities are generated by errors in the analyzed fields. Puff predictions from the dispersion model, using ensemble forecast input, are compared, and a large spread in the predicted puff evolutions is found. This shows that the quality of the meteorological input data is important for the success of the dispersion model. In order to evaluate the dispersion model, the calculations are compared with measurements from the European Tracer Experiment. The model manages to predict the measured puff evolution concerning shape and time of arrival to a fairly high extent, up to 60 h after the start of the release. The modeled puff is still too narrow in the advection direction.

  15. Improving wave forecasting by integrating ensemble modelling and machine learning

    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.

  16. An evaluation of the Canadian global meteorological ensemble prediction system for short-term hydrological forecasting

    F. Anctil

    2009-11-01

    Full Text Available Hydrological forecasting consists in the assessment of future streamflow. Current deterministic forecasts do not give any information concerning the uncertainty, which might be limiting in a decision-making process. Ensemble forecasts are expected to fill this gap.

    In July 2007, the Meteorological Service of Canada has improved its ensemble prediction system, which has been operational since 1998. It uses the GEM model to generate a 20-member ensemble on a 100 km grid, at mid-latitudes. This improved system is used for the first time for hydrological ensemble predictions. Five watersheds in Quebec (Canada are studied: Chaudière, Châteauguay, Du Nord, Kénogami and Du Lièvre. An interesting 17-day rainfall event has been selected in October 2007. Forecasts are produced in a 3 h time step for a 3-day forecast horizon. The deterministic forecast is also available and it is compared with the ensemble ones. In order to correct the bias of the ensemble, an updating procedure has been applied to the output data. Results showed that ensemble forecasts are more skilful than the deterministic ones, as measured by the Continuous Ranked Probability Score (CRPS, especially for 72 h forecasts. However, the hydrological ensemble forecasts are under dispersed: a situation that improves with the increasing length of the prediction horizons. We conjecture that this is due in part to the fact that uncertainty in the initial conditions of the hydrological model is not taken into account.

  17. LMDzT-INCA dust forecast model developments and associated validation efforts

    Schulz, M; Cozic, A; Szopa, S

    2009-01-01

    The nudged atmosphere global climate model LMDzT-INCA is used to forecast global dust fields. Evaluation is undertaken in retrospective for the forecast results of the year 2006. For this purpose AERONET/Photons sites in Northern Africa and on the Arabian Peninsula are chosen where aerosol optical depth is dominated by dust. Despite its coarse resolution, the model captures 48% of the day to day dust variability near Dakar on the initial day of the forecast. On weekly and monthly scale the model captures respectively 62% and 68% of the variability. Correlation coefficients between daily AOD values observed and modelled at Dakar decrease from 0.69 for the initial forecast day to 0.59 and 0.41 respectively for two days ahead and five days ahead. If one requests that the model should be able to issue a warning for an exceedance of aerosol optical depth of 0.5 and issue no warning in the other cases, then the model was wrong in 29% of the cases for day 0, 32% for day 2 and 35% for day 5. A reanalysis run with archived ECMWF winds is only slightly better (r=0.71) but was in error in 25% of the cases. Both the improved simulation of the monthly versus daily variability and the deterioration of the forecast with time can be explained by model failure to simulate the exact timing of a dust event.

  18. Hourly forecasting of global solar radiation based on multiscale decomposition methods: A hybrid approach

    Monjoly, Stéphanie; André, Maïna; Calif, Rudy; Soubdhan, Ted

    2017-01-01

    This paper introduces a new approach for the forecasting of solar radiation series at 1 h ahead. We investigated on several techniques of multiscale decomposition of clear sky index K_c data such as Empirical Mode Decomposition (EMD), Ensemble Empirical Mode Decomposition (EEMD) and Wavelet Decomposition. From these differents methods, we built 11 decomposition components and 1 residu signal presenting different time scales. We performed classic forecasting models based on linear method (Autoregressive process AR) and a non linear method (Neural Network model). The choice of forecasting method is adaptative on the characteristic of each component. Hence, we proposed a modeling process which is built from a hybrid structure according to the defined flowchart. An analysis of predictive performances for solar forecasting from the different multiscale decompositions and forecast models is presented. From multiscale decomposition, the solar forecast accuracy is significantly improved, particularly using the wavelet decomposition method. Moreover, multistep forecasting with the proposed hybrid method resulted in additional improvement. For example, in terms of RMSE error, the obtained forecasting with the classical NN model is about 25.86%, this error decrease to 16.91% with the EMD-Hybrid Model, 14.06% with the EEMD-Hybid model and to 7.86% with the WD-Hybrid Model. - Highlights: • Hourly forecasting of GHI in tropical climate with many cloud formation processes. • Clear sky Index decomposition using three multiscale decomposition methods. • Combination of multiscale decomposition methods with AR-NN models to predict GHI. • Comparison of the proposed hybrid model with the classical models (AR, NN). • Best results using Wavelet-Hybrid model in comparison with classical models.

  19. Developing Global Building Exposure for Disaster Forecasting, Mitigation, and Response

    Huyck, C. K.

    2016-12-01

    Nongovernmental organizations and governments are recognizing the importance of insurance penetration in developing countries to mitigate the tremendous setbacks that follow natural disasters., but to effectively manage risk stakeholders must accurately quantify the built environment. Although there are countless datasets addressing elements of buildings, there are surprisingly few that are directly applicable to assessing vulnerability to natural disasters without skewing the spatial distribution of risk towards known assets. Working with NASA center partners Center for International Earth Science Information Network (CIESIN) at Columbia University in New York (http://www.ciesin.org), ImageCat have developed a novel method of developing Global Exposure Data (GED) from EO sources. The method has been applied to develop exposure datasets for GFDRR, CAT modelers, and aid in post-earthquake allocation of resources for UNICEF.

  20. Short-term forecasting model for aggregated regional hydropower generation

    Monteiro, Claudio; Ramirez-Rosado, Ignacio J.; Fernandez-Jimenez, L. Alfredo

    2014-01-01

    Highlights: • Original short-term forecasting model for the hourly hydropower generation. • The use of NWP forecasts allows horizons of several days. • New variable to represent the capacity level for generating hydroelectric energy. • The proposed model significantly outperforms the persistence model. - Abstract: This paper presents an original short-term forecasting model of the hourly electric power production for aggregated regional hydropower generation. The inputs of the model are previously recorded values of the aggregated hourly production of hydropower plants and hourly water precipitation forecasts using Numerical Weather Prediction tools, as well as other hourly data (load demand and wind generation). This model is composed of three modules: the first one gives the prediction of the “monthly” hourly power production of the hydropower plants; the second module gives the prediction of hourly power deviation values, which are added to that obtained by the first module to achieve the final forecast of the hourly hydropower generation; the third module allows a periodic adjustment of the prediction of the first module to improve its BIAS error. The model has been applied successfully to the real-life case study of the short-term forecasting of the aggregated hydropower generation in Spain and Portugal (Iberian Peninsula Power System), achieving satisfactory results for the next-day forecasts. The model can be valuable for agents involved in electricity markets and useful for power system operations

  1. Global Delivery Models

    Manning, Stephan; Larsen, Marcus M.; Bharati, Pratyush

    2013-01-01

    This article examines antecedents and performance implications of global delivery models (GDMs) in global business services. GDMs require geographically distributed operations to exploit both proximity to clients and time-zone spread for efficient service delivery. We propose and empirically show...

  2. With string model to time series forecasting

    Pinčák, Richard; Bartoš, Erik

    2015-10-01

    Overwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real financial markets. Analyses are not conducted on the non equidistant date but rather on the aggregate date, which is also not a real financial case. In this paper, we would like to show a new way how to analyze and, moreover, forecast financial market. We utilize the projections of the real exchange rate dynamics onto the string-like topology in the OANDA market. The latter approach allows us to build the stable prediction models in trading in the financial forex market. The real application of the multi-string structures is provided to demonstrate our ideas for the solution of the problem of the robust portfolio selection. The comparison with the trend following strategies was performed, the stability of the algorithm on the transaction costs for long trade periods was confirmed.

  3. Morehead City, North Carolina Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Morehead City, North Carolina Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  4. Christiansted, Virgin Islands Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Christiansted, Virgin Islands Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  5. Arena Cove, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Arena Cove, California Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  6. Atlantic City, New Jersey Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Atlantic City, New Jersey Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  7. Crescent City, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Crescent City, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  8. Charlotte Amalie, Virgin Islands Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Charlotte Amalie, Virgin Islands Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami...

  9. Pago Pago, American Samoa Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Pago Pago, American Samoa Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  10. Statistical Studies of Mesoscale Forecast Models MM5 and WRF

    Henmi, Teizi

    2004-01-01

    ... models were carried out and the results were compared with surface observation data. Both models tended to overforecast temperature and dew-point temperature, although the correlation coefficients between forecast and observations were fairly high...

  11. Myrtle Beach, South Carolina Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Myrtle Beach, South Carolina Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  12. Los Angeles, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Los Angeles, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  13. Port Angeles, Washington Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port Angeles, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  14. Virginia Beach Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Virginia Beach, Virginia Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  15. Cordova, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Cordova, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  16. Nantucket, Massachusetts Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nantucket, Massachusetts Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  17. Unalaska, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Unalaska, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  18. Santa Barbara, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Santa Barbara, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  19. Point Reyes, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Point Reyes, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  20. Port San Luis, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port San Luis, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  1. Eureka, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Eureka, California Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  2. Cape Hatteras, North Carolina Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Cape Hatteras, North Carolina Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  3. San Francisco, California Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The San Francisco, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  4. Elfin Cove, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Elfin Cove, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  5. British Columbia, Canada Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The British Columbia, Canada Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  6. Chignik, Alaska Tsunami Forecast Grids for MOST Model

    National Oceanic and Atmospheric Administration, Department of Commerce — The Chignik, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  7. Cash flow forecasting model for nuclear power projects

    Liu Wei; Guo Jilin

    2002-01-01

    Cash flow forecasting is very important for owners and contractors of nuclear power projects to arrange the capital and to decrease the capital cost. The factors related to contractor cash flow forecasting are analyzed and a cash flow forecasting model is presented which is suitable for both contractors and owners. The model is efficiently solved using a cost-schedule data integration scheme described. A program is developed based on the model and verified with real project data. The result indicates that the model is efficient and effective

  8. Performance and Quality Assessment of the Forthcoming Copernicus Marine Service Global Ocean Monitoring and Forecasting Real-Time System

    Lellouche, J. M.; Le Galloudec, O.; Greiner, E.; Garric, G.; Regnier, C.; Drillet, Y.

    2016-02-01

    Mercator Ocean currently delivers in real-time daily services (weekly analyses and daily forecast) with a global 1/12° high resolution system. The model component is the NEMO platform driven at the surface by the IFS ECMWF atmospheric analyses and forecasts. Observations are assimilated by means of a reduced-order Kalman filter with a 3D multivariate modal decomposition of the forecast error. It includes an adaptive-error estimate and a localization algorithm. Along track altimeter data, satellite Sea Surface Temperature and in situ temperature and salinity vertical profiles are jointly assimilated to estimate the initial conditions for numerical ocean forecasting. A 3D-Var scheme provides a correction for the slowly-evolving large-scale biases in temperature and salinity.Since May 2015, Mercator Ocean opened the Copernicus Marine Service (CMS) and is in charge of the global ocean analyses and forecast, at eddy resolving resolution. In this context, R&D activities have been conducted at Mercator Ocean these last years in order to improve the real-time 1/12° global system for the next CMS version in 2016. The ocean/sea-ice model and the assimilation scheme benefit among others from the following improvements: large-scale and objective correction of atmospheric quantities with satellite data, new Mean Dynamic Topography taking into account the last version of GOCE geoid, new adaptive tuning of some observational errors, new Quality Control on the assimilated temperature and salinity vertical profiles based on dynamic height criteria, assimilation of satellite sea-ice concentration, new freshwater runoff from ice sheets melting …This presentation doesn't focus on the impact of each update, but rather on the overall behavior of the system integrating all updates. This assessment reports on the products quality improvements, highlighting the level of performance and the reliability of the new system.

  9. Forecasting Foreign Institutional Investment Flows towards India Using ARIMA Modelling

    Vaishali S. Dhingra

    2015-05-01

    Full Text Available India has witnessed substantial increase in capital flows, particularly Foreign Institutional Investment in equity as well as derivatives segment since the 1990s. However, FII flows are sighted as ‘hot money’- more volatile than other type of flows, which gets affected by the domestic and global- macro economic factors, thereby raising questions about the need to encourage FII flows in narrow and shallow (in terms of absorption capacity capital market such as India. This paper attempts to forecast daily Aggregate FII flow in Indian Capital market and particularly in Futures Market (Derivative Segment using Auto Regressive Integrated Moving Average (ARIMA model.The paper tries to examine FII flows in India towards futures market along with spot market by tracing which AR terms and/or MA terms influence the current inflow or outflow.

  10. Forecasting Analysis of Shanghai Stock Index Based on ARIMA Model

    Li Chenggang

    2017-01-01

    Full Text Available Prediction and analysis of the Shanghai Composite Index is conducive for investors to investing in the stock market, and providing investors with reference. This paper selects Shanghai Composite Index monthly closing price from Jan, 2005 to Oct, 2016 to construct ARIMA model. This paper carries on the forecast of the last three monthly closing price of Shanghai Stock Index that have occurred, and compared it with the actual value, which tests the accuracy and feasibility of the model in the short term Shanghai Stock Index forecast. At last, this paper uses the ARIMA model to forecast the Shanghai Composite Index closing price of the last two months in 2016.

  11. Evaluation of statistical models for forecast errors from the HBV model

    Engeland, Kolbjørn; Renard, Benjamin; Steinsland, Ingelin; Kolberg, Sjur

    2010-04-01

    SummaryThree statistical models for the forecast errors for inflow into the Langvatn reservoir in Northern Norway have been constructed and tested according to the agreement between (i) the forecast distribution and the observations and (ii) median values of the forecast distribution and the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order auto-regressive model was constructed for the forecast errors. The parameters were conditioned on weather classes. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order auto-regressive model was constructed for the forecast errors. For the third model positive and negative errors were modeled separately. The errors were first NQT-transformed before conditioning the mean error values on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: we wanted (a) the forecast distribution to be reliable; (b) the forecast intervals to be narrow; (c) the median values of the forecast distribution to be close to the observed values. Models 1 and 2 gave almost identical results. The median values improved the forecast with Nash-Sutcliffe R eff increasing from 0.77 for the original forecast to 0.87 for the corrected forecasts. Models 1 and 2 over-estimated the forecast intervals but gave the narrowest intervals. Their main drawback was that the distributions are less reliable than Model 3. For Model 3 the median values did not fit well since the auto-correlation was not accounted for. Since Model 3 did not benefit from the potential variance reduction that lies in bias estimation and removal it gave on average wider forecasts intervals than the two other models. At the same time Model 3 on average slightly under-estimated the forecast intervals, probably explained by the use of average measures to evaluate the fit.

  12. Verification of short lead time forecast models: applied to Kp and Dst forecasting

    Wintoft, Peter; Wik, Magnus

    2016-04-01

    In the ongoing EU/H2020 project PROGRESS models that predicts Kp, Dst, and AE from L1 solar wind data will be used as inputs to radiation belt models. The possible lead times from L1 measurements are shorter (10s of minutes to hours) than the typical duration of the physical phenomena that should be forecast. Under these circumstances several metrics fail to single out trivial cases, such as persistence. In this work we explore metrics and approaches for short lead time forecasts. We apply these to current Kp and Dst forecast models. This project has received funding from the European Union's Horizon 2020 research and innovation programme under grant agreement No 637302.

  13. Probabilistic Electricity Price Forecasting Models by Aggregation of Competitive Predictors

    Claudio Monteiro

    2018-04-01

    Full Text Available This article presents original probabilistic price forecasting meta-models (PPFMCP models, by aggregation of competitive predictors, for day-ahead hourly probabilistic price forecasting. The best twenty predictors of the EEM2016 EPF competition are used to create ensembles of hourly spot price forecasts. For each hour, the parameter values of the probability density function (PDF of a Beta distribution for the output variable (hourly price can be directly obtained from the expected and variance values associated to the ensemble for such hour, using three aggregation strategies of predictor forecasts corresponding to three PPFMCP models. A Reliability Indicator (RI and a Loss function Indicator (LI are also introduced to give a measure of uncertainty of probabilistic price forecasts. The three PPFMCP models were satisfactorily applied to the real-world case study of the Iberian Electricity Market (MIBEL. Results from PPFMCP models showed that PPFMCP model 2, which uses aggregation by weight values according to daily ranks of predictors, was the best probabilistic meta-model from a point of view of mean absolute errors, as well as of RI and LI. PPFMCP model 1, which uses the averaging of predictor forecasts, was the second best meta-model. PPFMCP models allow evaluations of risk decisions based on the price to be made.

  14. A hybrid spatiotemporal drought forecasting model for operational use

    Vasiliades, L.; Loukas, A.

    2010-09-01

    Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. This study develops a hybrid spatiotemporal scheme for integrated spatial and temporal forecasting. Temporal forecasting is achieved using feed-forward neural networks and the temporal forecasts are extended to the spatial dimension using a spatial recurrent neural network model. The methodology is demonstrated for an operational meteorological drought index the Standardized Precipitation Index (SPI) calculated at multiple timescales. 48 precipitation stations and 18 independent precipitation stations, located at Pinios river basin in Thessaly region, Greece, were used for the development and spatiotemporal validation of the hybrid spatiotemporal scheme. Several quantitative temporal and spatial statistical indices were considered for the performance evaluation of the models. Furthermore, qualitative statistical criteria based on contingency tables between observed and forecasted drought episodes were calculated. The results show that the lead time of forecasting for operational use depends on the SPI timescale. The hybrid spatiotemporal drought forecasting model could be operationally used for forecasting up to three months ahead for SPI short timescales (e.g. 3-6 months) up to six months ahead for large SPI timescales (e.g. 24 months). The above findings could be useful in developing a drought preparedness plan in the region.

  15. Network Bandwidth Utilization Forecast Model on High Bandwidth Network

    Yoo, Wucherl; Sim, Alex

    2014-07-07

    With the increasing number of geographically distributed scientific collaborations and the scale of the data size growth, it has become more challenging for users to achieve the best possible network performance on a shared network. We have developed a forecast model to predict expected bandwidth utilization for high-bandwidth wide area network. The forecast model can improve the efficiency of resource utilization and scheduling data movements on high-bandwidth network to accommodate ever increasing data volume for large-scale scientific data applications. Univariate model is developed with STL and ARIMA on SNMP path utilization data. Compared with traditional approach such as Box-Jenkins methodology, our forecast model reduces computation time by 83.2percent. It also shows resilience against abrupt network usage change. The accuracy of the forecast model is within the standard deviation of the monitored measurements.

  16. Network bandwidth utilization forecast model on high bandwidth networks

    Yoo, Wuchert (William) [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Sim, Alex [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)

    2015-03-30

    With the increasing number of geographically distributed scientific collaborations and the scale of the data size growth, it has become more challenging for users to achieve the best possible network performance on a shared network. We have developed a forecast model to predict expected bandwidth utilization for high-bandwidth wide area network. The forecast model can improve the efficiency of resource utilization and scheduling data movements on high-bandwidth network to accommodate ever increasing data volume for large-scale scientific data applications. Univariate model is developed with STL and ARIMA on SNMP path utilization data. Compared with traditional approach such as Box-Jenkins methodology, our forecast model reduces computation time by 83.2%. It also shows resilience against abrupt network usage change. The accuracy of the forecast model is within the standard deviation of the monitored measurements.

  17. Forecast of useful energy for the TIMES-Norway model

    Rosenberg, Eva

    2012-01-01

    A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)

  18. Forecast of useful energy for the TIMES-Norway model

    Rosenberg, Eva

    2012-07-25

    A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)

  19. A hierarchical spatiotemporal analog forecasting model for count data.

    McDermott, Patrick L; Wikle, Christopher K; Millspaugh, Joshua

    2018-01-01

    Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous applications of analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes, but it has typically been presented in an empirical or heuristic procedure, rather than as a formal statistical model. The methodology presented here extends the model-based analog method of McDermott and Wikle (Environmetrics, 27, 2016, 70) by placing analog forecasting within a fully hierarchical statistical framework that can accommodate count observations. Using a Bayesian approach, the hierarchical analog model is able to quantify rigorously the uncertainty associated with forecasts. Forecasting waterfowl settling patterns in the northwestern United States and Canada is conducted by applying the hierarchical analog model to a breeding population survey dataset. Sea surface temperature (SST) in the Pacific Ocean is used to help identify potential analogs for the waterfowl settling patterns.

  20. Mean Bias in Seasonal Forecast Model and ENSO Prediction Error.

    Kim, Seon Tae; Jeong, Hye-In; Jin, Fei-Fei

    2017-07-20

    This study uses retrospective forecasts made using an APEC Climate Center seasonal forecast model to investigate the cause of errors in predicting the amplitude of El Niño Southern Oscillation (ENSO)-driven sea surface temperature variability. When utilizing Bjerknes coupled stability (BJ) index analysis, enhanced errors in ENSO amplitude with forecast lead times are found to be well represented by those in the growth rate estimated by the BJ index. ENSO amplitude forecast errors are most strongly associated with the errors in both the thermocline slope response and surface wind response to forcing over the tropical Pacific, leading to errors in thermocline feedback. This study concludes that upper ocean temperature bias in the equatorial Pacific, which becomes more intense with increasing lead times, is a possible cause of forecast errors in the thermocline feedback and thus in ENSO amplitude.

  1. A forecasting model of gaming revenues in Clark County, Nevada

    Edwards, B.; Bando, A.; Basset, G.; Rosen, A.; Meenan, C.; Carlson, J.

    1992-01-01

    This paper describes the Western Area Gaming and Economic Response Simulator (WAGERS), a forecasting model that emphasizes the role of the gaming industry in Clark County, Nevada. It is designed to generate forecasts of gaming revenues in Clark County, whose regional economy is dominated by the gaming industry, and identify the exogenous variables that affect gaming revenues. This model will provide baseline forecasts of Clark County gaming revenues in order to assess changes in gaming related economic activity resulting from future events like the siting of a permanent high-level radioactive waste repository at Yucca Mountain

  2. Forecasting daily meteorological time series using ARIMA and regression models

    Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

    2018-04-01

    The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

  3. A forecasting model of gaming revenues in Clark County, Nevada

    Edwards, B.; Bando, A.; Bassett, G.; Rosen, A.; Carlson, J.; Meenan, C.

    1992-01-01

    This paper describes the Western Area Gaining and Economic Response Simulator (WAGERS), a forecasting model that emphasizes the role of the gaming industry in Clark County, Nevada. It is designed to generate forecasts of gaming revenues in Clark County, whose regional economy is dominated by the gaming industry, an identify the exogenous variables that affect gaming revenues. This model will provide baseline forecasts of Clark County gaming revenues in order to assess changes in gaming related economic activity resulting from future events like the siting of a permanent high-level radioactive waste repository at Yucca Mountain

  4. A forecasting model of gaming revenues in Clark County, Nevada

    Edwards, B.; Bando, A.; Bassett, G.; Rosen, A. [Argonne National Lab., IL (United States); Carlson, J.; Meenan, C. [Science Applications International Corp., Las Vegas, NV (United States)

    1992-04-01

    This paper describes the Western Area Gaming and Economic Response Simulator (WAGERS), a forecasting model that emphasizes the role of the gaming industry in Clark County, Nevada. It is designed to generate forecasts of gaming revenues in Clark County, whose regional economy is dominated by the gaming industry, an identify the exogenous variables that affect gaming revenues. This model will provide baseline forecasts of Clark County gaming revenues in order to assess changes in gaming related economic activity resulting from future events like the siting of a permanent high-level radioactive waste repository at Yucca Mountain.

  5. Evaluation of cloud properties in the NOAA/NCEP global forecast system using multiple satellite products

    Yoo, Hyelim [University of Maryland, Department of Atmospheric and Oceanic Science, College Park, MD (United States); Li, Zhanqing [University of Maryland, Department of Atmospheric and Oceanic Science, College Park, MD (United States); Beijing Normal University, State Key Laboratory of Earth Surface Processes and Resource Ecology, GCESS, Beijing (China)

    2012-12-15

    Knowledge of cloud properties and their vertical structure is important for meteorological studies due to their impact on both the Earth's radiation budget and adiabatic heating within the atmosphere. The objective of this study is to evaluate bulk cloud properties and vertical distribution simulated by the US National Oceanic and Atmospheric Administration National Centers for Environmental Prediction Global Forecast System (GFS) using three global satellite products. Cloud variables evaluated include the occurrence and fraction of clouds in up to three layers, cloud optical depth, liquid water path, and ice water path. Cloud vertical structure data are retrieved from both active (CloudSat/CALIPSO) and passive sensors and are subsequently compared with GFS model results. In general, the GFS model captures the spatial patterns of hydrometeors reasonably well and follows the general features seen in satellite measurements, but large discrepancies exist in low-level cloud properties. More boundary layer clouds over the interior continents were generated by the GFS model whereas satellite retrievals showed more low-level clouds over oceans. Although the frequencies of global multi-layer clouds from observations are similar to those from the model, latitudinal variations show discrepancies in terms of structure and pattern. The modeled cloud optical depth over storm track region and subtropical region is less than that from the passive sensor and is overestimated for deep convective clouds. The distributions of ice water path (IWP) agree better with satellite observations than do liquid water path (LWP) distributions. Discrepancies in LWP/IWP distributions between observations and the model are attributed to differences in cloud water mixing ratio and mean relative humidity fields, which are major control variables determining the formation of clouds. (orig.)

  6. Grey forecasting model for CO2 emissions: A Taiwan study

    Lin, Chiun-Sin; Liou, Fen-May; Huang, Chih-Pin

    2011-01-01

    Highlights: → CO 2 is the most frequently implicated in global warming. → The CARMA indicates that the Taichung coal-fired power plants had the highest CO 2 emissions in the world. → GM(1,1) prediction accuracy is fairly high. → The results show that the average residual error of the GM(1,1) was below 10%. -- Abstract: Among the various greenhouse gases associated with climate change, CO 2 is the most frequently implicated in global warming. The latest data from Carbon Monitoring for Action (CARMA) shows that the coal-fired power plant in Taichung, Taiwan emitted 39.7 million tons of CO 2 in 2007 - the highest of any power plant in the world. Based on statistics from Energy International Administration, the annual CO 2 emissions in Taiwan have increased 42% from 1997 until 2006. Taiwan has limited natural resources and relies heavily on imports to meet its energy needs, and the government must take serious measures control energy consumption to reduce CO 2 emissions. Because the latest data was from 2009, this study applied the grey forecasting model to estimate future CO 2 emissions in Taiwan from 2010 until 2012. Forecasts of CO 2 emissions in this study show that the average residual error of the GM(1,1) was below 10%. Overall, the GM(1,1) predicted further increases in CO 2 emissions over the next 3 years. Although Taiwan is not a member of the United Nations and is not bound by the Kyoto Protocol, the findings of this study provide a valuable reference with which the Taiwanese government could formulate measures to reduce CO 2 emissions by curbing the unnecessary the consumption of energy.

  7. Medium Range Forecast (MRF) and Nested Grid Model (NGM)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nested Grid Model (NGM) and Medium Range Forecast (MRF) Archive is historical digital data set DSI-6140, archived at the NOAA National Centers for Environmental...

  8. Empirical evaluation of a forecasting model for successful facilitation ...

    During 2000 the annual Facilitator Customer Satisfaction Survey was ... the forecasting model is successful concerning the CSI value and a high positive linear ... namely that of human behaviour to incorporate other influences than just the ...

  9. forecasting with nonlinear time series model: a monte-carlo

    PUBLICATIONS1

    Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.

  10. Development of rainfall-runoff forecast model | Oyebode | Journal of ...

    ... and meterological variables involved in rainfall-runoff process to improve forecast accuracy of rainfallrunoff. ... The simulation was done using MATLAB® 7.0. The simulation results showed that neurofuzzy-based model has higher coefficient ...

  11. Evaluation and Application of the Weather Research and Forecast Model

    Passner, Jeffrey E

    2007-01-01

    ... by the U.S. Army Research Laboratory (ARL) to determine how accurate and robust the model is under a variety of meteorological conditions, with an emphasis on fine resolution, short-range forecasts in complex terrain...

  12. Use of wind data in global modelling

    Pailleux, J.

    1985-01-01

    The European Centre for Medium Range Weather Forecasts (ECMWF) is producing operational global analyses every 6 hours and operational global forecasts every day from the 12Z analysis. How the wind data are used in the ECMWF golbal analysis is described. For each current wind observing system, its ability to provide initial conditions for the forecast model is discussed as well as its weaknesses. An assessment of the impact of each individual system on the quality of the analysis and the forecast is given each time it is possible. Sometimes the deficiencies which are pointed out are related not only to the observing system itself but also to the optimum interpolation (OI) analysis scheme; then some improvements are generally possible through ad hoc modifications of the analysis scheme and especially tunings of the structure functions. Examples are given. The future observing network over the North Atlantic is examined. Several countries, coordinated by WMO, are working to set up an 'Operational WWW System Evaluation' (OWSE), in order to evaluate the operational aspects of the deployment of new systems (ASDAR, ASAP). Most of the new systems are expected to be deployed before January 1987, and in order to make the best use of the available resources during the deployment phase, some network studies are carried out at the present time, by using simulated data for ASDAR and ASAP systems. They are summarized.

  13. Using Analysis Increments (AI) to Estimate and Correct Systematic Errors in the Global Forecast System (GFS) Online

    Bhargava, K.; Kalnay, E.; Carton, J.; Yang, F.

    2017-12-01

    Systematic forecast errors, arising from model deficiencies, form a significant portion of the total forecast error in weather prediction models like the Global Forecast System (GFS). While much effort has been expended to improve models, substantial model error remains. The aim here is to (i) estimate the model deficiencies in the GFS that lead to systematic forecast errors, (ii) implement an online correction (i.e., within the model) scheme to correct GFS following the methodology of Danforth et al. [2007] and Danforth and Kalnay [2008, GRL]. Analysis Increments represent the corrections that new observations make on, in this case, the 6-hr forecast in the analysis cycle. Model bias corrections are estimated from the time average of the analysis increments divided by 6-hr, assuming that initial model errors grow linearly and first ignoring the impact of observation bias. During 2012-2016, seasonal means of the 6-hr model bias are generally robust despite changes in model resolution and data assimilation systems, and their broad continental scales explain their insensitivity to model resolution. The daily bias dominates the sub-monthly analysis increments and consists primarily of diurnal and semidiurnal components, also requiring a low dimensional correction. Analysis increments in 2015 and 2016 are reduced over oceans, which is attributed to improvements in the specification of the SSTs. These results encourage application of online correction, as suggested by Danforth and Kalnay, for mean, seasonal and diurnal and semidiurnal model biases in GFS to reduce both systematic and random errors. As the error growth in the short-term is still linear, estimated model bias corrections can be added as a forcing term in the model tendency equation to correct online. Preliminary experiments with GFS, correcting temperature and specific humidity online show reduction in model bias in 6-hr forecast. This approach can then be used to guide and optimize the design of sub

  14. Short-Term Solar Irradiance Forecasts Using Sky Images and Radiative Transfer Model

    Juan Du

    2018-05-01

    Full Text Available In this paper, we propose a novel forecast method which addresses the difficulty in short-term solar irradiance forecasting that arises due to rapidly evolving environmental factors over short time periods. This involves the forecasting of Global Horizontal Irradiance (GHI that combines prediction sky images with a Radiative Transfer Model (RTM. The prediction images (up to 10 min ahead are produced by a non-local optical flow method, which is used to calculate the cloud motion for each pixel, with consecutive sky images at 1 min intervals. The Direct Normal Irradiance (DNI and the diffuse radiation intensity field under clear sky and overcast conditions obtained from the RTM are then mapped to the sky images. Through combining the cloud locations on the prediction image with the corresponding instance of image-based DNI and diffuse radiation intensity fields, the GHI can be quantitatively forecasted for time horizons of 1–10 min ahead. The solar forecasts are evaluated in terms of root mean square error (RMSE and mean absolute error (MAE in relation to in-situ measurements and compared to the performance of the persistence model. The results of our experiment show that GHI forecasts using the proposed method perform better than the persistence model.

  15. Modelling and forecasting Turkish residential electricity demand

    Dilaver, Zafer; Hunt, Lester C

    2011-01-01

    This research investigates the relationship between Turkish residential electricity consumption, household total final consumption expenditure and residential electricity prices by applying the structural time series model to annual data over the period from 1960 to 2008. Household total final consumption expenditure, real energy prices and an underlying energy demand trend are found to be important drivers of Turkish residential electricity demand with the estimated short run and the long run total final consumption expenditure elasticities being 0.38 and 1.57, respectively, and the estimated short run and long run price elasticities being -0.09 and -0.38, respectively. Moreover, the estimated underlying energy demand trend, (which, as far as is known, has not been investigated before for the Turkish residential sector) should be of some benefit to Turkish decision makers in terms of energy planning. It provides information about the impact of past policies, the influence of technical progress, the impacts of changes in consumer behaviour and the effects of changes in economic structure. Furthermore, based on the estimated equation, and different forecast assumptions, it is predicted that Turkish residential electricity demand will be somewhere between 48 and 80 TWh by 2020 compared to 40 TWh in 2008. - Research highlights: → Estimated short run and long run expenditure elasticities of 0.38 and 1.57, respectively. → Estimated short run and long run price elasticities of -0.09 and -0.38, respectively. → Estimated UEDT has increasing (i.e. energy using) and decreasing (i.e. energy saving) periods. → Predicted Turkish residential electricity demand between 48 and 80 TWh in 2020.

  16. Application of BP Neural Network Algorithm in Traditional Hydrological Model for Flood Forecasting

    Jianjin Wang

    2017-01-01

    Full Text Available Flooding contributes to tremendous hazards every year; more accurate forecasting may significantly mitigate the damages and loss caused by flood disasters. Current hydrological models are either purely knowledge-based or data-driven. A combination of data-driven method (artificial neural networks in this paper and knowledge-based method (traditional hydrological model may booster simulation accuracy. In this study, we proposed a new back-propagation (BP neural network algorithm and applied it in the semi-distributed Xinanjiang (XAJ model. The improved hydrological model is capable of updating the flow forecasting error without losing the leading time. The proposed method was tested in a real case study for both single period corrections and real-time corrections. The results reveal that the proposed method could significantly increase the accuracy of flood forecasting and indicate that the global correction effect is superior to the second-order autoregressive correction method in real-time correction.

  17. Inventory model using bayesian dynamic linear model for demand forecasting

    Marisol Valencia-Cárdenas

    2014-12-01

    Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti

  18. Research and Application of a Hybrid Forecasting Model Based on Data Decomposition for Electrical Load Forecasting

    Yuqi Dong

    2016-12-01

    Full Text Available Accurate short-term electrical load forecasting plays a pivotal role in the national economy and people’s livelihood through providing effective future plans and ensuring a reliable supply of sustainable electricity. Although considerable work has been done to select suitable models and optimize the model parameters to forecast the short-term electrical load, few models are built based on the characteristics of time series, which will have a great impact on the forecasting accuracy. For that reason, this paper proposes a hybrid model based on data decomposition considering periodicity, trend and randomness of the original electrical load time series data. Through preprocessing and analyzing the original time series, the generalized regression neural network optimized by genetic algorithm is used to forecast the short-term electrical load. The experimental results demonstrate that the proposed hybrid model can not only achieve a good fitting ability, but it can also approximate the actual values when dealing with non-linear time series data with periodicity, trend and randomness.

  19. Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates

    Piotr Białowolski

    2012-03-01

    Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period.  Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.

  20. ECONOMIC FORECASTS BASED ON ECONOMETRIC MODELS USING EViews 5

    Cornelia TomescuDumitrescu,

    2009-05-01

    Full Text Available The forecast of evolution of economic phenomena represent on the most the final objective of econometrics. It withal represent a real attempt of validity elaborate model. Unlike the forecasts based on the study of temporal series which have an recognizable inertial character the forecasts generated by econometric model with simultaneous equations are after to contour the future of ones of important economic variables toward the direct and indirect influences bring the bear on their about exogenous variables. For the relief of the calculus who the realization of the forecasts based on the econometric models its suppose is indicate the use of the specialized informatics programs. One of this is the EViews which is applied because it reduces significant the time who is destined of the econometric analysis and it assure a high accuracy of calculus and of the interpretation of results.

  1. A Comparative Study Of Stock Price Forecasting Using Nonlinear Models

    Diteboho Xaba

    2017-03-01

    Full Text Available This study compared the in-sample forecasting accuracy of three forecasting nonlinear models namely: the Smooth Transition Regression (STR model, the Threshold Autoregressive (TAR model and the Markov-switching Autoregressive (MS-AR model. Nonlinearity tests were used to confirm the validity of the assumptions of the study. The study used model selection criteria, SBC to select the optimal lag order and for the selection of appropriate models. The Mean Square Error (MSE, Mean Absolute Error (MAE and Root Mean Square Error (RMSE served as the error measures in evaluating the forecasting ability of the models. The MS-AR models proved to perform well with lower error measures as compared to LSTR and TAR models in most cases.

  2. The high-resolution global SST forecast set of the CSIR

    Landman, WA

    2011-09-01

    Full Text Available -RESOLUTION GLOBAL SST FORECAST SET OF THE CSIR Willem A. Landman Council for Scientific and Industrial Research, P. O. Box 395, Pretoria, 0001, South Africa David G. DeWitt and Dong-Eun Lee International Research Institute for Climate and Society, Lamont...

  3. Coupling meteorological and hydrological models for flood forecasting

    Bartholmes

    2005-01-01

    Full Text Available This paper deals with the problem of analysing the coupling of meteorological meso-scale quantitative precipitation forecasts with distributed rainfall-runoff models to extend the forecasting horizon. Traditionally, semi-distributed rainfall-runoff models have been used for real time flood forecasting. More recently, increased computer capabilities allow the utilisation of distributed hydrological models with mesh sizes from tenths of metres to a few kilometres. On the other hand, meteorological models, providing the quantitative precipitation forecast, tend to produce average values on meshes ranging from slightly less than 10 to 200 kilometres. Therefore, to improve the quality of flood forecasts, the effects of coupling the meteorological and the hydrological models at different scales were analysed. A distributed hydrological model (TOPKAPI was developed and calibrated using a 1x1 km mesh for the case of the river Po closed at Ponte Spessa (catchment area c. 37000 km2. The model was then coupled with several other European meteorological models ranging from the Limited Area Models (provided by DMI and DWD with resolutions from 0.0625° * 0.0625°, to the ECMWF ensemble predictions with a resolution of 1.85° * 1.85°. Interesting results, describing the coupled model behaviour, are available for a meteorological extreme event in Northern Italy (Nov. 1994. The results demonstrate the poor reliability of the quantitative precipitation forecasts produced by meteorological models presently available; this is not resolved using the Ensemble Forecasting technique, when compared with results obtainable with measured rainfall.

  4. Gridded Calibration of Ensemble Wind Vector Forecasts Using Ensemble Model Output Statistics

    Lazarus, S. M.; Holman, B. P.; Splitt, M. E.

    2017-12-01

    A computationally efficient method is developed that performs gridded post processing of ensemble wind vector forecasts. An expansive set of idealized WRF model simulations are generated to provide physically consistent high resolution winds over a coastal domain characterized by an intricate land / water mask. Ensemble model output statistics (EMOS) is used to calibrate the ensemble wind vector forecasts at observation locations. The local EMOS predictive parameters (mean and variance) are then spread throughout the grid utilizing flow-dependent statistical relationships extracted from the downscaled WRF winds. Using data withdrawal and 28 east central Florida stations, the method is applied to one year of 24 h wind forecasts from the Global Ensemble Forecast System (GEFS). Compared to the raw GEFS, the approach improves both the deterministic and probabilistic forecast skill. Analysis of multivariate rank histograms indicate the post processed forecasts are calibrated. Two downscaling case studies are presented, a quiescent easterly flow event and a frontal passage. Strengths and weaknesses of the approach are presented and discussed.

  5. Meteoroid Environment Modeling: the Meteoroid Engineering Model and Shower Forecasting

    Moorhead, Althea V.

    2017-01-01

    The meteoroid environment is often divided conceptually into meteor showers plus a sporadic background component. The sporadic complex poses the bulk of the risk to spacecraft, but showers can produce significant short-term enhancements of the meteoroid flux. The Meteoroid Environment Office (MEO) has produced two environment models to handle these cases: the Meteoroid Engineering Model (MEM) and an annual meteor shower forecast. Both MEM and the forecast are used by multiple manned spaceflight projects in their meteoroid risk evaluation, and both tools are being revised to incorporate recent meteor velocity, density, and timing measurements. MEM describes the sporadic meteoroid complex and calculates the flux, speed, and directionality of the meteoroid environment relative to a user-supplied spacecraft trajectory, taking the spacecraft's motion into account. MEM is valid in the inner solar system and offers near-Earth and cis-lunar environments. While the current version of MEM offers a nominal meteoroid environment corresponding to a single meteoroid bulk density, the next version of MEMR3 will offer both flux uncertainties and a density distribution in addition to a revised near-Earth environment. We have updated the near-Earth meteor speed distribution and have made the first determination of uncertainty in this distribution. We have also derived a meteor density distribution from the work of Kikwaya et al. (2011). The annual meteor shower forecast takes the form of a report and data tables that can be used in conjunction with an existing MEM assessment. Fluxes are typically quoted to a constant limiting kinetic energy in order to comport with commonly used ballistic limit equations. For the 2017 annual forecast, the MEO substantially revised the list of showers and their characteristics using 14 years of meteor flux measurements from the Canadian Meteor Orbit Radar (CMOR). Defunct or insignificant showers were removed and the temporal profiles of many showers

  6. Comparison on the forecast model of landfill surface

    Zhou Xiaozhi; Sang Shuxun; Cao Liwen; Ji Xiaoyan

    2010-01-01

    Using four large-scale simulated landfill equipments, indoor parallel simulation landfill experiment was carried out. By monitoring the cumulative settlement of MSW, comparable researches indicate the actual effects of 'empirical model' and 'biodegradation model' on landfill surface settlement forecast, and the optimization measures are proposed on the basis of model defects analysis. Research leaded to following results: To the short-term prediction of MSW settlement, two types of models all have satisfactory predictive validity. When performing medium and long-term prediction, 'empirical model' predicted a significant deviation from the actual, and the forecasting error of 'biodegradation model' is also gradually enlarge with the extending forecast period. For optimizing these two types of model, long-term surface settlement monitoring is fundamental method, and constantly modify the model parameters is the key according to the dynamic monitoring data. (authors)

  7. A complex autoregressive model and application to monthly temperature forecasts

    X. Gu

    2005-11-01

    Full Text Available A complex autoregressive model was established based on the mathematic derivation of the least squares for the complex number domain which is referred to as the complex least squares. The model is different from the conventional way that the real number and the imaginary number are separately calculated. An application of this new model shows a better forecast than forecasts from other conventional statistical models, in predicting monthly temperature anomalies in July at 160 meteorological stations in mainland China. The conventional statistical models include an autoregressive model, where the real number and the imaginary number are separately disposed, an autoregressive model in the real number domain, and a persistence-forecast model.

  8. Incorporating Yearly Derived Winter Wheat Maps Into Winter Wheat Yield Forecasting Model

    Skakun, S.; Franch, B.; Roger, J.-C.; Vermote, E.; Becker-Reshef, I.; Justice, C.; Santamaría-Artigas, A.

    2016-01-01

    Wheat is one of the most important cereal crops in the world. Timely and accurate forecast of wheat yield and production at global scale is vital in implementing food security policy. Becker-Reshef et al. (2010) developed a generalized empirical model for forecasting winter wheat production using remote sensing data and official statistics. This model was implemented using static wheat maps. In this paper, we analyze the impact of incorporating yearly wheat masks into the forecasting model. We propose a new approach of producing in season winter wheat maps exploiting satellite data and official statistics on crop area only. Validation on independent data showed that the proposed approach reached 6% to 23% of omission error and 10% to 16% of commission error when mapping winter wheat 2-3 months before harvest. In general, we found a limited impact of using yearly winter wheat masks over a static mask for the study regions.

  9. Application of Markov Model in Crude Oil Price Forecasting

    Nuhu Isah

    2017-08-01

    Full Text Available Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile. The fluctuation of crude oil prices has affected many related sectors and stock market indices. Hence, forecasting the crude oil prices is essential to avoid the future prices of the non-renewable natural resources to rise. In this study, daily crude oil prices data was obtained from WTI dated 2 January to 29 May 2015. We used Markov Model (MM approach in forecasting the crude oil prices. In this study, the analyses were done using EViews and Maple software where the potential of this software in forecasting daily crude oil prices time series data was explored. Based on the study, we concluded that MM model is able to produce accurate forecast based on a description of history patterns in crude oil prices.

  10. Forecasting the Future: Exploring Evidence for Global Climate Change.

    California Univ., San Diego, La Jolla. Inst. of Marine Resources.

    This curriculum and classroom activity guide considers evidence gathered in answer to questions concerning global environmental change. It describes methods that biologists, chemists, geologists, meteorologists, and physicists use to gather and interpret their findings. The activities and approaches in this guide were developed to meet the skill…

  11. Regionalizing global climate models

    Pitman, A.J.; Arneth, A.; Ganzeveld, L.N.

    2012-01-01

    Global climate models simulate the Earth's climate impressively at scales of continents and greater. At these scales, large-scale dynamics and physics largely define the climate. At spatial scales relevant to policy makers, and to impacts and adaptation, many other processes may affect regional and

  12. A model for Long-term Industrial Energy Forecasting (LIEF)

    Ross, M. [Lawrence Berkeley Lab., CA (United States)]|[Michigan Univ., Ann Arbor, MI (United States). Dept. of Physics]|[Argonne National Lab., IL (United States). Environmental Assessment and Information Sciences Div.; Hwang, R. [Lawrence Berkeley Lab., CA (United States)

    1992-02-01

    The purpose of this report is to establish the content and structural validity of the Long-term Industrial Energy Forecasting (LIEF) model, and to provide estimates for the model`s parameters. The model is intended to provide decision makers with a relatively simple, yet credible tool to forecast the impacts of policies which affect long-term energy demand in the manufacturing sector. Particular strengths of this model are its relative simplicity which facilitates both ease of use and understanding of results, and the inclusion of relevant causal relationships which provide useful policy handles. The modeling approach of LIEF is intermediate between top-down econometric modeling and bottom-up technology models. It relies on the following simple concept, that trends in aggregate energy demand are dependent upon the factors: (1) trends in total production; (2) sectoral or structural shift, that is, changes in the mix of industrial output from energy-intensive to energy non-intensive sectors; and (3) changes in real energy intensity due to technical change and energy-price effects as measured by the amount of energy used per unit of manufacturing output (KBtu per constant $ of output). The manufacturing sector is first disaggregated according to their historic output growth rates, energy intensities and recycling opportunities. Exogenous, macroeconomic forecasts of individual subsector growth rates and energy prices can then be combined with endogenous forecasts of real energy intensity trends to yield forecasts of overall energy demand. 75 refs.

  13. On the effect of model parameters on forecast objects

    Marzban, Caren; Jones, Corinne; Li, Ning; Sandgathe, Scott

    2018-04-01

    Many physics-based numerical models produce a gridded, spatial field of forecasts, e.g., a temperature map. The field for some quantities generally consists of spatially coherent and disconnected objects. Such objects arise in many problems, including precipitation forecasts in atmospheric models, eddy currents in ocean models, and models of forest fires. Certain features of these objects (e.g., location, size, intensity, and shape) are generally of interest. Here, a methodology is developed for assessing the impact of model parameters on the features of forecast objects. The main ingredients of the methodology include the use of (1) Latin hypercube sampling for varying the values of the model parameters, (2) statistical clustering algorithms for identifying objects, (3) multivariate multiple regression for assessing the impact of multiple model parameters on the distribution (across the forecast domain) of object features, and (4) methods for reducing the number of hypothesis tests and controlling the resulting errors. The final output of the methodology is a series of box plots and confidence intervals that visually display the sensitivities. The methodology is demonstrated on precipitation forecasts from a mesoscale numerical weather prediction model.

  14. Wavelet regression model in forecasting crude oil price

    Hamid, Mohd Helmie; Shabri, Ani

    2017-05-01

    This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

  15. AIRS Impact on Analysis and Forecast of an Extreme Rainfall Event (Indus River Valley 2010) with a Global Data Assimilation and Forecast System

    Reale, O.; Lau, W. K.; Susskind, J.; Rosenberg, R.

    2011-01-01

    A set of data assimilation and forecast experiments are performed with the NASA Global data assimilation and forecast system GEOS-5, to compare the impact of different approaches towards assimilation of Advanced Infrared Spectrometer (AIRS) data on the precipitation analysis and forecast skill. The event chosen is an extreme rainfall episode which occurred in late July 11 2010 in Pakistan, causing massive floods along the Indus River Valley. Results show that the assimilation of quality-controlled AIRS temperature retrievals obtained under partly cloudy conditions produce better precipitation analyses, and substantially better 7-day forecasts, than assimilation of clear-sky radiances. The improvement of precipitation forecast skill up to 7 day is very significant in the tropics, and is caused by an improved representation, attributed to cloudy retrieval assimilation, of two contributing mechanisms: the low-level moisture advection, and the concentration of moisture over the area in the days preceding the precipitation peak.

  16. Functional dynamic factor models with application to yield curve forecasting

    Hays, Spencer

    2012-09-01

    Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for yield curve forecasting has been elusive, and prior attempts often resulted in a trade-off between goodness of fit and consistency with economic theory. To address this, herein we propose a novel formulation which connects the dynamic factor model (DFM) framework with concepts from functional data analysis: a DFM with functional factor loading curves. This results in a model capable of forecasting functional time series. Further, in the yield curve context we show that the model retains economic interpretation. Model estimation is achieved through an expectation- maximization algorithm, where the time series parameters and factor loading curves are simultaneously estimated in a single step. Efficient computing is implemented and a data-driven smoothing parameter is nicely incorporated. We show that our model performs very well on forecasting actual yield data compared with existing approaches, especially in regard to profit-based assessment for an innovative trading exercise. We further illustrate the viability of our model to applications outside of yield forecasting.

  17. A model for Long-term Industrial Energy Forecasting (LIEF)

    Ross, M. (Lawrence Berkeley Lab., CA (United States) Michigan Univ., Ann Arbor, MI (United States). Dept. of Physics Argonne National Lab., IL (United States). Environmental Assessment and Information Sciences Div.); Hwang, R. (Lawrence Berkeley Lab., CA (United States))

    1992-02-01

    The purpose of this report is to establish the content and structural validity of the Long-term Industrial Energy Forecasting (LIEF) model, and to provide estimates for the model's parameters. The model is intended to provide decision makers with a relatively simple, yet credible tool to forecast the impacts of policies which affect long-term energy demand in the manufacturing sector. Particular strengths of this model are its relative simplicity which facilitates both ease of use and understanding of results, and the inclusion of relevant causal relationships which provide useful policy handles. The modeling approach of LIEF is intermediate between top-down econometric modeling and bottom-up technology models. It relies on the following simple concept, that trends in aggregate energy demand are dependent upon the factors: (1) trends in total production; (2) sectoral or structural shift, that is, changes in the mix of industrial output from energy-intensive to energy non-intensive sectors; and (3) changes in real energy intensity due to technical change and energy-price effects as measured by the amount of energy used per unit of manufacturing output (KBtu per constant $ of output). The manufacturing sector is first disaggregated according to their historic output growth rates, energy intensities and recycling opportunities. Exogenous, macroeconomic forecasts of individual subsector growth rates and energy prices can then be combined with endogenous forecasts of real energy intensity trends to yield forecasts of overall energy demand. 75 refs.

  18. Container Throughput Forecasting Using Dynamic Factor Analysis and ARIMAX Model

    Marko Intihar

    2017-11-01

    Full Text Available The paper examines the impact of integration of macroeconomic indicators on the accuracy of container throughput time series forecasting model. For this purpose, a Dynamic factor analysis and AutoRegressive Integrated Moving-Average model with eXogenous inputs (ARIMAX are used. Both methodologies are integrated into a novel four-stage heuristic procedure. Firstly, dynamic factors are extracted from external macroeconomic indicators influencing the observed throughput. Secondly, the family of ARIMAX models of different orders is generated based on the derived factors. In the third stage, the diagnostic and goodness-of-fit testing is applied, which includes statistical criteria such as fit performance, information criteria, and parsimony. Finally, the best model is heuristically selected and tested on the real data of the Port of Koper. The results show that by applying macroeconomic indicators into the forecasting model, more accurate future throughput forecasts can be achieved. The model is also used to produce future forecasts for the next four years indicating a more oscillatory behaviour in (2018-2020. Hence, care must be taken concerning any bigger investment decisions initiated from the management side. It is believed that the proposed model might be a useful reinforcement of the existing forecasting module in the observed port.

  19. A grey neural network and input-output combined forecasting model. Primary energy consumption forecasts in Spanish economic sectors

    Liu, Xiuli; Moreno, Blanca; García, Ana Salomé

    2016-01-01

    A combined forecast of Grey forecasting method and neural network back propagation model, which is called Grey Neural Network and Input-Output Combined Forecasting Model (GNF-IO model), is proposed. A real case of energy consumption forecast is used to validate the effectiveness of the proposed model. The GNF-IO model predicts coal, crude oil, natural gas, renewable and nuclear primary energy consumption volumes by Spain's 36 sub-sectors from 2010 to 2015 according to three different GDP growth scenarios (optimistic, baseline and pessimistic). Model test shows that the proposed model has higher simulation and forecasting accuracy on energy consumption than Grey models separately and other combination methods. The forecasts indicate that the primary energies as coal, crude oil and natural gas will represent on average the 83.6% percent of the total of primary energy consumption, raising concerns about security of supply and energy cost and adding risk for some industrial production processes. Thus, Spanish industry must speed up its transition to an energy-efficiency economy, achieving a cost reduction and increase in the level of self-supply. - Highlights: • Forecasting System Using Grey Models combined with Input-Output Models is proposed. • Primary energy consumption in Spain is used to validate the model. • The grey-based combined model has good forecasting performance. • Natural gas will represent the majority of the total of primary energy consumption. • Concerns about security of supply, energy cost and industry competitiveness are raised.

  20. Implementation of bayesian model averaging on the weather data forecasting applications utilizing open weather map

    Rahmat, R. F.; Nasution, F. R.; Seniman; Syahputra, M. F.; Sitompul, O. S.

    2018-02-01

    Weather is condition of air in a certain region at a relatively short period of time, measured with various parameters such as; temperature, air preasure, wind velocity, humidity and another phenomenons in the atmosphere. In fact, extreme weather due to global warming would lead to drought, flood, hurricane and other forms of weather occasion, which directly affects social andeconomic activities. Hence, a forecasting technique is to predict weather with distinctive output, particullary mapping process based on GIS with information about current weather status in certain cordinates of each region with capability to forecast for seven days afterward. Data used in this research are retrieved in real time from the server openweathermap and BMKG. In order to obtain a low error rate and high accuracy of forecasting, the authors use Bayesian Model Averaging (BMA) method. The result shows that the BMA method has good accuracy. Forecasting error value is calculated by mean square error shows (MSE). The error value emerges at minumum temperature rated at 0.28 and maximum temperature rated at 0.15. Meanwhile, the error value of minimum humidity rates at 0.38 and the error value of maximum humidity rates at 0.04. Afterall, the forecasting error rate of wind speed is at 0.076. The lower the forecasting error rate, the more optimized the accuracy is.

  1. Global system for hydrological monitoring and forecasting in real time at high resolution

    Ortiz, Enrique; De Michele, Carlo; Todini, Ezio; Cifres, Enrique

    2016-04-01

    This project presented at the EGU 2016 born of solidarity and the need to dignify the most disadvantaged people living in the poorest countries (Africa, South America and Asia, which are continually exposed to changes in the hydrologic cycle suffering events of large floods and/or long periods of droughts. It is also a special year this 2016, Year of Mercy, in which we must engage with the most disadvantaged of our Planet (Gaia) making available to them what we do professionally and scientifically. The project called "Global system for hydrological monitoring and forecasting in real time at high resolution" is Non-Profit and aims to provide at global high resolution (1km2) hydrological monitoring and forecasting in real time and continuously coupling Weather Forecast of Global Circulation Models, such us GFS-0.25° (Deterministic and Ensembles Run) forcing a physically based distributed hydrological model computationally efficient, such as the latest version extended of TOPKAPI model, named TOPKAPI-eXtended. Finally using the MCP approach for the proper use of ensembles for Predictive Uncertainty assessment essentially based on a multiple regression in the Normal space, can be easily extended to use ensembles to represent the local (in time) smaller or larger conditional predictive uncertainty, as a function of the ensemble spread. In this way, each prediction in time accounts for both the predictive uncertainty of the ensemble mean and that of the ensemble spread. To perform a continuous hydrological modeling with TOPKAPI-X model and have hot start of hydrological status of watersheds, the system assimilated products of rainfall and temperature derived from remote sensing, such as product 3B42RT of TRMM NASA and others.The system will be integrated into a Decision Support System (DSS) platform, based on geographical data. The DSS is a web application (For Pc, Tablet/Mobile phone): It does not need installation (all you need is a web browser and an internet

  2. Weather forecasting for Eastern Amazon with OLAM model

    Renato Ramos da Silva

    2014-12-01

    Full Text Available The OLAM model has as its characteristics the advantage to represent simultaneously the global and regional meteorological phenomena using the application of a grid refinement scheme. During the REMAM project the model was applied for a few case studies to evaluate its performance on numerical weather prediction for the eastern Amazon region. Case studies were performed for the twelve months of the year of 2009. The model results for those numerical experiments were compared with the observed data for the region of study. Precipitation data analysis showed that OLAM is able to represent the average mean accumulated precipitation and the seasonal features of the events occurrence, but can't predict the local total amount of precipitation. However, individual evaluation for a few cases had shown that OLAM was able to represent the dynamics and forecast a few days in advance the development of coastal meteorological systems such as the squall lines that are one of the most important precipitating systems of the Amazon.

  3. A review of forecasting models for new products

    Marta Mas-Machuca

    2014-02-01

    Full Text Available Purpose. The main objective of this article is to present an up-to-date review of new product forecasting techniques. Design/methodology/approach: A systematic review of forecasting journals was carried out using the ISI-Web of Knowledge database. Several articles were retrieved and examined, and forecasting techniques relevant to this study were selected and assessed. Findings: The strengths, weaknesses and applications of the main forecasting models are discussed to examine trends and set future challenges. Research limitations/implications: A theoretical reference framework for forecasting techniques classified into judgmental, consumer/market research, cause-effect and artificial intelligence is proposed. Future research can assess these models qualitatively. Practical implications: Companies are currently motivated to launch new products and thus attract new customers to expand their market share.  In order to reduce uncertainty and risk, many companies go to extra lengths to forecast sales accurately using several techniques. Originality/value: This article outlines new lines of research on the improvement of new product performance which will aid managers in decision making and allow companies to sustain their competitive advantages in this challenging world.

  4. Ensemble Prediction Model with Expert Selection for Electricity Price Forecasting

    Bijay Neupane

    2017-01-01

    Full Text Available Forecasting of electricity prices is important in deregulated electricity markets for all of the stakeholders: energy wholesalers, traders, retailers and consumers. Electricity price forecasting is an inherently difficult problem due to its special characteristic of dynamicity and non-stationarity. In this paper, we present a robust price forecasting mechanism that shows resilience towards the aggregate demand response effect and provides highly accurate forecasted electricity prices to the stakeholders in a dynamic environment. We employ an ensemble prediction model in which a group of different algorithms participates in forecasting 1-h ahead the price for each hour of a day. We propose two different strategies, namely, the Fixed Weight Method (FWM and the Varying Weight Method (VWM, for selecting each hour’s expert algorithm from the set of participating algorithms. In addition, we utilize a carefully engineered set of features selected from a pool of features extracted from the past electricity price data, weather data and calendar data. The proposed ensemble model offers better results than the Autoregressive Integrated Moving Average (ARIMA method, the Pattern Sequence-based Forecasting (PSF method and our previous work using Artificial Neural Networks (ANN alone on the datasets for New York, Australian and Spanish electricity markets.

  5. Global Hail Model

    Werner, A.; Sanderson, M.; Hand, W.; Blyth, A.; Groenemeijer, P.; Kunz, M.; Puskeiler, M.; Saville, G.; Michel, G.

    2012-04-01

    Hail risk models are rare for the insurance industry. This is opposed to the fact that average annual hail losses can be large and hail dominates losses for many motor portfolios worldwide. Insufficient observational data, high spatio-temporal variability and data inhomogenity have hindered creation of credible models so far. In January 2012, a selected group of hail experts met at Willis in London in order to discuss ways to model hail risk at various scales. Discussions aimed at improving our understanding of hail occurrence and severity, and covered recent progress in the understanding of microphysical processes and climatological behaviour and hail vulnerability. The final outcome of the meeting was the formation of a global hail risk model initiative and the launch of a realistic global hail model in order to assess hail loss occurrence and severities for the globe. The following projects will be tackled: Microphysics of Hail and hail severity measures: Understand the physical drivers of hail and hailstone size development in different regions on the globe. Proposed factors include updraft and supercooled liquid water content in the troposphere. What are the thresholds drivers of hail formation around the globe? Hail Climatology: Consider ways to build a realistic global climatological set of hail events based on physical parameters including spatial variations in total availability of moisture, aerosols, among others, and using neural networks. Vulnerability, Exposure, and financial model: Use historical losses and event footprints available in the insurance market to approximate fragility distributions and damage potential for various hail sizes for property, motor, and agricultural business. Propagate uncertainty distributions and consider effects of policy conditions along with aggregating and disaggregating exposure and losses. This presentation provides an overview of ideas and tasks that lead towards a comprehensive global understanding of hail risk for

  6. Evaluation of the performance of DIAS ionospheric forecasting models

    Tsagouri Ioanna

    2011-08-01

    Full Text Available Nowcasting and forecasting ionospheric products and services for the European region are regularly provided since August 2006 through the European Digital upper Atmosphere Server (DIAS, http://dias.space.noa.gr. Currently, DIAS ionospheric forecasts are based on the online implementation of two models: (i the solar wind driven autoregression model for ionospheric short-term forecast (SWIF, which combines historical and real-time ionospheric observations with solar-wind parameters obtained in real time at the L1 point from NASA ACE spacecraft, and (ii the geomagnetically correlated autoregression model (GCAM, which is a time series forecasting method driven by a synthetic geomagnetic index. In this paper we investigate the operational ability and the accuracy of both DIAS models carrying out a metrics-based evaluation of their performance under all possible conditions. The analysis was established on the systematic comparison between models’ predictions with actual observations obtained over almost one solar cycle (1998–2007 at four European ionospheric locations (Athens, Chilton, Juliusruh and Rome and on the comparison of the models’ performance against two simple prediction strategies, the median- and the persistence-based predictions during storm conditions. The results verify operational validity for both models and quantify their prediction accuracy under all possible conditions in support of operational applications but also of comparative studies in assessing or expanding the current ionospheric forecasting capabilities.

  7. Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models

    Hojin Lee

    2009-12-01

    Full Text Available We investigate the asymmetry between positive and negative returns in their effect on conditional variance of the stock market index and incorporate the characteristics to form an out-of-sample volatility forecast. Contrary to prior evidence, however, the results in this paper suggest that no asymmetric GARCH model is superior to basic GARCH(1,1 model. It is our prior knowledge that, for equity returns, it is unlikely that positive and negative shocks have the same impact on the volatility. In order to reflect this intuition, we implement three diagnostic tests for volatility models: the Sign Bias Test, the Negative Size Bias Test, and the Positive Size Bias Test and the tests against the alternatives of QGARCH and GJR-GARCH. The asymmetry test results indicate that the sign and the size of the unexpected return shock do not influence current volatility differently which contradicts our presumption that there are asymmetric effects in the stock market volatility. This result is in line with various diagnostic tests which are designed to determine whether the GARCH(1,1 volatility estimates adequately represent the data. The diagnostic tests in section 2 indicate that the GARCH(1,1 model for weekly KOSPI returns is robust to the misspecification test. We also investigate two representative asymmetric GARCH models, QGARCH and GJR-GARCH model, for our out-of-sample forecasting performance. The out-of-sample forecasting ability test reveals that no single model is clearly outperforming. It is seen that the GJR-GARCH and QGARCH model give mixed results in forecasting ability on all four criteria across all forecast horizons considered. Also, the predictive accuracy test of Diebold and Mariano based on both absolute and squared prediction errors suggest that the forecasts from the linear and asymmetric GARCH models need not be significantly different from each other.

  8. An interdisciplinary approach for earthquake modelling and forecasting

    Han, P.; Zhuang, J.; Hattori, K.; Ogata, Y.

    2016-12-01

    Earthquake is one of the most serious disasters, which may cause heavy casualties and economic losses. Especially in the past two decades, huge/mega earthquakes have hit many countries. Effective earthquake forecasting (including time, location, and magnitude) becomes extremely important and urgent. To date, various heuristically derived algorithms have been developed for forecasting earthquakes. Generally, they can be classified into two types: catalog-based approaches and non-catalog-based approaches. Thanks to the rapid development of statistical seismology in the past 30 years, now we are able to evaluate the performances of these earthquake forecast approaches quantitatively. Although a certain amount of precursory information is available in both earthquake catalogs and non-catalog observations, the earthquake forecast is still far from satisfactory. In most case, the precursory phenomena were studied individually. An earthquake model that combines self-exciting and mutually exciting elements was developed by Ogata and Utsu from the Hawkes process. The core idea of this combined model is that the status of the event at present is controlled by the event itself (self-exciting) and all the external factors (mutually exciting) in the past. In essence, the conditional intensity function is a time-varying Poisson process with rate λ(t), which is composed of the background rate, the self-exciting term (the information from past seismic events), and the external excitation term (the information from past non-seismic observations). This model shows us a way to integrate the catalog-based forecast and non-catalog-based forecast. Against this background, we are trying to develop a new earthquake forecast model which combines catalog-based and non-catalog-based approaches.

  9. EXCHANGE-RATES FORECASTING: EXPONENTIAL SMOOTHING TECHNIQUES AND ARIMA MODELS

    Dezsi Eva

    2011-07-01

    Full Text Available Exchange rates forecasting is, and has been a challenging task in finance. Statistical and econometrical models are widely used in analysis and forecasting of foreign exchange rates. This paper investigates the behavior of daily exchange rates of the Romanian Leu against the Euro, United States Dollar, British Pound, Japanese Yen, Chinese Renminbi and the Russian Ruble. Smoothing techniques are generated and compared with each other. These models include the Simple Exponential Smoothing technique, as the Double Exponential Smoothing technique, the Simple Holt-Winters, the Additive Holt-Winters, namely the Autoregressive Integrated Moving Average model.

  10. Satellite Imagery Analysis for Automated Global Food Security Forecasting

    Moody, D.; Brumby, S. P.; Chartrand, R.; Keisler, R.; Mathis, M.; Beneke, C. M.; Nicholaeff, D.; Skillman, S.; Warren, M. S.; Poehnelt, J.

    2017-12-01

    The recent computing performance revolution has driven improvements in sensor, communication, and storage technology. Multi-decadal remote sensing datasets at the petabyte scale are now available in commercial clouds, with new satellite constellations generating petabytes/year of daily high-resolution global coverage imagery. Cloud computing and storage, combined with recent advances in machine learning, are enabling understanding of the world at a scale and at a level of detail never before feasible. We present results from an ongoing effort to develop satellite imagery analysis tools that aggregate temporal, spatial, and spectral information and that can scale with the high-rate and dimensionality of imagery being collected. We focus on the problem of monitoring food crop productivity across the Middle East and North Africa, and show how an analysis-ready, multi-sensor data platform enables quick prototyping of satellite imagery analysis algorithms, from land use/land cover classification and natural resource mapping, to yearly and monthly vegetative health change trends at the structural field level.

  11. Machine learning based switching model for electricity load forecasting

    Fan, Shu; Lee, Wei-Jen [Energy Systems Research Center, The University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States); Chen, Luonan [Department of Electronics, Information and Communication Engineering, Osaka Sangyo University, 3-1-1 Nakagaito, Daito, Osaka 574-0013 (Japan)

    2008-06-15

    In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma. (author)

  12. Machine learning based switching model for electricity load forecasting

    Fan Shu [Energy Systems Research Center, University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States); Chen Luonan [Department of Electronics, Information and Communication Engineering, Osaka Sangyo University, 3-1-1 Nakagaito, Daito, Osaka 574-0013 (Japan); Lee, Weijen [Energy Systems Research Center, University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States)], E-mail: wlee@uta.edu

    2008-06-15

    In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma.

  13. Machine learning based switching model for electricity load forecasting

    Fan Shu; Chen Luonan; Lee, Weijen

    2008-01-01

    In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma

  14. Lake Michigan lake trout PCB model forecast post audit

    Scenario forecasts for total PCBs in Lake Michigan (LM) lake trout were conducted using the linked LM2-Toxics and LM Food Chain models, supported by a suite of additional LM models. Efforts were conducted under the Lake Michigan Mass Balance Study and the post audit represents th...

  15. Linking seasonal climate forecasts with crop models in Iberian Peninsula

    Capa, Mirian; Ines, Amor; Baethgen, Walter; Rodriguez-Fonseca, Belen; Han, Eunjin; Ruiz-Ramos, Margarita

    2015-04-01

    Translating seasonal climate forecasts into agricultural production forecasts could help to establish early warning systems and to design crop management adaptation strategies that take advantage of favorable conditions or reduce the effect of adverse conditions. In this study, we use seasonal rainfall forecasts and crop models to improve predictability of wheat yield in the Iberian Peninsula (IP). Additionally, we estimate economic margins and production risks associated with extreme scenarios of seasonal rainfall forecast. This study evaluates two methods for disaggregating seasonal climate forecasts into daily weather data: 1) a stochastic weather generator (CondWG), and 2) a forecast tercile resampler (FResampler). Both methods were used to generate 100 (with FResampler) and 110 (with CondWG) weather series/sequences for three scenarios of seasonal rainfall forecasts. Simulated wheat yield is computed with the crop model CERES-wheat (Ritchie and Otter, 1985), which is included in Decision Support System for Agrotechnology Transfer (DSSAT v.4.5, Hoogenboom et al., 2010). Simulations were run at two locations in northeastern Spain where the crop model was calibrated and validated with independent field data. Once simulated yields were obtained, an assessment of farmer's gross margin for different seasonal climate forecasts was accomplished to estimate production risks under different climate scenarios. This methodology allows farmers to assess the benefits and risks of a seasonal weather forecast in IP prior to the crop growing season. The results of this study may have important implications on both, public (agricultural planning) and private (decision support to farmers, insurance companies) sectors. Acknowledgements Research by M. Capa-Morocho has been partly supported by a PICATA predoctoral fellowship of the Moncloa Campus of International Excellence (UCM-UPM) and MULCLIVAR project (CGL2012-38923-C02-02) References Hoogenboom, G. et al., 2010. The Decision

  16. Global forecasts of urban expansion to 2030 and direct impacts on biodiversity and carbon pools

    Seto, Karen C.; Güneralp, Burak; Hutyra, Lucy R.

    2012-01-01

    Urban land-cover change threatens biodiversity and affects ecosystem productivity through loss of habitat, biomass, and carbon storage. However, despite projections that world urban populations will increase to nearly 5 billion by 2030, little is known about future locations, magnitudes, and rates of urban expansion. Here we develop spatially explicit probabilistic forecasts of global urban land-cover change and explore the direct impacts on biodiversity hotspots and tropical carbon biomass. ...

  17. Forecast model of safety economy contribution rate of China

    LIU Li-jun; SHI Shi-liang

    2005-01-01

    It is the rational and exact computation of the safety economy contribution rate that has the far-reaching realistic meaning to the improvement of society cognition to safety and the investment to the nation safety and the national macro-safety decision-makings. The accurate function between safety inputs and outputs was obtained through a founded econometric model. Then the forecasted safety economy contribution rate is 3.01% and the forecasted ratio between safety inputs and outputs is 1:1.81 in China in 2005. And the model accords with the practice of China and the results are satisfying.

  18. Uncertainties in forecasting the response of polar bears to global climate change

    Douglas, David C.; Atwood, Todd C.; Butterworth, Andy

    2017-01-01

    Several sources of uncertainty affect how precisely the future status of polar bears (Ursus maritimus) can be forecasted. Foremost are unknowns about the future levels of global greenhouse gas emissions, which could range from an unabated increase to an aggressively mitigated reduction. Uncertainties also arise because different climate models project different amounts and rates of future warming (and sea ice loss)—even for the same emission scenario. There are also uncertainties about how global warming could affect the Arctic Ocean’s food web, so even if climate models project the presence of sea ice in the future, the availability of polar bear prey is not guaranteed. Under a worst-case emission scenario in which rates of greenhouse gas emissions continue to rise unabated to century’s end, the uncertainties about polar bear status center on a potential for extinction. If the species were to persist, it would likely be restricted to a high-latitude refugium in northern Canada and Greenland—assuming a food web also existed with enough accessible prey to fuel weight gains for surviving onshore during the most extreme years of summer ice melt. On the other hand, if emissions were to be aggressively mitigated at the levels proposed in the Paris Climate Agreement, healthy polar bear populations would probably continue to occupy all but the most southern areas of their contemporary summer range. While polar bears have survived previous warming phases—which indicate some resiliency to the loss of sea ice habitat—what is certain is that the present pace of warming is unprecedented and will increasingly expose polar bears to historically novel stressors.

  19. A national econometric forecasting model of the dental sector.

    Feldstein, P J; Roehrig, C S

    1980-01-01

    The Econometric Model of the the Dental Sector forecasts a broad range of dental sector variables, including dental care prices; the amount of care produced and consumed; employment of hygienists, dental assistants, and clericals; hours worked by dentists; dental incomes; and number of dentists. These forecasts are based upon values specified by the user for the various factors which help determine the supply an demand for dental care, such as the size of the population, per capita income, the proportion of the population covered by private dental insurance, the cost of hiring clericals and dental assistants, and relevant government policies. In a test of its reliability, the model forecast dental sector behavior quite accurately for the period 1971 through 1977. PMID:7461974

  20. Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants

    Rasika Yatigammana

    2018-05-01

    Full Text Available The direction of price movements are analysed under an ordered probit framework, recognising the importance of accounting for discreteness in price changes. By extending the work of Hausman et al. (1972 and Yang and Parwada (2012,This paper focuses on improving the forecast performance of the model while infusing a more practical perspective by enhancing flexibility. This is achieved by extending the existing framework to generate short term multi period ahead forecasts for better decision making, whilst considering the serial dependence structure. This approach enhances the flexibility and adaptability of the model to future price changes, particularly targeting risk minimisation. Empirical evidence is provided, based on seven stocks listed on the Australian Securities Exchange (ASX. The prediction success varies between 78 and 91 per cent for in-sample and out-of-sample forecasts for both the short term and long term.

  1. Evaluation Of Statistical Models For Forecast Errors From The HBV-Model

    Engeland, K.; Kolberg, S.; Renard, B.; Stensland, I.

    2009-04-01

    Three statistical models for the forecast errors for inflow to the Langvatn reservoir in Northern Norway have been constructed and tested according to how well the distribution and median values of the forecasts errors fit to the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order autoregressive model was constructed for the forecast errors. The parameters were conditioned on climatic conditions. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order autoregressive model was constructed for the forecast errors. For the last model positive and negative errors were modeled separately. The errors were first NQT-transformed before a model where the mean values were conditioned on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: We wanted a) the median values to be close to the observed values; b) the forecast intervals to be narrow; c) the distribution to be correct. The results showed that it is difficult to obtain a correct model for the forecast errors, and that the main challenge is to account for the auto-correlation in the errors. Model 1 and 2 gave similar results, and the main drawback is that the distributions are not correct. The 95% forecast intervals were well identified, but smaller forecast intervals were over-estimated, and larger intervals were under-estimated. Model 3 gave a distribution that fits better, but the median values do not fit well since the auto-correlation is not properly accounted for. If the 95% forecast interval is of interest, Model 2 is recommended. If the whole distribution is of interest, Model 3 is recommended.

  2. Sub-seasonal-to-seasonal Reservoir Inflow Forecast using Bayesian Hierarchical Hidden Markov Model

    Mukhopadhyay, S.; Arumugam, S.

    2017-12-01

    Sub-seasonal-to-seasonal (S2S) (15-90 days) streamflow forecasting is an emerging area of research that provides seamless information for reservoir operation from weather time scales to seasonal time scales. From an operational perspective, sub-seasonal inflow forecasts are highly valuable as these enable water managers to decide short-term releases (15-30 days), while holding water for seasonal needs (e.g., irrigation and municipal supply) and to meet end-of-the-season target storage at a desired level. We propose a Bayesian Hierarchical Hidden Markov Model (BHHMM) to develop S2S inflow forecasts for the Tennessee Valley Area (TVA) reservoir system. Here, the hidden states are predicted by relevant indices that influence the inflows at S2S time scale. The hidden Markov model also captures the both spatial and temporal hierarchy in predictors that operate at S2S time scale with model parameters being estimated as a posterior distribution using a Bayesian framework. We present our work in two steps, namely single site model and multi-site model. For proof of concept, we consider inflows to Douglas Dam, Tennessee, in the single site model. For multisite model we consider reservoirs in the upper Tennessee valley. Streamflow forecasts are issued and updated continuously every day at S2S time scale. We considered precipitation forecasts obtained from NOAA Climate Forecast System (CFSv2) GCM as predictors for developing S2S streamflow forecasts along with relevant indices for predicting hidden states. Spatial dependence of the inflow series of reservoirs are also preserved in the multi-site model. To circumvent the non-normality of the data, we consider the HMM in a Generalized Linear Model setting. Skill of the proposed approach is tested using split sample validation against a traditional multi-site canonical correlation model developed using the same set of predictors. From the posterior distribution of the inflow forecasts, we also highlight different system behavior

  3. Forecasting method for global radiation time series without training phase: Comparison with other well-known prediction methodologies

    Voyant, Cyril; Motte, Fabrice; Fouilloy, Alexis; Notton, Gilles; Paoli, Christophe; Nivet, Marie-Laure

    2017-01-01

    Integration of unpredictable renewable energy sources into electrical networks intensifies the complexity of the grid management due to their intermittent and unforeseeable nature. Because of the strong increase of solar power generation the prediction of solar yields becomes more and more important. Electrical operators need an estimation of the future production. For nowcasting and short term forecasting, the usual technics based on machine learning need large historical data sets of good quality during the training phase of predictors. However data are not always available and induce an advanced maintenance of meteorological stations, making the method inapplicable for poor instrumented or isolated sites. In this work, we propose intuitive methodologies based on the Kalman filter use (also known as linear quadratic estimation), able to predict a global radiation time series without the need of historical data. The accuracy of these methods is compared to other classical data driven methods, for different horizons of prediction and time steps. The proposed approach shows interesting capabilities allowing to improve quasi-systematically the prediction. For one to 10 h horizons Kalman model performances are competitive in comparison to more sophisticated models such as ANN which require both consistent historical data sets and computational resources. - Highlights: • Solar radiation forecasting with time series formalism. • Trainless approach compared to machine learning methods. • Very simple method dedicated to solar irradiation forecasting with high accuracy.

  4. FORECASTING MODEL OF GHG EMISSION IN MANUFACTURING SECTORS OF THAILAND

    Pruethsan Sutthichaimethee

    2017-01-01

    Full Text Available This study aims to analyze the modeling and forecasting the GHG emission of energy consumption in manufacturing sectors. The scope of the study is to analysis energy consumption and forecasting GHG emission of energy consumption for the next 10 years (2016-2025 and 25 years (2016-2040 by using ARIMAX model from the Input-output table of Thailand. The result shows that iron and steel has the highest value of energy consumption and followed by cement, fluorite, air transport, road freight transport, hotels and places of loading, coal and lignite, petrochemical products, other manufacturing, road passenger transport, respectively. The prediction results show that these models are effective in forecasting by measured by using RMSE, MAE, and MAPE. The results forecast of each model is as follows: 1 Model 1(2,1,1 shows that GHG emission will be increasing steadily and increasing at 25.17% by the year 2025 in comparison to 2016. 2 Model 2 (2,1,2 shows that GHG emission will be rising steadily and increasing at 41.51% by the year 2040 in comparison to 2016.

  5. Forecast of hourly global horizontal irradiance based on structured Kernel Support Vector Machine: A case study of Tibet area in China

    Jiang, He; Dong, Yao

    2017-01-01

    Highlights: • The structured variable selection in Kernel SVM is implemented using two ways. • The two-way interaction model is considered to enforce Heredity Principle. • SVMIC is used to select the kernel parameter in proposed approaches. • Simple and fast computations algorithms are derived. - Abstract: Various applications of forecasting effective global horizontal irradiance play increasingly vital role in grid-connected photovoltaic installations, but suffer from forecasting inaccuracy and prohibitively expensive computational cost. Although Support Vector Machine (SVM) is one of the most powerful forecasting approaches, it does not provide an interpretable model. This motivates penalized variable selection methods to be introduced to SVM to select important variables. However, in some forecasting problems, there are some underlying logic or hierarchical structure such as heredity principle among the variables. Penalized Kernel SVM approaches do not take heredity principles into consideration when enforcing sparsity. This paper investigates structural variable selection in Kernel SVM based approach which pursues heredity principle and sparsity simultaneously. To achieve heredity principle, both optimization and procedure based structural variable selection approaches are studied in the Kernel SVM. Computationally, we derive fast and simple-to-implement algorithms to perform structural variable selection and solar irradiance forecasting. Furthermore, Support Vector Machines Information Criterion is utilized to select the kernel parameters to guarantee the model consistency. Real data experiments directly reveal that our proposed KSVM-SVS based approach following heredity principle delivers superior performances in terms of forecasting accuracy comparing with other competitors.

  6. Using Bayes Model Averaging for Wind Power Forecasts

    Preede Revheim, Pål; Beyer, Hans Georg

    2014-05-01

    For operational purposes predictions of the forecasts of the lumped output of groups of wind farms spread over larger geographic areas will often be of interest. A naive approach is to make forecasts for each individual site and sum them up to get the group forecast. It is however well documented that a better choice is to use a model that also takes advantage of spatial smoothing effects. It might however be the case that some sites tends to more accurately reflect the total output of the region, either in general or for certain wind directions. It will then be of interest giving these a greater influence over the group forecast. Bayesian model averaging (BMA) is a statistical post-processing method for producing probabilistic forecasts from ensembles. Raftery et al. [1] show how BMA can be used for statistical post processing of forecast ensembles, producing PDFs of future weather quantities. The BMA predictive PDF of a future weather quantity is a weighted average of the ensemble members' PDFs, where the weights can be interpreted as posterior probabilities and reflect the ensemble members' contribution to overall forecasting skill over a training period. In Revheim and Beyer [2] the BMA procedure used in Sloughter, Gneiting and Raftery [3] were found to produce fairly accurate PDFs for the future mean wind speed of a group of sites from the single sites wind speeds. However, when the procedure was attempted applied to wind power it resulted in either problems with the estimation of the parameters (mainly caused by longer consecutive periods of no power production) or severe underestimation (mainly caused by problems with reflecting the power curve). In this paper the problems that arose when applying BMA to wind power forecasting is met through two strategies. First, the BMA procedure is run with a combination of single site wind speeds and single site wind power production as input. This solves the problem with longer consecutive periods where the input data

  7. The implementation of NEMS GFS Aerosol Component (NGAC) Version 1.0 for global dust forecasting at NOAA/NCEP.

    Lu, Cheng-Hsuan; da Silva, Arlindo; Wang, Jun; Moorthi, Shrinivas; Chin, Mian; Colarco, Peter; Tang, Youhua; Bhattacharjee, Partha S; Chen, Shen-Po; Chuang, Hui-Ya; Juang, Hann-Ming Henry; McQueen, Jeffery; Iredell, Mark

    2016-01-01

    The NOAA National Centers for Environmental Prediction (NCEP) implemented NEMS GFS Aerosol Component (NGAC) for global dust forecasting in collaboration with NASA Goddard Space Flight Center (GSFC). NGAC Version 1.0 has been providing 5 day dust forecasts at 1°×1° resolution on a global scale, once per day at 00:00 Coordinated Universal Time (UTC), since September 2012. This is the first global system capable of interactive atmosphere aerosol forecasting at NCEP. The implementation of NGAC V1.0 reflects an effective and efficient transitioning of NASA research advances to NCEP operations, paving the way for NCEP to provide global aerosol products serving a wide range of stakeholders as well as to allow the effects of aerosols on weather forecasts and climate prediction to be considered.

  8. Model for Adjustment of Aggregate Forecasts using Fuzzy Logic

    Taracena–Sanz L. F.

    2010-07-01

    Full Text Available This research suggests a contribution in the implementation of forecasting models. The proposed model is developed with the aim to fit the projection of demand to surroundings of firms, and this is based on three considerations that cause that in many cases the forecasts of the demand are different from reality, such as: 1 one of the problems most difficult to model in the forecasts is the uncertainty related to the information available; 2 the methods traditionally used by firms for the projection of demand mainly are based on past behavior of the market (historical demand; and 3 these methods do not consider in their analysis the factors that are influencing so that the observed behaviour occurs. Therefore, the proposed model is based on the implementation of Fuzzy Logic, integrating the main variables that affect the behavior of market demand, and which are not considered in the classical statistical methods. The model was applied to a bottling of carbonated beverages, and with the adjustment of the projection of demand a more reliable forecast was obtained.

  9. Research on light rail electric load forecasting based on ARMA model

    Huang, Yifan

    2018-04-01

    The article compares a variety of time series models and combines the characteristics of power load forecasting. Then, a light load forecasting model based on ARMA model is established. Based on this model, a light rail system is forecasted. The prediction results show that the accuracy of the model prediction is high.

  10. Time series modelling and forecasting of emergency department overcrowding.

    Kadri, Farid; Harrou, Fouzi; Chaabane, Sondès; Tahon, Christian

    2014-09-01

    Efficient management of patient flow (demand) in emergency departments (EDs) has become an urgent issue for many hospital administrations. Today, more and more attention is being paid to hospital management systems to optimally manage patient flow and to improve management strategies, efficiency and safety in such establishments. To this end, EDs require significant human and material resources, but unfortunately these are limited. Within such a framework, the ability to accurately forecast demand in emergency departments has considerable implications for hospitals to improve resource allocation and strategic planning. The aim of this study was to develop models for forecasting daily attendances at the hospital emergency department in Lille, France. The study demonstrates how time-series analysis can be used to forecast, at least in the short term, demand for emergency services in a hospital emergency department. The forecasts were based on daily patient attendances at the paediatric emergency department in Lille regional hospital centre, France, from January 2012 to December 2012. An autoregressive integrated moving average (ARIMA) method was applied separately to each of the two GEMSA categories and total patient attendances. Time-series analysis was shown to provide a useful, readily available tool for forecasting emergency department demand.

  11. Comparison of Conventional and ANN Models for River Flow Forecasting

    Jain, A.; Ganti, R.

    2011-12-01

    Hydrological models are useful in many water resources applications such as flood control, irrigation and drainage, hydro power generation, water supply, erosion and sediment control, etc. Estimates of runoff are needed in many water resources planning, design development, operation and maintenance activities. River flow is generally estimated using time series or rainfall-runoff models. Recently, soft artificial intelligence tools such as Artificial Neural Networks (ANNs) have become popular for research purposes but have not been extensively adopted in operational hydrological forecasts. There is a strong need to develop ANN models based on real catchment data and compare them with the conventional models. In this paper, a comparative study has been carried out for river flow forecasting using the conventional and ANN models. Among the conventional models, multiple linear, and non linear regression, and time series models of auto regressive (AR) type have been developed. Feed forward neural network model structure trained using the back propagation algorithm, a gradient search method, was adopted. The daily river flow data derived from Godavari Basin @ Polavaram, Andhra Pradesh, India have been employed to develop all the models included here. Two inputs, flows at two past time steps, (Q(t-1) and Q(t-2)) were selected using partial auto correlation analysis for forecasting flow at time t, Q(t). A wide range of error statistics have been used to evaluate the performance of all the models developed in this study. It has been found that the regression and AR models performed comparably, and the ANN model performed the best amongst all the models investigated in this study. It is concluded that ANN model should be adopted in real catchments for hydrological modeling and forecasting.

  12. Evaluation of weather forecast systems for storm surge modeling in the Chesapeake Bay

    Garzon, Juan L.; Ferreira, Celso M.; Padilla-Hernandez, Roberto

    2018-01-01

    Accurate forecast of sea-level heights in coastal areas depends, among other factors, upon a reliable coupling of a meteorological forecast system to a hydrodynamic and wave system. This study evaluates the predictive skills of the coupled circulation and wind-wave model system (ADCIRC+SWAN) for simulating storm tides in the Chesapeake Bay, forced by six different products: (1) Global Forecast System (GFS), (2) Climate Forecast System (CFS) version 2, (3) North American Mesoscale Forecast System (NAM), (4) Rapid Refresh (RAP), (5) European Center for Medium-Range Weather Forecasts (ECMWF), and (6) the Atlantic hurricane database (HURDAT2). This evaluation is based on the hindcasting of four events: Irene (2011), Sandy (2012), Joaquin (2015), and Jonas (2016). By comparing the simulated water levels to observations at 13 monitoring stations, we have found that the ADCIR+SWAN System forced by the following: (1) the HURDAT2-based system exhibited the weakest statistical skills owing to a noteworthy overprediction of the simulated wind speed; (2) the ECMWF, RAP, and NAM products captured the moment of the peak and moderately its magnitude during all storms, with a correlation coefficient ranging between 0.98 and 0.77; (3) the CFS system exhibited the worst averaged root-mean-square difference (excepting HURDAT2); (4) the GFS system (the lowest horizontal resolution product tested) resulted in a clear underprediction of the maximum water elevation. Overall, the simulations forced by NAM and ECMWF systems induced the most accurate results best accuracy to support water level forecasting in the Chesapeake Bay during both tropical and extra-tropical storms.

  13. A seamless global hydrological monitoring and forecasting system for water resources assessment and hydrological hazard early warning

    Sheffield, Justin; He, Xiaogang; Wood, Eric; Pan, Ming; Wanders, Niko; Zhan, Wang; Peng, Liqing

    2017-04-01

    surface model-flood inundation model to produce hydrological variables and indices at daily, 0.25-degree resolution, globally. The system is updated in near real-time (products from the system include real-time and forecast drought indices for precipitation, soil moisture, and streamflow, and flood magnitude and extent indices. The model outputs are complemented by satellite based products and indices based on satellite data for vegetation health (MODIS NDVI) and soil moisture (SMAP). We show examples of the validation of the system at regional scales, including how local information can significantly improve predictions, and examples of how the system can be used to understand large-scale water resource issues, and in real-world contexts for early warning, decision making and planning.

  14. Earthquake and failure forecasting in real-time: A Forecasting Model Testing Centre

    Filgueira, Rosa; Atkinson, Malcolm; Bell, Andrew; Main, Ian; Boon, Steven; Meredith, Philip

    2013-04-01

    Across Europe there are a large number of rock deformation laboratories, each of which runs many experiments. Similarly there are a large number of theoretical rock physicists who develop constitutive and computational models both for rock deformation and changes in geophysical properties. Here we consider how to open up opportunities for sharing experimental data in a way that is integrated with multiple hypothesis testing. We present a prototype for a new forecasting model testing centre based on e-infrastructures for capturing and sharing data and models to accelerate the Rock Physicist (RP) research. This proposal is triggered by our work on data assimilation in the NERC EFFORT (Earthquake and Failure Forecasting in Real Time) project, using data provided by the NERC CREEP 2 experimental project as a test case. EFFORT is a multi-disciplinary collaboration between Geoscientists, Rock Physicists and Computer Scientist. Brittle failure of the crust is likely to play a key role in controlling the timing of a range of geophysical hazards, such as volcanic eruptions, yet the predictability of brittle failure is unknown. Our aim is to provide a facility for developing and testing models to forecast brittle failure in experimental and natural data. Model testing is performed in real-time, verifiably prospective mode, in order to avoid selection biases that are possible in retrospective analyses. The project will ultimately quantify the predictability of brittle failure, and how this predictability scales from simple, controlled laboratory conditions to the complex, uncontrolled real world. Experimental data are collected from controlled laboratory experiments which includes data from the UCL Laboratory and from Creep2 project which will undertake experiments in a deep-sea laboratory. We illustrate the properties of the prototype testing centre by streaming and analysing realistically noisy synthetic data, as an aid to generating and improving testing methodologies in

  15. Adaptation of Mesoscale Weather Models to Local Forecasting

    Manobianco, John T.; Taylor, Gregory E.; Case, Jonathan L.; Dianic, Allan V.; Wheeler, Mark W.; Zack, John W.; Nutter, Paul A.

    2003-01-01

    Methodologies have been developed for (1) configuring mesoscale numerical weather-prediction models for execution on high-performance computer workstations to make short-range weather forecasts for the vicinity of the Kennedy Space Center (KSC) and the Cape Canaveral Air Force Station (CCAFS) and (2) evaluating the performances of the models as configured. These methodologies have been implemented as part of a continuing effort to improve weather forecasting in support of operations of the U.S. space program. The models, methodologies, and results of the evaluations also have potential value for commercial users who could benefit from tailoring their operations and/or marketing strategies based on accurate predictions of local weather. More specifically, the purpose of developing the methodologies for configuring the models to run on computers at KSC and CCAFS is to provide accurate forecasts of winds, temperature, and such specific thunderstorm-related phenomena as lightning and precipitation. The purpose of developing the evaluation methodologies is to maximize the utility of the models by providing users with assessments of the capabilities and limitations of the models. The models used in this effort thus far include the Mesoscale Atmospheric Simulation System (MASS), the Regional Atmospheric Modeling System (RAMS), and the National Centers for Environmental Prediction Eta Model ( Eta for short). The configuration of the MASS and RAMS is designed to run the models at very high spatial resolution and incorporate local data to resolve fine-scale weather features. Model preprocessors were modified to incorporate surface, ship, buoy, and rawinsonde data as well as data from local wind towers, wind profilers, and conventional or Doppler radars. The overall evaluation of the MASS, Eta, and RAMS was designed to assess the utility of these mesoscale models for satisfying the weather-forecasting needs of the U.S. space program. The evaluation methodology includes

  16. A systematic review of health manpower forecasting models.

    Martins-Coelho, G.; Greuningen, M. van; Barros, H.; Batenburg, R.

    2011-01-01

    Context: Health manpower planning (HMP) aims at matching health manpower (HM) supply to the population’s health requirements. To achieve this, HMP needs information on future HM supply and requirement (S&R). This is estimated by several different forecasting models (FMs). In this paper, we review

  17. Inflation, Forecast Intervals and Long Memory Regression Models

    C.S. Bos (Charles); Ph.H.B.F. Franses (Philip Hans); M. Ooms (Marius)

    2001-01-01

    textabstractWe examine recursive out-of-sample forecasting of monthly postwar U.S. core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading

  18. Inflation, Forecast Intervals and Long Memory Regression Models

    Ooms, M.; Bos, C.S.; Franses, P.H.

    2003-01-01

    We examine recursive out-of-sample forecasting of monthly postwar US core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading indicators

  19. A stochastic model for forecast consumption in master scheduling

    Weeda, P.J.; Weeda, P.J.

    1994-01-01

    This paper describes a stochastic model for the reduction of the initial forecast in the Master Schedule (MS) of an MRP system during progress of time by the acceptance of customer orders. Results are given for the expectation and variance of the number of yet unknown deliveries as a function of

  20. Comparison of ensemble post-processing approaches, based on empirical and dynamical error modelisation of rainfall-runoff model forecasts

    Chardon, J.; Mathevet, T.; Le Lay, M.; Gailhard, J.

    2012-04-01

    dynamic and processes, i. e. sample heterogeneity. For a same streamflow range corresponds different processes such as rising limbs or recession, where uncertainties are different. The dynamical approach improves reliability, skills and sharpness of forecasts and globally reduces confidence intervals width. When compared in details, the dynamical approach allows a noticeable reduction of confidence intervals during recessions where uncertainty is relatively lower and a slight increase of confidence intervals during rising limbs or snowmelt where uncertainty is greater. The dynamic approach, validated by forecaster's experience that considered the empirical approach not discriminative enough, improved forecaster's confidence and communication of uncertainties. Montanari, A. and Brath, A., (2004). A stochastic approach for assessing the uncertainty of rainfall-runoff simulations. Water Resources Research, 40, W01106, doi:10.1029/2003WR002540. Schaefli, B., Balin Talamba, D. and Musy, A., (2007). Quantifying hydrological modeling errors through a mixture of normal distributions. Journal of Hydrology, 332, 303-315.

  1. Long-term flow forecasts based on climate and hydrologic modeling: Uruguay River basin

    Tucci, Carlos Eduardo Morelli; Clarke, Robin Thomas; Collischonn, Walter; da Silva Dias, Pedro Leite; de Oliveira, Gilvan Sampaio

    2003-07-01

    This paper describes a procedure for predicting seasonal flow in the Rio Uruguay drainage basin (area 75,000 km2, lying in Brazilian territory), using sequences of future daily rainfall given by the global climate model (GCM) of the Brazilian agency for climate prediction (Centro de Previsão de Tempo e Clima, or CPTEC). Sequences of future daily rainfall given by this model were used as input to a rainfall-runoff model appropriate for large drainage basins. Forecasts of flow in the Rio Uruguay were made for the period 1995-2001 of the full record, which began in 1940. Analysis showed that GCM forecasts underestimated rainfall over almost all the basin, particularly in winter, although interannual variability in regional rainfall was reproduced relatively well. A statistical procedure was used to correct for the underestimation of rainfall. When the corrected rainfall sequences were transformed to flow by the hydrologic model, forecasts of flow in the Rio Uruguay basin were better than forecasts based on historic mean or median flows by 37% for monthly flows and by 54% for 3-monthly flows.

  2. Development of Parallel Code for the Alaska Tsunami Forecast Model

    Bahng, B.; Knight, W. R.; Whitmore, P.

    2014-12-01

    The Alaska Tsunami Forecast Model (ATFM) is a numerical model used to forecast propagation and inundation of tsunamis generated by earthquakes and other means in both the Pacific and Atlantic Oceans. At the U.S. National Tsunami Warning Center (NTWC), the model is mainly used in a pre-computed fashion. That is, results for hundreds of hypothetical events are computed before alerts, and are accessed and calibrated with observations during tsunamis to immediately produce forecasts. ATFM uses the non-linear, depth-averaged, shallow-water equations of motion with multiply nested grids in two-way communications between domains of each parent-child pair as waves get closer to coastal waters. Even with the pre-computation the task becomes non-trivial as sub-grid resolution gets finer. Currently, the finest resolution Digital Elevation Models (DEM) used by ATFM are 1/3 arc-seconds. With a serial code, large or multiple areas of very high resolution can produce run-times that are unrealistic even in a pre-computed approach. One way to increase the model performance is code parallelization used in conjunction with a multi-processor computing environment. NTWC developers have undertaken an ATFM code-parallelization effort to streamline the creation of the pre-computed database of results with the long term aim of tsunami forecasts from source to high resolution shoreline grids in real time. Parallelization will also permit timely regeneration of the forecast model database with new DEMs; and, will make possible future inclusion of new physics such as the non-hydrostatic treatment of tsunami propagation. The purpose of our presentation is to elaborate on the parallelization approach and to show the compute speed increase on various multi-processor systems.

  3. The Global Flood Model

    Williams, P.; Huddelston, M.; Michel, G.; Thompson, S.; Heynert, K.; Pickering, C.; Abbott Donnelly, I.; Fewtrell, T.; Galy, H.; Sperna Weiland, F.; Winsemius, H.; Weerts, A.; Nixon, S.; Davies, P.; Schiferli, D.

    2012-04-01

    Recently, a Global Flood Model (GFM) initiative has been proposed by Willis, UK Met Office, Esri, Deltares and IBM. The idea is to create a global community platform that enables better understanding of the complexities of flood risk assessment to better support the decisions, education and communication needed to mitigate flood risk. The GFM will provide tools for assessing the risk of floods, for devising mitigation strategies such as land-use changes and infrastructure improvements, and for enabling effective pre- and post-flood event response. The GFM combines humanitarian and commercial motives. It will benefit: - The public, seeking to preserve personal safety and property; - State and local governments, seeking to safeguard economic activity, and improve resilience; - NGOs, similarly seeking to respond proactively to flood events; - The insurance sector, seeking to understand and price flood risk; - Large corporations, seeking to protect global operations and supply chains. The GFM is an integrated and transparent set of modules, each composed of models and data. For each module, there are two core elements: a live "reference version" (a worked example) and a framework of specifications, which will allow development of alternative versions. In the future, users will be able to work with the reference version or substitute their own models and data. If these meet the specification for the relevant module, they will interoperate with the rest of the GFM. Some "crowd-sourced" modules could even be accredited and published to the wider GFM community. Our intent is to build on existing public, private and academic work, improve local adoption, and stimulate the development of multiple - but compatible - alternatives, so strengthening mankind's ability to manage flood impacts. The GFM is being developed and managed by a non-profit organization created for the purpose. The business model will be inspired from open source software (eg Linux): - for non-profit usage

  4. Oceanic sources of predictability for MJO propagation across the Maritime Continent in a subset of S2S forecast models

    DeMott, C. A.; Klingaman, N. P.

    2017-12-01

    Skillful prediction of the Madden-Julian oscillation (MJO) passage across the Maritime Continent (MC) has important implications for global forecasts of high-impact weather events, such as atmospheric rivers and heat waves. The North American teleconnection response to the MJO is strongest when MJO convection is located in the western Pacific Ocean, but many climate and forecast models are deficient in their simulation of MC-crossing MJO events. Compared to atmosphere-only general circulation models (AGCMs), MJO simulation skill generally improves with the addition of ocean feedbacks in coupled GCMs (CGCMs). Using observations, previous studies have noted that the degree of ocean coupling may vary considerably from one MJO event to the next. The coupling mechanisms may be linked to the presence of ocean Equatorial Rossby waves, the sign and amplitude of Equatorial surface currents, and the upper ocean temperature and salinity profiles. In this study, we assess the role of ocean feedbacks to MJO prediction skill using a subset of CGCMs participating in the Subseasonal-to-Seasonal (S2S) Project database. Oceanic observational and reanalysis datasets are used to characterize the upper ocean background state for observed MJO events that do and do not propagate beyond the MC. The ability of forecast models to capture the oceanic influence on the MJO is first assessed by quantifying SST forecast skill. Next, a set of previously developed air-sea interaction diagnostics is applied to model output to measure the role of SST perturbations on the forecast MJO. The "SST effect" in forecast MJO events is compared to that obtained from reanalysis data. Leveraging all ensemble members of a given forecast helps disentangle oceanic model biases from atmospheric model biases, both of which can influence the expression of ocean feedbacks in coupled forecast systems. Results of this study will help identify areas of needed model improvement for improved MJO forecasts.

  5. Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system

    Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

    2014-01-01

    The finite resolution of general circulation models of the coupled atmosphere–ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere–ocean climate system in operational forecast mode, and the latest seasonal forecasting system—System 4—has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981–2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden–Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid

  6. Forecasting global developments in the basic chemical industry for environmental policy analysis

    Broeren, M.L.M.|info:eu-repo/dai/nl/371687438; Saygin, D.; Patel, M.K.

    The chemical sector is the largest industrial energy user, but detailed analysis of its energy use developments lags behind other energy-intensive sectors. A cost-driven forecasting model for basic chemicals production is developed, accounting for regional production costs, demand growth and stock

  7. An improved market penetration model for wind energy technology forecasting

    Lund, P D [Helsinki Univ. of Technology, Espoo (Finland). Advanced Energy Systems

    1996-12-31

    An improved market penetration model with application to wind energy forecasting is presented. In the model, a technology diffusion model and manufacturing learning curve are combined. Based on a 85% progress ratio that was found for European wind manufactures and on wind market statistics, an additional wind power capacity of ca 4 GW is needed in Europe to reach a 30 % price reduction. A full breakthrough to low-cost utility bulk power markets could be achieved at a 24 GW level. (author)

  8. An improved market penetration model for wind energy technology forecasting

    Lund, P.D.

    1995-01-01

    An improved market penetration model with application to wind energy forecasting is presented. In the model, a technology diffusion model and manufacturing learning curve are combined. Based on a 85% progress ratio that was found for European wind manufactures and on wind market statistics, an additional wind power capacity of ca 4 GW is needed in Europe to reach a 30 % price reduction. A full breakthrough to low-cost utility bulk power markets could be achieved at a 24 GW level. (author)

  9. Energy Forecasting Models Within the Department of the Navy.

    1982-06-01

    standing the climatic conditions responsible for the results. Both models have particular advantages in parti- cular applications and will be examined...and moving average processes. A similar notation for a model with seasonality . .- considerations will be ARIMA (p d j)(P Q) 3=12, where the upper...AD-A12l 950 ENERGY FORECASTING MODELS WITHIN THE DEPARTMENT OF THE 1/4 NAYY(U) NAVAL POSTGRADUATE SCHOOL MONTEREY CA L &I BUTTOIPH JUN 82

  10. An improved market penetration model for wind energy technology forecasting

    Lund, P.D. [Helsinki Univ. of Technology, Espoo (Finland). Advanced Energy Systems

    1995-12-31

    An improved market penetration model with application to wind energy forecasting is presented. In the model, a technology diffusion model and manufacturing learning curve are combined. Based on a 85% progress ratio that was found for European wind manufactures and on wind market statistics, an additional wind power capacity of ca 4 GW is needed in Europe to reach a 30 % price reduction. A full breakthrough to low-cost utility bulk power markets could be achieved at a 24 GW level. (author)

  11. Global Volcano Model

    Sparks, R. S. J.; Loughlin, S. C.; Cottrell, E.; Valentine, G.; Newhall, C.; Jolly, G.; Papale, P.; Takarada, S.; Crosweller, S.; Nayembil, M.; Arora, B.; Lowndes, J.; Connor, C.; Eichelberger, J.; Nadim, F.; Smolka, A.; Michel, G.; Muir-Wood, R.; Horwell, C.

    2012-04-01

    Over 600 million people live close enough to active volcanoes to be affected when they erupt. Volcanic eruptions cause loss of life, significant economic losses and severe disruption to people's lives, as highlighted by the recent eruption of Mount Merapi in Indonesia. The eruption of Eyjafjallajökull, Iceland in 2010 illustrated the potential of even small eruptions to have major impact on the modern world through disruption of complex critical infrastructure and business. The effects in the developing world on economic growth and development can be severe. There is evidence that large eruptions can cause a change in the earth's climate for several years afterwards. Aside from meteor impact and possibly an extreme solar event, very large magnitude explosive volcanic eruptions may be the only natural hazard that could cause a global catastrophe. GVM is a growing international collaboration that aims to create a sustainable, accessible information platform on volcanic hazard and risk. We are designing and developing an integrated database system of volcanic hazards, vulnerability and exposure with internationally agreed metadata standards. GVM will establish methodologies for analysis of the data (eg vulnerability indices) to inform risk assessment, develop complementary hazards models and create relevant hazards and risk assessment tools. GVM will develop the capability to anticipate future volcanism and its consequences. NERC is funding the start-up of this initiative for three years from November 2011. GVM builds directly on the VOGRIPA project started as part of the GRIP (Global Risk Identification Programme) in 2004 under the auspices of the World Bank and UN. Major international initiatives and partners such as the Smithsonian Institution - Global Volcanism Program, State University of New York at Buffalo - VHub, Earth Observatory of Singapore - WOVOdat and many others underpin GVM.

  12. The Challenge of Forecasting Metropolitan Growth: Urban Characteristics Based Models versus Regional Dummy Based Models

    NA

    2005-01-01

    This paper presents a study of errors in forecasting the population of Metropolitan Statistical Areas and the Primary MSAs of Consolidated Metropolitan Statistical Areas and New England MAs. The forecasts are for the year 2000 and are based on a semi-structural model estimated by Mills and Lubelle using 1970 to 1990 census data on population, employment and relative real wages. This model allows the testing of regional effects on population and employment growth. The year 2000 forecasts are f...

  13. Measuring Globalization: Existing Methods and Their Implications for Teaching Global Studies and Forecasting

    Zinkina, Julia; Korotayev, Andrey; Andreev, Aleksey I.

    2013-01-01

    Purpose: The purpose of this paper is to encourage discussions regarding the existing approaches to globalization measurement (taking mainly the form of indices and rankings) and their shortcomings in terms of applicability to developing Global Studies curricula. Another aim is to propose an outline for the globalization measurement methodology…

  14. Global forecasts of urban expansion to 2030 and direct impacts on biodiversity and carbon pools.

    Seto, Karen C; Güneralp, Burak; Hutyra, Lucy R

    2012-10-02

    Urban land-cover change threatens biodiversity and affects ecosystem productivity through loss of habitat, biomass, and carbon storage. However, despite projections that world urban populations will increase to nearly 5 billion by 2030, little is known about future locations, magnitudes, and rates of urban expansion. Here we develop spatially explicit probabilistic forecasts of global urban land-cover change and explore the direct impacts on biodiversity hotspots and tropical carbon biomass. If current trends in population density continue and all areas with high probabilities of urban expansion undergo change, then by 2030, urban land cover will increase by 1.2 million km(2), nearly tripling the global urban land area circa 2000. This increase would result in considerable loss of habitats in key biodiversity hotspots, with the highest rates of forecasted urban growth to take place in regions that were relatively undisturbed by urban development in 2000: the Eastern Afromontane, the Guinean Forests of West Africa, and the Western Ghats and Sri Lanka hotspots. Within the pan-tropics, loss in vegetation biomass from areas with high probability of urban expansion is estimated to be 1.38 PgC (0.05 PgC yr(-1)), equal to ∼5% of emissions from tropical deforestation and land-use change. Although urbanization is often considered a local issue, the aggregate global impacts of projected urban expansion will require significant policy changes to affect future growth trajectories to minimize global biodiversity and vegetation carbon losses.

  15. Forecast combinations

    Aiolfi, Marco; Capistrán, Carlos; Timmermann, Allan

    2010-01-01

    We consider combinations of subjective survey forecasts and model-based forecasts from linear and non-linear univariate specifications as well as multivariate factor-augmented models. Empirical results suggest that a simple equal-weighted average of survey forecasts outperform the best model-based forecasts for a majority of macroeconomic variables and forecast horizons. Additional improvements can in some cases be gained by using a simple equal-weighted average of survey and model-based fore...

  16. Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach.

    Boonen, Tim J; Li, Hong

    2017-10-01

    Research on mortality modeling of multiple populations focuses mainly on extrapolating past mortality trends and summarizing these trends by one or more common latent factors. This article proposes a multipopulation stochastic mortality model that uses the explanatory power of economic growth. In particular, we extend the Li and Lee model (Li and Lee 2005) by including economic growth, represented by the real gross domestic product (GDP) per capita, to capture the common mortality trend for a group of populations with similar socioeconomic conditions. We find that our proposed model provides a better in-sample fit and an out-of-sample forecast performance. Moreover, it generates lower (higher) forecasted period life expectancy for countries with high (low) GDP per capita than the Li and Lee model.

  17. ARTIFICIAL NEURAL NETWORK AND WAVELET DECOMPOSITION IN THE FORECAST OF GLOBAL HORIZONTAL SOLAR RADIATION

    Luiz Albino Teixeira Júnior

    2015-04-01

    Full Text Available This paper proposes a method (denoted by WD-ANN that combines the Artificial Neural Networks (ANN and the Wavelet Decomposition (WD to generate short-term global horizontal solar radiation forecasting, which is an essential information for evaluating the electrical power generated from the conversion of solar energy into electrical energy. The WD-ANN method consists of two basic steps: firstly, it is performed the decomposition of level p of the time series of interest, generating p + 1 wavelet orthonormal components; secondly, the p + 1 wavelet orthonormal components (generated in the step 1 are inserted simultaneously into an ANN in order to generate short-term forecasting. The results showed that the proposed method (WD-ANN improved substantially the performance over the (traditional ANN method.

  18. Modeling and forecasting of electrical power demands for capacity planning

    Al-Shobaki, S.; Mohsen, M.

    2007-01-01

    Jordan imports oil from neighboring countries for use in power production. As such, the cost of electricity production is high compared to oil producing countries. It is anticipated that Jordan will face major challenges in trying to meet the growing energy and electricity demands while also developing the energy sector in a way that reduces any adverse impacts on the economy, the environment and social life. This paper described the development of forecasting models to predict future generation and sales loads of electrical power in Jordan. Two models that could be used for the prediction of electrical energy demand in Amman, Jordan were developed and validated. An analysis of the data was also presented. The first model was based on the levels of energy generated by the National Electric Power Company (NEPCO) and the other was based on the levels of energy sold by the company in the same area. The models were compared and the percent error was presented. Energy demand was also forecasted across the next 60 months for both models. Results were then compared with the output of the in-house forecast model used by NEPCO to predict the levels of generated energy needed across the 60 months time period. It was concluded that the NEPCO model predicted energy demand higher than the validated generated data model by an average of 5.25 per cent. 8 refs., 5 tabs., 15 figs

  19. Modeling and forecasting of electrical power demands for capacity planning

    Al-Shobaki, S. [Hashemite Univ., Zarka (Jordan). Dept. of Industrial Engineering; Mohsen, M. [Hashemite Univ., Zarka (Jordan). Dept. of Mechanical Engineering

    2007-07-01

    Jordan imports oil from neighboring countries for use in power production. As such, the cost of electricity production is high compared to oil producing countries. It is anticipated that Jordan will face major challenges in trying to meet the growing energy and electricity demands while also developing the energy sector in a way that reduces any adverse impacts on the economy, the environment and social life. This paper described the development of forecasting models to predict future generation and sales loads of electrical power in Jordan. Two models that could be used for the prediction of electrical energy demand in Amman, Jordan were developed and validated. An analysis of the data was also presented. The first model was based on the levels of energy generated by the National Electric Power Company (NEPCO) and the other was based on the levels of energy sold by the company in the same area. The models were compared and the percent error was presented. Energy demand was also forecasted across the next 60 months for both models. Results were then compared with the output of the in-house forecast model used by NEPCO to predict the levels of generated energy needed across the 60 months time period. It was concluded that the NEPCO model predicted energy demand higher than the validated generated data model by an average of 5.25 per cent. 8 refs., 5 tabs., 15 figs.

  20. Forecasting Lightning Threat using Cloud-resolving Model Simulations

    McCaul, E. W., Jr.; Goodman, S. J.; LaCasse, K. M.; Cecil, D. J.

    2009-01-01

    As numerical forecasts capable of resolving individual convective clouds become more common, it is of interest to see if quantitative forecasts of lightning flash rate density are possible, based on fields computed by the numerical model. Previous observational research has shown robust relationships between observed lightning flash rates and inferred updraft and large precipitation ice fields in the mixed phase regions of storms, and that these relationships might allow simulated fields to serve as proxies for lightning flash rate density. It is shown in this paper that two simple proxy fields do indeed provide reasonable and cost-effective bases for creating time-evolving maps of predicted lightning flash rate density, judging from a series of diverse simulation case study events in North Alabama for which Lightning Mapping Array data provide ground truth. One method is based on the product of upward velocity and the mixing ratio of precipitating ice hydrometeors, modeled as graupel only, in the mixed phase region of storms at the -15\\dgc\\ level, while the second method is based on the vertically integrated amounts of ice hydrometeors in each model grid column. Each method can be calibrated by comparing domainwide statistics of the peak values of simulated flash rate proxy fields against domainwide peak total lightning flash rate density data from observations. Tests show that the first method is able to capture much of the temporal variability of the lightning threat, while the second method does a better job of depicting the areal coverage of the threat. A blended solution is designed to retain most of the temporal sensitivity of the first method, while adding the improved spatial coverage of the second. Weather Research and Forecast Model simulations of selected North Alabama cases show that this model can distinguish the general character and intensity of most convective events, and that the proposed methods show promise as a means of generating

  1. Development of an Experimental African Drought Monitoring and Seasonal Forecasting System: A First Step towards a Global Drought Information System

    Wood, E. F.; Chaney, N.; Sheffield, J.; Yuan, X.

    2012-12-01

    forecasts are bias corrected, downscaled and used as inputs to the VIC LSM as well as forecasts based on ESP and CPC official seasonal outlook. For Africa, data from a combination of remote sensing (TMPA-based precipitation, land cover characteristics) and GFS analysis fields (temperature and wind) are used to monitor drought using our soil moisture drought index as well as 1, 3 and and 6-month SPI. River discharge is also estimated at over 900 locations. Seasonal forecasts have been developed using CFSv2 climate forecasts following the approaches used over CONUS. We will discuss the performance of the system to evaluate the depiction of drought over various scales, from regional to the African continent, and over a number of years to capture multiple drought events. Furthermore, the hindcasts from the seasonal drought forecast system are analyzed to assess the ability of seasonal climate models to detect drought on-set and its recovery. Finally, we will discuss whether our ADM provides a pathway to a Global Drought Information System, a goal of the WCRP Drought Task Force.

  2. Solar energy prediction and verification using operational model forecasts and ground-based solar measurements

    Kosmopoulos, P.G.; Kazadzis, S.; Lagouvardos, K.; Kotroni, V.; Bais, A.

    2015-01-01

    The present study focuses on the predictions and verification of these predictions of solar energy using ground-based solar measurements from the Hellenic Network for Solar Energy and the National Observatory of Athens network, as well as solar radiation operational forecasts provided by the MM5 mesoscale model. The evaluation was carried out independently for the different networks, for two forecast horizons (1 and 2 days ahead), for the seasons of the year, for varying solar elevation, for the indicative energy potential of the area, and for four classes of cloud cover based on the calculated clearness index (k_t): CS (clear sky), SC (scattered clouds), BC (broken clouds) and OC (overcast). The seasonal dependence presented relative rRMSE (Root Mean Square Error) values ranging from 15% (summer) to 60% (winter), while the solar elevation dependence revealed a high effectiveness and reliability near local noon (rRMSE ∼30%). An increment of the errors with cloudiness was also observed. For CS with mean GHI (global horizontal irradiance) ∼ 650 W/m"2 the errors are 8%, for SC 20% and for BC and OC the errors were greater (>40%) but correspond to much lower radiation levels (<120 W/m"2) of consequently lower energy potential impact. The total energy potential for each ground station ranges from 1.5 to 1.9 MWh/m"2, while the mean monthly forecast error was found to be consistently below 10%. - Highlights: • Long term measurements at different atmospheric cases are needed for energy forecasting model evaluations. • The total energy potential at the Greek sites presented ranges from 1.5 to 1.9 MWh/m"2. • Mean monthly energy forecast errors are within 10% for all cases analyzed. • Cloud presence results of an additional forecast error that varies with the cloud cover.

  3. Forecasting wind-driven wildfires using an inverse modelling approach

    O. Rios

    2014-06-01

    Full Text Available A technology able to rapidly forecast wildfire dynamics would lead to a paradigm shift in the response to emergencies, providing the Fire Service with essential information about the ongoing fire. This paper presents and explores a novel methodology to forecast wildfire dynamics in wind-driven conditions, using real-time data assimilation and inverse modelling. The forecasting algorithm combines Rothermel's rate of spread theory with a perimeter expansion model based on Huygens principle and solves the optimisation problem with a tangent linear approach and forward automatic differentiation. Its potential is investigated using synthetic data and evaluated in different wildfire scenarios. The results show the capacity of the method to quickly predict the location of the fire front with a positive lead time (ahead of the event in the order of 10 min for a spatial scale of 100 m. The greatest strengths of our method are lightness, speed and flexibility. We specifically tailor the forecast to be efficient and computationally cheap so it can be used in mobile systems for field deployment and operativeness. Thus, we put emphasis on producing a positive lead time and the means to maximise it.

  4. Review of Wind Energy Forecasting Methods for Modeling Ramping Events

    Wharton, S; Lundquist, J K; Marjanovic, N; Williams, J L; Rhodes, M; Chow, T K; Maxwell, R

    2011-03-28

    Tall onshore wind turbines, with hub heights between 80 m and 100 m, can extract large amounts of energy from the atmosphere since they generally encounter higher wind speeds, but they face challenges given the complexity of boundary layer flows. This complexity of the lowest layers of the atmosphere, where wind turbines reside, has made conventional modeling efforts less than ideal. To meet the nation's goal of increasing wind power into the U.S. electrical grid, the accuracy of wind power forecasts must be improved. In this report, the Lawrence Livermore National Laboratory, in collaboration with the University of Colorado at Boulder, University of California at Berkeley, and Colorado School of Mines, evaluates innovative approaches to forecasting sudden changes in wind speed or 'ramping events' at an onshore, multimegawatt wind farm. The forecast simulations are compared to observations of wind speed and direction from tall meteorological towers and a remote-sensing Sound Detection and Ranging (SODAR) instrument. Ramping events, i.e., sudden increases or decreases in wind speed and hence, power generated by a turbine, are especially problematic for wind farm operators. Sudden changes in wind speed or direction can lead to large power generation differences across a wind farm and are very difficult to predict with current forecasting tools. Here, we quantify the ability of three models, mesoscale WRF, WRF-LES, and PF.WRF, which vary in sophistication and required user expertise, to predict three ramping events at a North American wind farm.

  5. Real-time numerical forecast of global epidemic spreading: case study of 2009 A/H1N1pdm

    Tizzoni Michele

    2012-12-01

    Full Text Available Abstract Background Mathematical and computational models for infectious diseases are increasingly used to support public-health decisions; however, their reliability is currently under debate. Real-time forecasts of epidemic spread using data-driven models have been hindered by the technical challenges posed by parameter estimation and validation. Data gathered for the 2009 H1N1 influenza crisis represent an unprecedented opportunity to validate real-time model predictions and define the main success criteria for different approaches. Methods We used the Global Epidemic and Mobility Model to generate stochastic simulations of epidemic spread worldwide, yielding (among other measures the incidence and seeding events at a daily resolution for 3,362 subpopulations in 220 countries. Using a Monte Carlo Maximum Likelihood analysis, the model provided an estimate of the seasonal transmission potential during the early phase of the H1N1 pandemic and generated ensemble forecasts for the activity peaks in the northern hemisphere in the fall/winter wave. These results were validated against the real-life surveillance data collected in 48 countries, and their robustness assessed by focusing on 1 the peak timing of the pandemic; 2 the level of spatial resolution allowed by the model; and 3 the clinical attack rate and the effectiveness of the vaccine. In addition, we studied the effect of data incompleteness on the prediction reliability. Results Real-time predictions of the peak timing are found to be in good agreement with the empirical data, showing strong robustness to data that may not be accessible in real time (such as pre-exposure immunity and adherence to vaccination campaigns, but that affect the predictions for the attack rates. The timing and spatial unfolding of the pandemic are critically sensitive to the level of mobility data integrated into the model. Conclusions Our results show that large-scale models can be used to provide valuable real

  6. Towards operational modeling and forecasting of the Iberian shelves ecosystem.

    Martinho Marta-Almeida

    Full Text Available There is a growing interest on physical and biogeochemical oceanic hindcasts and forecasts from a wide range of users and businesses. In this contribution we present an operational biogeochemical forecast system for the Portuguese and Galician oceanographic regions, where atmospheric, hydrodynamic and biogeochemical variables are integrated. The ocean model ROMS, with a horizontal resolution of 3 km, is forced by the atmospheric model WRF and includes a Nutrients-Phytoplankton-Zooplankton-Detritus biogeochemical module (NPZD. In addition to oceanographic variables, the system predicts the concentration of nitrate, phytoplankton, zooplankton and detritus (mmol N m(-3. Model results are compared against radar currents and remote sensed SST and chlorophyll. Quantitative skill assessment during a summer upwelling period shows that our modelling system adequately represents the surface circulation over the shelf including the observed spatial variability and trends of temperature and chlorophyll concentration. Additionally, the skill assessment also shows some deficiencies like the overestimation of upwelling circulation and consequently, of the duration and intensity of the phytoplankton blooms. These and other departures from the observations are discussed, their origins identified and future improvements suggested. The forecast system is the first of its kind in the region and provides free online distribution of model input and output, as well as comparisons of model results with satellite imagery for qualitative operational assessment of model skill.

  7. A Two-Dimensional Gridded Solar Forecasting System using Situation-Dependent Blending of Multiple Weather Models

    Lu, S.; Hwang, Y.; Shao, X.; Hamann, H.

    2015-12-01

    Previously, we reported the application of a "weather situation" dependent multi-model blending approach to improve the forecast accuracy of solar irradiance and other atmospheric parameters. The approach uses machine-learning techniques to classify "weather situations" by a set of atmospheric parameters. The "weather situation" classification is location-dependent and each "weather situation" has characteristic forecast errors from a set of individual input numerical weather prediction (NWP) models. The input models are thus corrected or combined differently for different "weather situations" to minimize the overall forecast error. While the original implementation of the model-blending is applicable to only point-like locations having historical data of both measurements and forecasts, here we extend the approach to provide two-dimensional (2D) gridded forecasts. An experimental 2D forecasting system has been set up to provide gridded forecasts of solar irradiance (global horizontal irradiance), temperature, wind speed, and humidity for the contiguous United States (CONUS). Validation results show around 30% enhancement of 0 to 48 hour ahead solar irradiance forecast accuracy compared to the best input NWP model. The forecasting system may be leveraged by other site- or region-specific solar energy forecast products. To enable the 2D forecasting system, historical solar irradiance measurements from around 1,600 selected sites of the remote automated weather stations (RAWS) network have been employed. The CONUS was divided into smaller sub-regions, each containing a group of 10 to 20 RAWS sites. A group of sites, as classified by statistical analysis, have similar "weather patterns", i.e. the NWPs have similar "weather situation" dependent forecast errors for all sites in a group. The model-blending trained by the historical data from a group of sites is then applied for all locations in the corresponding sub-region. We discuss some key techniques developed for

  8. A state-dependent model for inflation forecasting

    Andrea Stella; James H. Stock

    2012-01-01

    We develop a parsimonious bivariate model of inflation and unemployment that allows for persistent variation in trend inflation and the NAIRU. The model, which consists of five unobserved components (including the trends) with stochastic volatility, implies a time-varying VAR for changes in the rates of inflation and unemployment. The implied backwards-looking Phillips curve has a time-varying slope that is steeper in the 1970s than in the 1990s. Pseudo out-of-sample forecasting experiments i...

  9. COMBINING LONG MEMORY AND NONLINEAR MODEL OUTPUTS FOR INFLATION FORECAST

    Heri Kuswanto; Irhamah Alimuhajin; Laylia Afidah

    2014-01-01

    Long memory and nonlinearity have been proven as two models that are easily to be mistaken. In other words, nonlinearity is a strong candidate of spurious long memory by introducing a certain degree of fractional integration that lies in the region of long memory. Indeed, nonlinear process belongs to short memory with zero integration order. The idea of the forecast is to obtain the future condition with minimum error. Some researches argued that no matter what the model is, the important thi...

  10. Results of verification and investigation of wind velocity field forecast. Verification of wind velocity field forecast model

    Ogawa, Takeshi; Kayano, Mitsunaga; Kikuchi, Hideo; Abe, Takeo; Saga, Kyoji

    1995-01-01

    In Environmental Radioactivity Research Institute, the verification and investigation of the wind velocity field forecast model 'EXPRESS-1' have been carried out since 1991. In fiscal year 1994, as the general analysis, the validity of weather observation data, the local features of wind field, and the validity of the positions of monitoring stations were investigated. The EXPRESS which adopted 500 m mesh so far was improved to 250 m mesh, and the heightening of forecast accuracy was examined, and the comparison with another wind velocity field forecast model 'SPEEDI' was carried out. As the results, there are the places where the correlation with other points of measurement is high and low, and it was found that for the forecast of wind velocity field, by excluding the data of the points with low correlation or installing simplified observation stations to take their data in, the forecast accuracy is improved. The outline of the investigation, the general analysis of weather observation data and the improvements of wind velocity field forecast model and forecast accuracy are reported. (K.I.)

  11. New Models for Forecasting Enrollments: Fuzzy Time Series and Neural Network Approaches.

    Song, Qiang; Chissom, Brad S.

    Since university enrollment forecasting is very important, many different methods and models have been proposed by researchers. Two new methods for enrollment forecasting are introduced: (1) the fuzzy time series model; and (2) the artificial neural networks model. Fuzzy time series has been proposed to deal with forecasting problems within a…

  12. Model Uncertainty and Exchange Rate Forecasting

    Kouwenberg, R.; Markiewicz, A.; Verhoeks, R.; Zwinkels, R.C.J.

    2017-01-01

    Exchange rate models with uncertain and incomplete information predict that investors focus on a small set of fundamentals that changes frequently over time. We design a model selection rule that captures the current set of fundamentals that best predicts the exchange rate. Out-of-sample tests show

  13. A forecast comparison of volatility models

    Hansen, Peter Reinhard; Lunde, Asger

    2005-01-01

    We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM-$ exchange rate data and IBM return data, where the latter is based on a new data set of realized variance. We find no evidence that a GARCH(1,1) is outpe......We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM-$ exchange rate data and IBM return data, where the latter is based on a new data set of realized variance. We find no evidence that a GARCH(1...... snooping (RC). Our empirical results show that the RC lacks power to an extent that makes it unable to distinguish "good" and "bad" models in our analysis....

  14. Modelling and forecasting monthly swordfish catches in the Eastern Mediterranean

    Konstantinos I. Stergiou

    2003-04-01

    Full Text Available In this study, we used the X-11 census technique for modelling and forecasting the monthly swordfish (Xiphias gladius catches in the Greek Seas during 1982-1996 and 1997 respectively, using catches reported by the National Statistical Service of Greece (NSSG. Forecasts built with X-11 were also compared with those derived from ARIMA andWinter’s exponential smoothing (WES models. The X-11 method captured the features of the study series and outperformed the other two methods, in terms of both fitting and forecasting performance, for all the accuracy measures used. Thus, with the exception of October, November and December 1997, when the corresponding absolute percentage error(APE values were very high (as high as 178.6% because of the low level of the catches, monthly catches during the remaining months of 1997 were predicted accurately, with a mean APE of 12.5%. In contrast, the mean APE values of the other two methods for the same months were higher (ARIMA: 14.6%; WES: 16.6%. The overall good performance of X-11 andthe fact that it provides an insight into the various components (i.e. the seasonal, trend-cycle and irregular components of the time series of interest justify its use in fisheries research. The basic features of the swordfish catches revealed by the application of the X-11 method, the effect of the length of the forecasting horizon on forecasting accuracy and the accuracy of the catches reported by NSSG are also discussed.

  15. Models for forecasting energy use in the US farm sector

    Christensen, L. R.

    1981-07-01

    Econometric models were developed and estimated for the purpose of forecasting electricity and petroleum demand in US agriculture. A structural approach is pursued which takes account of the fact that the quantity demanded of any one input is a decision made in conjunction with other input decisions. Three different functional forms of varying degrees of complexity are specified for the structural cost function, which describes the cost of production as a function of the level of output and factor prices. Demand for materials (all purchased inputs) is derived from these models. A separate model which break this demand up into demand for the four components of materials is used to produce forecasts of electricity and petroleum is a stepwise manner.

  16. Modelling MIZ dynamics in a global model

    Rynders, Stefanie; Aksenov, Yevgeny; Feltham, Daniel; Nurser, George; Naveira Garabato, Alberto

    2016-04-01

    Exposure of large, previously ice-covered areas of the Arctic Ocean to the wind and surface ocean waves results in the Arctic pack ice cover becoming more fragmented and mobile, with large regions of ice cover evolving into the Marginal Ice Zone (MIZ). The need for better climate predictions, along with growing economic activity in the Polar Oceans, necessitates climate and forecasting models that can simulate fragmented sea ice with a greater fidelity. Current models are not fully fit for the purpose, since they neither model surface ocean waves in the MIZ, nor account for the effect of floe fragmentation on drag, nor include sea ice rheology that represents both the now thinner pack ice and MIZ ice dynamics. All these processes affect the momentum transfer to the ocean. We present initial results from a global ocean model NEMO (Nucleus for European Modelling of the Ocean) coupled to the Los Alamos sea ice model CICE. The model setup implements a novel rheological formulation for sea ice dynamics, accounting for ice floe collisions, thus offering a seamless framework for pack ice and MIZ simulations. The effect of surface waves on ice motion is included through wave pressure and the turbulent kinetic energy of ice floes. In the multidecadal model integrations we examine MIZ and basin scale sea ice and oceanic responses to the changes in ice dynamics. We analyse model sensitivities and attribute them to key sea ice and ocean dynamical mechanisms. The results suggest that the effect of the new ice rheology is confined to the MIZ. However with the current increase in summer MIZ area, which is projected to continue and may become the dominant type of sea ice in the Arctic, we argue that the effects of the combined sea ice rheology will be noticeable in large areas of the Arctic Ocean, affecting sea ice and ocean. With this study we assert that to make more accurate sea ice predictions in the changing Arctic, models need to include MIZ dynamics and physics.

  17. Performance evaluation of ionospheric time delay forecasting models using GPS observations at a low-latitude station

    Sivavaraprasad, G.; Venkata Ratnam, D.

    2017-07-01

    Ionospheric delay is one of the major atmospheric effects on the performance of satellite-based radio navigation systems. It limits the accuracy and availability of Global Positioning System (GPS) measurements, related to critical societal and safety applications. The temporal and spatial gradients of ionospheric total electron content (TEC) are driven by several unknown priori geophysical conditions and solar-terrestrial phenomena. Thereby, the prediction of ionospheric delay is challenging especially over Indian sub-continent. Therefore, an appropriate short/long-term ionospheric delay forecasting model is necessary. Hence, the intent of this paper is to forecast ionospheric delays by considering day to day, monthly and seasonal ionospheric TEC variations. GPS-TEC data (January 2013-December 2013) is extracted from a multi frequency GPS receiver established at K L University, Vaddeswaram, Guntur station (geographic: 16.37°N, 80.37°E; geomagnetic: 7.44°N, 153.75°E), India. An evaluation, in terms of forecasting capabilities, of three ionospheric time delay models - an Auto Regressive Moving Average (ARMA) model, Auto Regressive Integrated Moving Average (ARIMA) model, and a Holt-Winter's model is presented. The performances of these models are evaluated through error measurement analysis during both geomagnetic quiet and disturbed days. It is found that, ARMA model is effectively forecasting the ionospheric delay with an accuracy of 82-94%, which is 10% more superior to ARIMA and Holt-Winter's models. Moreover, the modeled VTEC derived from International Reference Ionosphere, IRI (IRI-2012) model and new global TEC model, Neustrelitz TEC Model (NTCM-GL) have compared with forecasted VTEC values of ARMA, ARIMA and Holt-Winter's models during geomagnetic quiet days. The forecast results are indicating that ARMA model would be useful to set up an early warning system for ionospheric disturbances at low latitude regions.

  18. Forecasting models for national economic planning

    Heesterman, A R G

    1972-01-01

    This book is about the specification of linear econometric models, and for this reason some important related fields have been deliberately omitted. I did not want to discuss the problems of parameter-estimation, at least not in any detail, as there are other books on these problems written by specialized statisticians. This book is about the models them­ selves and macro-economic models in particular. A second related sub­ ject is the policy decision that can be made with the help of a model. While I did write a chapter on policy decisions, I limited myself to some extent because of my views on planning as such. The logical approach to this problem is in terms of mathematical programming, but our models and our ideas about the policies we want are too crude for its effective utilisation. A realistic formulation of the problem should involve non­ linearities in an essential way, the models I consider (and most existing models) are linear. At the present state of econometrics, I do not really believe in suc...

  19. Daily reservoir inflow forecasting combining QPF into ANNs model

    Zhang, Jun; Cheng, Chun-Tian; Liao, Sheng-Li; Wu, Xin-Yu; Shen, Jian-Jian

    2009-01-01

    Daily reservoir inflow predictions with lead-times of several days are essential to the operational planning and scheduling of hydroelectric power system. The demand for quantitative precipitation forecasting (QPF) is increasing in hydropower operation with the dramatic advances in the numerical weather prediction (NWP) models. This paper presents a simple and an effective algorithm for daily reservoir inflow predictions which solicits the observed precipitation, forecasted precipitation from QPF as predictors and discharges in following 1 to 6 days as predicted targets for multilayer perceptron artificial neural networks (MLP-ANNs) modeling. An improved error back-propagation algorithm with self-adaptive learning rate and self-adaptive momentum coefficient is used to make the supervised training procedure more efficient in both time saving and search optimization. Several commonly used error measures are employed to evaluate the performance of the proposed model and the results, compared with that of ARIMA model, show that the proposed model is capable of obtaining satisfactory forecasting not only in goodness of fit but also in generalization. Furthermore, the presented algorithm is integrated into a practical software system which has been severed for daily inflow predictions with lead-times varying from 1 to 6 days of more than twenty reservoirs operated by the Fujian Province Grid Company, China.

  20. Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

    Shelton Peiris

    2017-12-01

    Full Text Available This paper considers a flexible class of time series models generated by Gegenbauer polynomials incorporating the long memory in stochastic volatility (SV components in order to develop the General Long Memory SV (GLMSV model. We examine the corresponding statistical properties of this model, discuss the spectral likelihood estimation and investigate the finite sample properties via Monte Carlo experiments. We provide empirical evidence by applying the GLMSV model to three exchange rate return series and conjecture that the results of out-of-sample forecasts adequately confirm the use of GLMSV model in certain financial applications.

  1. Modeling and forecasting natural gas demand in Bangladesh

    Wadud, Zia; Dey, Himadri S.; Kabir, Md. Ashfanoor; Khan, Shahidul I.

    2011-01-01

    Natural gas is the major indigenous source of energy in Bangladesh and accounts for almost one-half of all primary energy used in the country. Per capita and total energy use in Bangladesh is still very small, and it is important to understand how energy, and natural gas demand will evolve in the future. We develop a dynamic econometric model to understand the natural gas demand in Bangladesh, both in the national level, and also for a few sub-sectors. Our demand model shows large long run income elasticity - around 1.5 - for aggregate demand for natural gas. Forecasts into the future also show a larger demand in the future than predicted by various national and multilateral organizations. Even then, it is possible that our forecasts could still be at the lower end of the future energy demand. Price response was statistically not different from zero, indicating that prices are possibly too low and that there is a large suppressed demand for natural gas in the country. - Highlights: → Natural gas demand is modeled using dynamic econometric methods, first of its kind in Bangladesh. → Income elasticity for aggregate natural gas demand in Bangladesh is large-around 1.5. → Demand is price insensitive, indicating too low prices and/or presence of large suppressed demand. → Demand forecasts reveal large divergence from previous estimates, which is important for planning. → Attempts to model demand for end-use sectors were successful only for the industrial sector.

  2. An efficient and simplified model for forecasting using SRM

    Asif, H.M.; Hyat, M.F.; Ahmad, T.

    2014-01-01

    Learning form continuous financial systems play a vital role in enterprise operations. One of the most sophisticated non-parametric supervised learning classifiers, SVM (Support Vector Machines), provides robust and accurate results, however it may require intense computation and other resources. The heart of SLT (Statistical Learning Theory), SRM (Structural Risk Minimization )Principle can also be used for model selection. In this paper, we focus on comparing the performance of model estimation using SRM with SVR (Support Vector Regression) for forecasting the retail sales of consumer products. The potential benefits of an accurate sales forecasting technique in businesses are immense. Retail sales forecasting is an integral part of strategic business planning in areas such as sales planning, marketing research, pricing, production planning and scheduling. Performance comparison of support vector regression with model selection using SRM shows comparable results to SVR but in a computationally efficient manner. This research targeted the real life data to conclude the results after investigating the computer generated datasets for different types of model building. (author)

  3. Electricity prices forecasting by automatic dynamic harmonic regression models

    Pedregal, Diego J.; Trapero, Juan R.

    2007-01-01

    The changes experienced by electricity markets in recent years have created the necessity for more accurate forecast tools of electricity prices, both for producers and consumers. Many methodologies have been applied to this aim, but in the view of the authors, state space models are not yet fully exploited. The present paper proposes a univariate dynamic harmonic regression model set up in a state space framework for forecasting prices in these markets. The advantages of the approach are threefold. Firstly, a fast automatic identification and estimation procedure is proposed based on the frequency domain. Secondly, the recursive algorithms applied offer adaptive predictions that compare favourably with respect to other techniques. Finally, since the method is based on unobserved components models, explicit information about trend, seasonal and irregular behaviours of the series can be extracted. This information is of great value to the electricity companies' managers in order to improve their strategies, i.e. it provides management innovations. The good forecast performance and the rapid adaptability of the model to changes in the data are illustrated with actual prices taken from the PJM interconnection in the US and for the Spanish market for the year 2002. (author)

  4. Modeling and forecasting natural gas demand in Bangladesh

    Wadud, Zia, E-mail: ziawadud@yahoo.com [Bangladesh University of Engineering and Technology (Bangladesh); Dey, Himadri S. [University of Notre Dame (United States); Kabir, Md. Ashfanoor; Khan, Shahidul I. [Bangladesh University of Engineering and Technology (Bangladesh)

    2011-11-15

    Natural gas is the major indigenous source of energy in Bangladesh and accounts for almost one-half of all primary energy used in the country. Per capita and total energy use in Bangladesh is still very small, and it is important to understand how energy, and natural gas demand will evolve in the future. We develop a dynamic econometric model to understand the natural gas demand in Bangladesh, both in the national level, and also for a few sub-sectors. Our demand model shows large long run income elasticity - around 1.5 - for aggregate demand for natural gas. Forecasts into the future also show a larger demand in the future than predicted by various national and multilateral organizations. Even then, it is possible that our forecasts could still be at the lower end of the future energy demand. Price response was statistically not different from zero, indicating that prices are possibly too low and that there is a large suppressed demand for natural gas in the country. - Highlights: > Natural gas demand is modeled using dynamic econometric methods, first of its kind in Bangladesh. > Income elasticity for aggregate natural gas demand in Bangladesh is large-around 1.5. > Demand is price insensitive, indicating too low prices and/or presence of large suppressed demand. > Demand forecasts reveal large divergence from previous estimates, which is important for planning. > Attempts to model demand for end-use sectors were successful only for the industrial sector.

  5. An Efficient and Simplified Model for Forecasting using SRM

    Hafiz Muhammad Shahzad Asif

    2014-01-01

    Full Text Available Learning form continuous financial systems play a vital role in enterprise operations. One of the most sophisticated non-parametric supervised learning classifiers, SVM (Support Vector Machines, provides robust and accurate results, however it may require intense computation and other resources. The heart of SLT (Statistical Learning Theory, SRM (Structural Risk Minimization Principle can also be used for model selection. In this paper, we focus on comparing the performance of model estimation using SRM with SVR (Support Vector Regression for forecasting the retail sales of consumer products. The potential benefits of an accurate sales forecasting technique in businesses are immense. Retail sales forecasting is an integral part of strategic business planning in areas such as sales planning, marketing research, pricing, production planning and scheduling. Performance comparison of support vector regression with model selection using SRM shows comparable results to SVR but in a computationally efficient manner. This research targeted the real life data to conclude the results after investigating the computer generated datasets for different types of model building

  6. Optimization of an artificial neural network dedicated to the multivariate forecasting of daily global radiation

    Voyant, Cyril; Muselli, Marc; Paoli, Christophe; Nivet, Marie-Laure

    2011-01-01

    This paper presents an application of Artificial Neural Networks (ANNs) to predict daily solar radiation. We look at the Multi-Layer Perceptron (MLP) network which is the most used of ANNs architectures. In previous studies, we have developed an ad-hoc time series preprocessing and optimized a MLP with endogenous inputs in order to forecast the solar radiation on a horizontal surface. We propose in this paper to study the contribution of exogenous meteorological data (multivariate method) as time series to our optimized MLP and compare with different forecasting methods: a naive forecaster (persistence), ARIMA reference predictor, an ANN with preprocessing using only endogenous inputs (univariate method) and an ANN with preprocessing using endogenous and exogenous inputs. The use of exogenous data generates an nRMSE decrease between 0.5% and 1% for two stations during 2006 and 2007 (Corsica Island, France). The prediction results are also relevant for the concrete case of a tilted PV wall (1.175 kWp). The addition of endogenous and exogenous data allows a 1% decrease of the nRMSE over a 6 months-cloudy period for the power production. While the use of exogenous data shows an interest in winter, endogenous data as inputs on a preprocessed ANN seem sufficient in summer. -- Research highlights: → Use of exogenous data as ANN inputs to forecast horizontal daily global irradiation data. → New methodology allowing to choice the adequate exogenous data - a systematic method comparing endogenous and exogenous data. → Different referenced mathematical predictors allows to conclude about the pertinence of the proposed methodology.

  7. Forecasting characteristic earthquakes in a minimalist model

    Vázquez-Prada, M.; Pacheco, A.; González, Á.

    2003-01-01

    -dimensional numerical exploration of the loss function. This first strategy is then refined by considering a classification of the seismic cycles of the model according to the presence, or not, of some factors related to the seismicity observed in the cycle. These factors, statistically speaking, enlarge or shorten...

  8. MODELLING CHALLENGES TO FORECAST URBAN GOODS DEMAND FOR RAIL

    Antonio COMI

    2015-12-01

    Full Text Available This paper explores the new research challenges for forecasting urban goods demand by rail. In fact, the growing interest to find urban logistics solutions for improving city sustainability and liveability, mainly due to the reduction of urban road accessibility and environmental constraints, has pushed to explore solutions alternative to the road. Multimodal urban logistics, based on the use of railway, seem an interesting alternative solution, but it remained mainly at conceptual level. Few studies have explored the factors, that push actors to find competitive such a system with respect to the road, and modelling framework for forecasting the relative demand. Therefore, paper reviews the current literature, investigates the factors involved in choosing such a mode, and finally, recalls a recent modelling framework and hence proposes some advancements that allow to point out the rail transport alternative.

  9. Analysis and forecast of railway coal transportation volume based on BP neural network combined forecasting model

    Xu, Yongbin; Xie, Haihong; Wu, Liuyi

    2018-05-01

    The share of coal transportation in the total railway freight volume is about 50%. As is widely acknowledged, coal industry is vulnerable to the economic situation and national policies. Coal transportation volume fluctuates significantly under the new economic normal. Grasp the overall development trend of railway coal transportation market, have important reference and guidance significance to the railway and coal industry decision-making. By analyzing the economic indicators and policy implications, this paper expounds the trend of the coal transportation volume, and further combines the economic indicators with the high correlation with the coal transportation volume with the traditional traffic prediction model to establish a combined forecasting model based on the back propagation neural network. The error of the prediction results is tested, which proves that the method has higher accuracy and has practical application.

  10. Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models

    Elkantassi, Soumaya

    2017-01-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized

  11. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Maui-Oahu

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the Hawaiian islands of Oahu,...

  12. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Main Hawaiian Islands

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the Main Hawaiian Islands (MHI)...

  13. Recent advances in operational seasonal forecasting in South Africa: Models, infrastructure and networks

    Landman, WA

    2011-11-01

    Full Text Available The various institutions involved with seasonal forecast development and production are discussed. New modelling approaches and the establishment of infrastructures to improve forecast dissemination are discussed....

  14. Atlantic Tropical Cyclogenetic Processes During SOP-3 NAMMA in the GEOS-5 Global Data Assimilation and Forecast System

    Reale, Oreste; Lau, William K.; Kim, Kyu-Myong; Brin, Eugenia

    2009-01-01

    This article investigates the role of the Saharan air layer (SAL) in tropical cyclogenetic processes associated with a nondeveloping and a developing African easterly wave observed during the Special Observation Period (SOP-3) phase of the 2006 NASA African. Monsoon Multidisciplinary Analyses (NAMMA). The two waves are chosen because they both interact heavily with Saharan air. A glottal data assimilation and forecast system, the NASA Goddard Earth Observing System. version 5 (GEOS-5), is being run to produce a set of high-9 uality global analyses, inclusive of all observations used operationally but with additional satellite information. In particular, following previous works by the same authors, the duality-controlled data from the Atmospheric Infrared Sounder (AIRS) used to produce these analyses have a better coverage than the one adopted by operational centers. From these improved analyses, two sets of 31 five-day high-resolution forecasts, at horizontal resolutions of both half and quarter degrees, are produced. Results indicate that very steep moisture gradients are associated with the SAL in forecasts and analyses, even at great distances from their source over the Sahara. In addition, a thermal dipole in the vertiieat (warm above, cool below) is present in the nondeveloping case. The Moderate Resolution Imaging Spoctroradiometer (MODIS) aboard NASA's Terra and Aqua satellites shows that aerosol optical thickness, indicative of more dust as opposed to other factors, is higher in the nondeveloping case. Altogether, results suggest that the radiative effect of dust may play some role in producing a thermal structure less favorable to cyclogenesis. Results also indicate that only global horizontal resolutions on the order of 20-30 km can capture the large-scale transport and the tine thermal structure of the SAL, inclusive of the sharp moisture gradients, reproducing the effect of tropical cyclone suppression that has been hypothesized by previous authors

  15. Modeling and Forecasting Persistent Financial Durations

    Žikeš, F.; Baruník, Jozef; Shenai, N.

    2017-01-01

    Roč. 36, č. 10 (2017), s. 1081-1110 ISSN 0747-4938 R&D Projects: GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : price durations * long memory * multifractal models * realized volatility * Whittle estimation Subject RIV: AH - Economics OBOR OECD: Applied Economics , Econometrics Impact factor: 1.333, year: 2016 http://library.utia.cas.cz/separaty/2014/E/barunik-0434201.pdf

  16. State-level electricity demand forecasting model. [For 1980, 1985, 1990

    Nguyen, H. D.

    1978-01-01

    This note briefly describes the Oak Ridge National Laboratory (ORNL) state-level electricity demand (SLED) forecasting model developed for the Nuclear Regulatory Commission. Specifically, the note presents (1) the special features of the model, (2) the methodology used to forecast electricity demand, and (3) forecasts of electricity demand and average price by sector for 15 states for 1980, 1985, 1990.

  17. Local TEC Modelling and Forecasting using Neural Networks

    Tebabal, A.; Radicella, S. M.; Nigussie, M.; Damtie, B.; Nava, B.; Yizengaw, E.

    2017-12-01

    Abstract Modelling the Earth's ionospheric characteristics is the focal task for the ionospheric community to mitigate its effect on the radio communication, satellite navigation and technologies. However, several aspects of modelling are still challenging, for example, the storm time characteristics. This paper presents modelling efforts of TEC taking into account solar and geomagnetic activity, time of the day and day of the year using neural networks (NNs) modelling technique. The NNs have been designed with GPS-TEC measured data from low and mid-latitude GPS stations. The training was conducted using the data obtained for the period from 2011 to 2014. The model prediction accuracy was evaluated using data of year 2015. The model results show that diurnal and seasonal trend of the GPS-TEC is well reproduced by the model for the two stations. The seasonal characteristics of GPS-TEC is compared with NN and NeQuick 2 models prediction when the latter one is driven by the monthly average value of solar flux. It is found that NN model performs better than the corresponding NeQuick 2 model for low latitude region. For the mid-latitude both NN and NeQuick 2 models reproduce the average characteristics of TEC variability quite successfully. An attempt of one day ahead forecast of TEC at the two locations has been made by introducing as driver previous day solar flux and geomagnetic index values. The results show that a reasonable day ahead forecast of local TEC can be achieved.

  18. Forecasting municipal solid waste generation using artificial intelligence modelling approaches.

    Abbasi, Maryam; El Hanandeh, Ali

    2016-10-01

    Municipal solid waste (MSW) management is a major concern to local governments to protect human health, the environment and to preserve natural resources. The design and operation of an effective MSW management system requires accurate estimation of future waste generation quantities. The main objective of this study was to develop a model for accurate forecasting of MSW generation that helps waste related organizations to better design and operate effective MSW management systems. Four intelligent system algorithms including support vector machine (SVM), adaptive neuro-fuzzy inference system (ANFIS), artificial neural network (ANN) and k-nearest neighbours (kNN) were tested for their ability to predict monthly waste generation in the Logan City Council region in Queensland, Australia. Results showed artificial intelligence models have good prediction performance and could be successfully applied to establish municipal solid waste forecasting models. Using machine learning algorithms can reliably predict monthly MSW generation by training with waste generation time series. In addition, results suggest that ANFIS system produced the most accurate forecasts of the peaks while kNN was successful in predicting the monthly averages of waste quantities. Based on the results, the total annual MSW generated in Logan City will reach 9.4×10(7)kg by 2020 while the peak monthly waste will reach 9.37×10(6)kg. Copyright © 2016 Elsevier Ltd. All rights reserved.

  19. IMD's model for forecasting monsoon in India

    Varkey, M.J.

    feeling of the subject to the younger generation. There is an increa s ing need for modelling, simulating and optimizing technological, physical, medi cal and economic processes. In fa ct, recently a study 2 program ent i- tled ?Tech0... . This is the first instance an Indian scie n- tist has been elected as a foreign fellow. C. N. R. Rao is already a member of all the major academies of the world. MEETING REPORTS Nutrition is the key to health and nation?s develo p ment* So say...

  20. Day-ahead electricity price forecasting using wavelet transform combined with ARIMA and GARCH models

    Tan, Zhongfu; Zhang, Jinliang; Xu, Jun; Wang, Jianhui

    2010-01-01

    This paper proposes a novel price forecasting method based on wavelet transform combined with ARIMA and GARCH models. By wavelet transform, the historical price series is decomposed and reconstructed into one approximation series and some detail series. Then each subseries can be separately predicted by a suitable time series model. The final forecast is obtained by composing the forecasted results of each subseries. This proposed method is examined on Spanish and PJM electricity markets and compared with some other forecasting methods. (author)

  1. Artificial neural network models' application for radioactive substances' migration forecasting in soil

    Kovalenko, V.I.; Khil'ko, O.S.; Kundas, S.P.

    2009-01-01

    The work is indicated to the use of artificial neural network (ANN) models in program complex SPS for radioactive substances' migration forecasting in soil. For the problem solution two ANN models are used. One of them forecasts radioactive substances' migration, another carries out forecasting of physical and chemical soil properties. Program complex SPS allows to achieve a low error of forecasting (no more than 5 %) and high training speed. (authors)

  2. Forecasting macroeconomic variables using neural network models and three automated model selection techniques

    Kock, Anders Bredahl; Teräsvirta, Timo

    2016-01-01

    When forecasting with neural network models one faces several problems, all of which influence the accuracy of the forecasts. First, neural networks are often hard to estimate due to their highly nonlinear structure. To alleviate the problem, White (2006) presented a solution (QuickNet) that conv...

  3. Deterministic and heuristic models of forecasting spare parts demand

    Ivan S. Milojević

    2012-04-01

    Full Text Available Knowing the demand of spare parts is the basis for successful spare parts inventory management. Inventory management has two aspects. The first one is operational management: acting according to certain models and making decisions in specific situations which could not have been foreseen or have not been encompassed by models. The second aspect is optimization of the model parameters by means of inventory management. Supply items demand (asset demand is the expression of customers' needs in units in the desired time and it is one of the most important parameters in the inventory management. The basic task of the supply system is demand fulfillment. In practice, demand is expressed through requisition or request. Given the conditions in which inventory management is considered, demand can be: - deterministic or stochastic, - stationary or nonstationary, - continuous or discrete, - satisfied or unsatisfied. The application of the maintenance concept is determined by the technological level of development of the assets being maintained. For example, it is hard to imagine that the concept of self-maintenance can be applied to assets developed and put into use 50 or 60 years ago. Even less complex concepts cannot be applied to those vehicles that only have indicators of engine temperature - those that react only when the engine is overheated. This means that the maintenance concepts that can be applied are the traditional preventive maintenance and the corrective maintenance. In order to be applied in a real system, modeling and simulation methods require a completely regulated system and that is not the case with this spare parts supply system. Therefore, this method, which also enables the model development, cannot be applied. Deterministic models of forecasting are almost exclusively related to the concept of preventive maintenance. Maintenance procedures are planned in advance, in accordance with exploitation and time resources. Since the timing

  4. Trend time-series modeling and forecasting with neural networks.

    Qi, Min; Zhang, G Peter

    2008-05-01

    Despite its great importance, there has been no general consensus on how to model the trends in time-series data. Compared to traditional approaches, neural networks (NNs) have shown some promise in time-series forecasting. This paper investigates how to best model trend time series using NNs. Four different strategies (raw data, raw data with time index, detrending, and differencing) are used to model various trend patterns (linear, nonlinear, deterministic, stochastic, and breaking trend). We find that with NNs differencing often gives meritorious results regardless of the underlying data generating processes (DGPs). This finding is also confirmed by the real gross national product (GNP) series.

  5. Implementation of an atmospheric sulfur scheme in the HIRLAM regional weather forecast model

    Ekman, Annica

    2000-02-01

    Sulfur chemistry has been implemented into the regional weather forecast model HIRLAM in order to simulate sulfur fields during specific weather situations. The model calculates concentrations of sulfur dioxide in air (SO 2 (a)), sulfate in air (SO 4 (a)), sulfate in cloud water (SO 4 (aq)) and hydrogen peroxide (H 2 O 2 ). Modeled concentrations of SO 2 (a), SO 4 (a) and SO 4 (aq) in rain water are compared with observations for two weather situations, one winter case with an extensive stratiform cloud cover and one summer case with mostly convective clouds. A comparison of the weather forecast parameters precipitation, relative humidity, geopotential and temperature with observations is also performed. The results show that the model generally overpredicts the SO 2 (a) concentration and underpredicts the SO 4 (a) concentration. The agreement between modeled and observed SO 4 (aq) in rain water is poor. Calculated turnover times are approximately 1 day for SO 2 (a) and 2-2.5 days for SO 4 (a). For SO 2 (a) this is in accordance with earlier simulated global turnover times, but for SO 4 (a) it is substantially lower. Several sensitivity simulations show that the fractional mean bias and root mean square error decreases, mainly for SO 4 (a) and SO 4 (aq), if an additional oxidant for converting SO 2 (a) to SO 4 (a) is included in the model. All weather forecast parameters, except precipitation, agree better with observations than the sulfur variables do. Wet scavenging is responsible for about half of the deposited sulfur and in addition, a major part of the sulfate production occurs through in-cloud oxidation. Hence, the distribution of clouds and precipitation must be better simulated by the weather forecast model in order to improve the agreement between observed and simulated sulfur concentrations

  6. Profit Forecast Model Using Monte Carlo Simulation in Excel

    Petru BALOGH

    2014-01-01

    Full Text Available Profit forecast is very important for any company. The purpose of this study is to provide a method to estimate the profit and the probability of obtaining the expected profit. Monte Carlo methods are stochastic techniques–meaning they are based on the use of random numbers and probability statistics to investigate problems. Monte Carlo simulation furnishes the decision-maker with a range of possible outcomes and the probabilities they will occur for any choice of action. Our example of Monte Carlo simulation in Excel will be a simplified profit forecast model. Each step of the analysis will be described in detail. The input data for the case presented: the number of leads per month, the percentage of leads that result in sales, , the cost of a single lead, the profit per sale and fixed cost, allow obtaining profit and associated probabilities of achieving.

  7. Application of nonlinear forecasting techniques for meteorological modeling

    V. Pérez-Muñuzuri

    2000-10-01

    Full Text Available A nonlinear forecasting method was used to predict the behavior of a cloud coverage time series several hours in advance. The method is based on the reconstruction of a chaotic strange attractor using four years of cloud absorption data obtained from half-hourly Meteosat infrared images from Northwestern Spain. An exhaustive nonlinear analysis of the time series was carried out to reconstruct the phase space of the underlying chaotic attractor. The forecast values are used by a non-hydrostatic meteorological model ARPS for daily weather prediction and their results compared with surface temperature measurements from a meteorological station and a vertical sounding. The effect of noise in the time series is analyzed in terms of the prediction results.Key words: Meterology and atmospheric dynamics (mesoscale meteorology; general – General (new fields

  8. Application of nonlinear forecasting techniques for meteorological modeling

    V. Pérez-Muñuzuri

    Full Text Available A nonlinear forecasting method was used to predict the behavior of a cloud coverage time series several hours in advance. The method is based on the reconstruction of a chaotic strange attractor using four years of cloud absorption data obtained from half-hourly Meteosat infrared images from Northwestern Spain. An exhaustive nonlinear analysis of the time series was carried out to reconstruct the phase space of the underlying chaotic attractor. The forecast values are used by a non-hydrostatic meteorological model ARPS for daily weather prediction and their results compared with surface temperature measurements from a meteorological station and a vertical sounding. The effect of noise in the time series is analyzed in terms of the prediction results.

    Key words: Meterology and atmospheric dynamics (mesoscale meteorology; general – General (new fields

  9. Forecasting corn production in Serbia using ARIMA model

    Ilić Ivana

    2016-01-01

    Full Text Available Agricultural crop production is closely related to climate, as a decisive success factor. Temperature fluctuations and changes in the volume of precipitation are the main factors affecting the growth and development of crops, and, ultimately, the quantity produced. Corn is the most common crop necessary to provide for domestic needs, and a strategic product for export. Production of corn in the period from 1947 to 2014 in Serbia had an oscillatory trend, with significant jumps and falls in production. The subject of this paper is the forecasting of future trends in corn production in Serbia. Building on the subject, the purpose of this paper is to create the model for forecasting future corn production and establishing its trends.

  10. Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model

    Petrovska Magdalena

    2016-09-01

    Full Text Available This paper aims at assessing the usefulness of leading indicators in business cycle research and forecast. Initially we test the predictive power of the economic sentiment indicator (ESI within a static probit model as a leading indicator, commonly perceived to be able to provide a reliable summary of the current economic conditions. We further proceed analyzing how well an extended set of indicators performs in forecasting turning points of the Macedonian business cycle by employing the Qual VAR approach of Dueker (2005. In continuation, we evaluate the quality of the selected indicators in pseudo-out-of-sample context. The results show that the use of survey-based indicators as a complement to macroeconomic data work satisfactory well in capturing the business cycle developments in Macedonia.

  11. HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

    Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee

    2017-08-01

    Epilepsy forecasting has been extensively studied using high-order time series obtained from scalp-recorded electroencephalography (EEG). An accurate seizure prediction system would not only help significantly improve patients' quality of life, but would also facilitate new therapeutic strategies to manage epilepsy. This paper thus proposes an improved Kalman Filter (KF) algorithm to mine seizure forecasts from neural activity by modeling three properties in the high-order EEG time series: noise, temporal smoothness, and tensor structure. The proposed High-Order Kalman Filter (HOKF) is an extension of the standard Kalman filter, for which higher-order modeling is limited. The efficient dynamic of HOKF system preserves the tensor structure of the observations and latent states. As such, the proposed method offers two main advantages: (i) effectiveness with HOKF results in hidden variables that capture major evolving trends suitable to predict neural activity, even in the presence of missing values; and (ii) scalability in that the wall clock time of the HOKF is linear with respect to the number of time-slices of the sequence. The HOKF algorithm is examined in terms of its effectiveness and scalability by conducting forecasting and scalability experiments with a real epilepsy EEG dataset. The results of the simulation demonstrate the superiority of the proposed method over the original Kalman Filter and other existing methods. Copyright © 2017 Elsevier B.V. All rights reserved.

  12. Forecasting oil price trends using wavelets and hidden Markov models

    Souza e Silva, Edmundo G. de; Souza e Silva, Edmundo A. de; Legey, Luiz F.L.

    2010-01-01

    The crude oil price is influenced by a great number of factors, most of which interact in very complex ways. For this reason, forecasting it through a fundamentalist approach is a difficult task. An alternative is to use time series methodologies, with which the price's past behavior is conveniently analyzed, and used to predict future movements. In this paper, we investigate the usefulness of a nonlinear time series model, known as hidden Markov model (HMM), to predict future crude oil price movements. Using an HMM, we develop a forecasting methodology that consists of, basically, three steps. First, we employ wavelet analysis to remove high frequency price movements, which can be assumed as noise. Then, the HMM is used to forecast the probability distribution of the price return accumulated over the next F days. Finally, from this distribution, we infer future price trends. Our results indicate that the proposed methodology might be a useful decision support tool for agents participating in the crude oil market. (author)

  13. Development and Implementation of Dynamic Scripts to Support Local Model Verification at National Weather Service Weather Forecast Offices

    Zavodsky, Bradley; Case, Jonathan L.; Gotway, John H.; White, Kristopher; Medlin, Jeffrey; Wood, Lance; Radell, Dave

    2014-01-01

    Local modeling with a customized configuration is conducted at National Weather Service (NWS) Weather Forecast Offices (WFOs) to produce high-resolution numerical forecasts that can better simulate local weather phenomena and complement larger scale global and regional models. The advent of the Environmental Modeling System (EMS), which provides a pre-compiled version of the Weather Research and Forecasting (WRF) model and wrapper Perl scripts, has enabled forecasters to easily configure and execute the WRF model on local workstations. NWS WFOs often use EMS output to help in forecasting highly localized, mesoscale features such as convective initiation, the timing and inland extent of lake effect snow bands, lake and sea breezes, and topographically-modified winds. However, quantitatively evaluating model performance to determine errors and biases still proves to be one of the challenges in running a local model. Developed at the National Center for Atmospheric Research (NCAR), the Model Evaluation Tools (MET) verification software makes performing these types of quantitative analyses easier, but operational forecasters do not generally have time to familiarize themselves with navigating the sometimes complex configurations associated with the MET tools. To assist forecasters in running a subset of MET programs and capabilities, the Short-term Prediction Research and Transition (SPoRT) Center has developed and transitioned a set of dynamic, easily configurable Perl scripts to collaborating NWS WFOs. The objective of these scripts is to provide SPoRT collaborating partners in the NWS with the ability to evaluate the skill of their local EMS model runs in near real time with little prior knowledge of the MET package. The ultimate goal is to make these verification scripts available to the broader NWS community in a future version of the EMS software. This paper provides an overview of the SPoRT MET scripts, instructions for how the scripts are run, and example use

  14. Frost Monitoring and Forecasting Using MODIS Land Surface Temperature Data and a Numerical Weather Prediction Model Forecasts for Eastern Africa

    Kabuchanga, Eric; Flores, Africa; Malaso, Susan; Mungai, John; Sakwa, Vincent; Shaka, Ayub; Limaye, Ashutosh

    2014-01-01

    Frost is a major challenge across Eastern Africa, severely impacting agricultural farms. Frost damages have wide ranging economic implications on tea and coffee farms, which represent a major economic sector. Early monitoring and forecasting will enable farmers to take preventive actions to minimize the losses. Although clearly important, timely information on when to protect crops from freezing is relatively limited. MODIS Land Surface Temperature (LST) data, derived from NASA's Terra and Aqua satellites, and 72-hr weather forecasts from the Kenya Meteorological Service's operational Weather Research Forecast model are enabling the Regional Center for Mapping of Resources for Development (RCMRD) and the Tea Research Foundation of Kenya to provide timely information to farmers in the region. This presentation will highlight an ongoing collaboration among the Kenya Meteorological Service, RCMRD, and the Tea Research Foundation of Kenya to identify frost events and provide farmers with potential frost forecasts in Eastern Africa.

  15. Particle swarm optimization based artificial neural network model for forecasting groundwater level in Udupi district

    Balavalikar, Supreetha; Nayak, Prabhakar; Shenoy, Narayan; Nayak, Krishnamurthy

    2018-04-01

    The decline in groundwater is a global problem due to increase in population, industries, and environmental aspects such as increase in temperature, decrease in overall rainfall, loss of forests etc. In Udupi district, India, the water source fully depends on the River Swarna for drinking and agriculture purposes. Since the water storage in Bajae dam is declining day-by-day and the people of Udupi district are under immense pressure due to scarcity of drinking water, alternatively depend on ground water. As the groundwater is being heavily used for drinking and agricultural purposes, there is a decline in its water table. Therefore, the groundwater resources must be identified and preserved for human survival. This research proposes a data driven approach for forecasting the groundwater level. The monthly variations in groundwater level and rainfall data in three observation wells located in Brahmavar, Kundapur and Hebri were investigated and the scenarios were examined for 2000-2013. The focus of this research work is to develop an ANN based groundwater level forecasting model and compare with hybrid ANN-PSO forecasting model. The model parameters are tested using different combinations of the data. The results reveal that PSO-ANN based hybrid model gives a better prediction accuracy, than ANN alone.

  16. Models for Train Passenger Forecasting of Java and Sumatra

    Sartono

    2017-04-01

    People tend to take public transportation to avoid high traffic, especially in Java. In Jakarta, the number of railway passengers is over than the capacity of the train at peak time. This is an opportunity as well as a challenge. If it is managed well then the company can get high profit. Otherwise, it may lead to disaster. This article discusses models for the train passengers, hence, finding the reasonable models to make a prediction overtimes. The Box-Jenkins method is occupied to develop a basic model. Then, this model is compared to models obtained using exponential smoothing method and regression method. The result shows that Holt-Winters model is better to predict for one-month, three-month, and six-month ahead for the passenger in Java. In addition, SARIMA(1,1,0)(2,0,0) is more accurate for nine-month and twelve-month oversee. On the other hand, for Sumatra passenger forecasting, SARIMA(1,1,1)(0,0,2) gives a better approximation for one-month ahead, and ARIMA model is best for three-month ahead prediction. The rest, Trend Seasonal and Liner Model has the least of RMSE to forecast for six-month, nine-month, and twelve-month ahead.

  17. Forecast model of landslides in a short time

    Sanchez Lopez, Reinaldo

    2006-01-01

    The IDEAM in development of their functions as member of the national technical committee for the prevention and disasters attention (SNPAD) accomplishes the follow-up, monitoring and forecast in real time of the environmental dynamics that in extreme situations constitute threats and natural risks. One of the frequent dynamics and of greater impact is related to landslides, those that affect persistently the life of the persons, the infrastructure, the socioeconomic activities and the balance of the environment. The landslide in Colombia and in the world are caused mainly by effects of the rain, due to that, IDEAM has come developing forecast model, as an instrument for risk management in a short time. This article presents aspects related to their structure, operation, temporary space resolution, products, results, achievements and projections of the model. Conceptually, the model is support by the principle of the dynamic temporary - space, of the processes that consolidate natural hazards, particularly in areas where the man has come building the risk. Structurally, the model is composed by two sub-models; the general susceptibility of the earthly model and the critical rain model as a denotative factor, that consolidate the hazard process. In real time, the model, works as a GIS, permitting the automatic zoning of the landslides hazard for issue public advisory warming to help makers decisions on the risk that cause frequently these events, in the country

  18. Forecast Combinations

    Timmermann, Allan G

    2005-01-01

    Forecast combinations have frequently been found in empirical studies to produce better forecasts on average than methods based on the ex-ante best individual forecasting model. Moreover, simple combinations that ignore correlations between forecast errors often dominate more refined combination schemes aimed at estimating the theoretically optimal combination weights. In this paper we analyse theoretically the factors that determine the advantages from combining forecasts (for example, the d...

  19. Forecasting the mortality rates using Lee-Carter model and Heligman-Pollard model

    Ibrahim, R. I.; Ngataman, N.; Abrisam, W. N. A. Wan Mohd

    2017-09-01

    Improvement in life expectancies has driven further declines in mortality. The sustained reduction in mortality rates and its systematic underestimation has been attracting the significant interest of researchers in recent years because of its potential impact on population size and structure, social security systems, and (from an actuarial perspective) the life insurance and pensions industry worldwide. Among all forecasting methods, the Lee-Carter model has been widely accepted by the actuarial community and Heligman-Pollard model has been widely used by researchers in modelling and forecasting future mortality. Therefore, this paper only focuses on Lee-Carter model and Heligman-Pollard model. The main objective of this paper is to investigate how accurately these two models will perform using Malaysian data. Since these models involves nonlinear equations that are explicitly difficult to solve, the Matrix Laboratory Version 8.0 (MATLAB 8.0) software will be used to estimate the parameters of the models. Autoregressive Integrated Moving Average (ARIMA) procedure is applied to acquire the forecasted parameters for both models as the forecasted mortality rates are obtained by using all the values of forecasted parameters. To investigate the accuracy of the estimation, the forecasted results will be compared against actual data of mortality rates. The results indicate that both models provide better results for male population. However, for the elderly female population, Heligman-Pollard model seems to underestimate to the mortality rates while Lee-Carter model seems to overestimate to the mortality rates.

  20. Support Vector Regression Model Based on Empirical Mode Decomposition and Auto Regression for Electric Load Forecasting

    Hong-Juan Li

    2013-04-01

    Full Text Available Electric load forecasting is an important issue for a power utility, associated with the management of daily operations such as energy transfer scheduling, unit commitment, and load dispatch. Inspired by strong non-linear learning capability of support vector regression (SVR, this paper presents a SVR model hybridized with the empirical mode decomposition (EMD method and auto regression (AR for electric load forecasting. The electric load data of the New South Wales (Australia market are employed for comparing the forecasting performances of different forecasting models. The results confirm the validity of the idea that the proposed model can simultaneously provide forecasting with good accuracy and interpretability.

  1. A Feature Fusion Based Forecasting Model for Financial Time Series

    Guo, Zhiqiang; Wang, Huaiqing; Liu, Quan; Yang, Jie

    2014-01-01

    Predicting the stock market has become an increasingly interesting research area for both researchers and investors, and many prediction models have been proposed. In these models, feature selection techniques are used to pre-process the raw data and remove noise. In this paper, a prediction model is constructed to forecast stock market behavior with the aid of independent component analysis, canonical correlation analysis, and a support vector machine. First, two types of features are extracted from the historical closing prices and 39 technical variables obtained by independent component analysis. Second, a canonical correlation analysis method is utilized to combine the two types of features and extract intrinsic features to improve the performance of the prediction model. Finally, a support vector machine is applied to forecast the next day's closing price. The proposed model is applied to the Shanghai stock market index and the Dow Jones index, and experimental results show that the proposed model performs better in the area of prediction than other two similar models. PMID:24971455

  2. An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry

    Nielsen, Peter; Jiang, Liping; Rytter, Niels Gorm Malý

    2014-01-01

    This paper evaluates the influence of forecast horizon and observation fit on the robustness and performance of a specific freight rate forecast model used in the liner shipping industry. In the first stage of the research, a forecast model used to predict container freight rate development...... of the forecast horizon and observation fit and their interactions on the forecast model's performance. The results underline the complicated nature of creating a suitable forecast model by balancing business needs, a desire to fit a good model and achieve high accuracy. There is strong empirical evidence from...... this study; that a robust model is preferable, that overfitting is a true danger, and that a balance must be achieved between forecast horizon and the number of observations used to fit the model. In addition, methodological guidance has also been provided on how to test, design, and choose the superior...

  3. Day-ahead wind speed forecasting using f-ARIMA models

    Kavasseri, Rajesh G.; Seetharaman, Krithika

    2009-01-01

    With the integration of wind energy into electricity grids, it is becoming increasingly important to obtain accurate wind speed/power forecasts. Accurate wind speed forecasts are necessary to schedule dispatchable generation and tariffs in the day-ahead electricity market. This paper examines the use of fractional-ARIMA or f-ARIMA models to model, and forecast wind speeds on the day-ahead (24 h) and two-day-ahead (48 h) horizons. The models are applied to wind speed records obtained from four potential wind generation sites in North Dakota. The forecasted wind speeds are used in conjunction with the power curve of an operational (NEG MICON, 750 kW) turbine to obtain corresponding forecasts of wind power production. The forecast errors in wind speed/power are analyzed and compared with the persistence model. Results indicate that significant improvements in forecasting accuracy are obtained with the proposed models compared to the persistence method. (author)

  4. Global Delivery Models

    Manning, Stephan; Møller Larsen, Marcus; Bharati, Pratyush

    -zone spread allowing for 24/7 service delivery and access to resources. Based on comprehensive data we show that providers are likely to establish GDM configurations when clients value access to globally distributed talent pools and speed of service delivery, and in particular when services are highly...

  5. Global Delivery Models

    Manning, Stephan; Møller Larsen, Marcus; Bharati, Pratyush M.

    2015-01-01

    antecedents and contingencies of setting up GDM structures. Based on comprehensive data we show that providers are likely to establish GDM location configurations when clients value access to globally distributed talent and speed of service delivery, in particular when services are highly commoditized...

  6. Pharmaceutical expenditure forecast model to support health policy decision making.

    Rémuzat, Cécile; Urbinati, Duccio; Kornfeld, Åsa; Vataire, Anne-Lise; Cetinsoy, Laurent; Aballéa, Samuel; Mzoughi, Olfa; Toumi, Mondher

    2014-01-01

    With constant incentives for healthcare payers to contain their pharmaceutical budgets, modelling policy decision impact became critical. The objective of this project was to test the impact of various policy decisions on pharmaceutical budget (developed for the European Commission for the project 'European Union (EU) Pharmaceutical expenditure forecast' - http://ec.europa.eu/health/healthcare/key_documents/index_en.htm). A model was built to assess policy scenarios' impact on the pharmaceutical budgets of seven member states of the EU, namely France, Germany, Greece, Hungary, Poland, Portugal, and the United Kingdom. The following scenarios were tested: expanding the UK policies to EU, changing time to market access, modifying generic price and penetration, shifting the distribution chain of biosimilars (retail/hospital). Applying the UK policy resulted in dramatic savings for Germany (10 times the base case forecast) and substantial additional savings for France and Portugal (2 and 4 times the base case forecast, respectively). Delaying time to market was found be to a very powerful tool to reduce pharmaceutical expenditure. Applying the EU transparency directive (6-month process for pricing and reimbursement) increased pharmaceutical expenditure for all countries (from 1.1 to 4 times the base case forecast), except in Germany (additional savings). Decreasing the price of generics and boosting the penetration rate, as well as shifting distribution of biosimilars through hospital chain were also key methods to reduce pharmaceutical expenditure. Change in the level of reimbursement rate to 100% in all countries led to an important increase in the pharmaceutical budget. Forecasting pharmaceutical expenditure is a critical exercise to inform policy decision makers. The most important leverages identified by the model on pharmaceutical budget were driven by generic and biosimilar prices, penetration rate, and distribution. Reducing, even slightly, the prices of

  7. Overview, comparative assessment and recommendations of forecasting models for short-term water demand prediction

    Anele, AO

    2017-11-01

    Full Text Available -term water demand (STWD) forecasts. In view of this, an overview of forecasting methods for STWD prediction is presented. Based on that, a comparative assessment of the performance of alternative forecasting models from the different methods is studied. Times...

  8. Forecasting US renewables in the national energy modelling system

    Diedrich, R.; Petersik, T.W.

    2001-01-01

    The Energy information Administration (EIA) of the US Department of Energy (DOE) forecasts US renewable energy supply and demand in the context of overall energy markets using the National Energy Modelling System (NEMS). Renewables compete with other supply and demand options within the residential, commercial, industrial, transportation, and electricity sectors of the US economy. NEMS forecasts renewable energy for grid-connected electricity production within the Electricity Market Module (EM), and characterizes central station biomass, geothermal, conventional hydroelectric, municipal solid waste, solar thermal, solar photovoltaic, and wind-powered electricity generating technologies. EIA's Annual Energy Outlook 1998, projecting US energy markets, forecasts marketed renewables to remain a minor part of US energy production and consumption through to 2020. The USA is expected to remain primarily a fossil energy producer and consumer throughout the period. An alternative case indicates that biomass, wind, and to some extent geothermal power would likely increase most rapidly if the US were to require greater use of renewables for power supply, though electricity prices would increase somewhat. (author)

  9. Global Forecasts of Urban Expansion to 2030 and Direct Impacts on Biodiversity and Carbon Pools

    Seto, K. C.; Guneralp, B.; Hutyra, L.

    2012-12-01

    Urban land cover change threatens biodiversity and affects ecosystem productivity through loss of habitat, biomass, and carbon storage. Yet, despite projections that world urban populations will increase to 4.3 billion by 2030, little is known about future locations, magnitudes, and rates of urban expansion. Here we develop the first global probabilistic forecasts of urban land cover change and explore the impacts on biodiversity hotspots and tropical carbon biomass. If current trends in population density continue, then by 2030, urban land cover will expand between 800,000 and 3.3 million km2, representing a doubling to five-fold increase from the global urban land cover in 2000. This would result in considerable loss of habitats in key biodiversity hotspots, including the Guinean forests of West Africa, Tropical Andes, Western Ghats and Sri Lanka. Within the pan-tropics, loss in forest biomass from urban expansion is estimated to be 1.38 PgC (0.05 PgC yr-1), equal to approximately 5% of emissions from tropical land use change. Although urbanization is often considered a local issue, the aggregate global impacts of projected urban expansion will require significant policy changes to affect future growth trajectories to minimize global biodiversity and forest carbon losses.

  10. Traffic congestion forecasting model for the INFORM System. Final report

    Azarm, A.; Mughabghab, S.; Stock, D.

    1995-05-01

    This report describes a computerized traffic forecasting model, developed by Brookhaven National Laboratory (BNL) for a portion of the Long Island INFORM Traffic Corridor. The model has gone through a testing phase, and currently is able to make accurate traffic predictions up to one hour forward in time. The model will eventually take on-line traffic data from the INFORM system roadway sensors and make projections as to future traffic patterns, thus allowing operators at the New York State Department of Transportation (D.O.T.) INFORM Traffic Management Center to more optimally manage traffic. It can also form the basis of a travel information system. The BNL computer model developed for this project is called ATOP for Advanced Traffic Occupancy Prediction. The various modules of the ATOP computer code are currently written in Fortran and run on PC computers (pentium machine) faster than real time for the section of the INFORM corridor under study. The following summarizes the various routines currently contained in the ATOP code: Statistical forecasting of traffic flow and occupancy using historical data for similar days and time (long term knowledge), and the recent information from the past hour (short term knowledge). Estimation of the empirical relationships between traffic flow and occupancy using long and short term information. Mechanistic interpolation using macroscopic traffic models and based on the traffic flow and occupancy forecasted (item-1), and the empirical relationships (item-2) for the specific highway configuration at the time of simulation (construction, lane closure, etc.). Statistical routine for detection and classification of anomalies and their impact on the highway capacity which are fed back to previous items.

  11. Toward Sub-seasonal to Seasonal Arctic Sea Ice Forecasting Using the Regional Arctic System Model (RASM)

    Kamal, S.; Maslowski, W.; Roberts, A.; Osinski, R.; Cassano, J. J.; Seefeldt, M. W.

    2017-12-01

    The Regional Arctic system model has been developed and used to advance the current state of Arctic modeling and increase the skill of sea ice forecast. RASM is a fully coupled, limited-area model that includes the atmosphere, ocean, sea ice, land hydrology and runoff routing components and the flux coupler to exchange information among them. Boundary conditions are derived from NCEP Climate Forecasting System Reanalyses (CFSR) or Era Iterim (ERA-I) for hindcast simulations or from NCEP Coupled Forecast System Model version 2 (CFSv2) for seasonal forecasts. We have used RASM to produce sea ice forecasts for September 2016 and 2017, in contribution to the Sea Ice Outlook (SIO) of the Sea Ice Prediction Network (SIPN). Each year, we produced three SIOs for the September minimum, initialized on June 1, July 1 and August 1. In 2016, predictions used a simple linear regression model to correct for systematic biases and included the mean September sea ice extent, the daily minimum and the week of the minimum. In 2017, we produced a 12-member ensemble on June 1 and July 1, and 28-member ensemble August 1. The predictions of September 2017 included the pan-Arctic and regional Alaskan sea ice extent, daily and monthly mean pan-Arctic maps of sea ice probability, concentration and thickness. No bias correction was applied to the 2017 forecasts. Finally, we will also discuss future plans for RASM forecasts, which include increased resolution for model components, ecosystem predictions with marine biogeochemistry extensions (mBGC) to the ocean and sea ice components, and feasibility of optional boundary conditions using the Navy Global Environmental Model (NAVGEM).

  12. Forecasting and Analyzing the Disease Burden of Aged Population in China, Based on the 2010 Global Burden of Disease Study

    Chengzhen Bao

    2015-06-01

    Full Text Available Background: Forecasting the disease burden of the elderly will contribute to make a comprehensive assessment about physical and mental status of the elderly in China and provide a basis for reducing the negative consequences of aging society to a minimum. Methods: This study collected data from a public database online provided by Global Burden of Disease Study 2010. Grey model GM (1, 1 was used to forecast all-cause and disease-specific rates of disability adjusted life years (DALYs in 2015 and 2020. Results: After cross-sectional and longitudinal analysis, we found that non-communicable diseases (NCDs were still the greatest threats in the elderly, followed by injuries. As for 136 predicted causes, more than half of NCDs increased obviously with age, less than a quarter of communicable, material, neonatal, and nutritional disorders or injuries had uptrend. Conclusions: The findings display the health condition of the Chinese elderly in the future, which will provide critical information for scientific and sociological researches on preventing and reducing the risks of aging society.

  13. Forecasting Lightning Threat using Cloud-Resolving Model Simulations

    McCaul, Eugene W., Jr.; Goodman, Steven J.; LaCasse, Katherine M.; Cecil, Daniel J.

    2008-01-01

    Two new approaches are proposed and developed for making time and space dependent, quantitative short-term forecasts of lightning threat, and a blend of these approaches is devised that capitalizes on the strengths of each. The new methods are distinctive in that they are based entirely on the ice-phase hydrometeor fields generated by regional cloud-resolving numerical simulations, such as those produced by the WRF model. These methods are justified by established observational evidence linking aspects of the precipitating ice hydrometeor fields to total flash rates. The methods are straightforward and easy to implement, and offer an effective near-term alternative to the incorporation of complex and costly cloud electrification schemes into numerical models. One method is based on upward fluxes of precipitating ice hydrometeors in the mixed phase region at the-15 C level, while the second method is based on the vertically integrated amounts of ice hydrometeors in each model grid column. Each method can be calibrated by comparing domain-wide statistics of the peak values of simulated flash rate proxy fields against domain-wide peak total lightning flash rate density data from observations. Tests show that the first method is able to capture much of the temporal variability of the lightning threat, while the second method does a better job of depicting the areal coverage of the threat. Our blended solution is designed to retain most of the temporal sensitivity of the first method, while adding the improved spatial coverage of the second. Exploratory tests for selected North Alabama cases show that, because WRF can distinguish the general character of most convective events, our methods show promise as a means of generating quantitatively realistic fields of lightning threat. However, because the models tend to have more difficulty in predicting the instantaneous placement of storms, forecasts of the detailed location of the lightning threat based on single

  14. Propagation of Uncertainty in Bayesian Kernel Models - Application to Multiple-Step Ahead Forecasting

    Quinonero, Joaquin; Girard, Agathe; Larsen, Jan

    2003-01-01

    The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models such as the Gaus......The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models...... such as the Gaussian process and the relevance vector machine. We derive novel analytic expressions for the predictive mean and variance for Gaussian kernel shapes under the assumption of a Gaussian input distribution in the static case, and of a recursive Gaussian predictive density in iterative forecasting...

  15. A COMPARATIVE STUDY OF FORECASTING MODELS FOR TREND AND SEASONAL TIME SERIES DOES COMPLEX MODEL ALWAYS YIELD BETTER FORECAST THAN SIMPLE MODELS

    Suhartono Suhartono

    2005-01-01

    Full Text Available Many business and economic time series are non-stationary time series that contain trend and seasonal variations. Seasonality is a periodic and recurrent pattern caused by factors such as weather, holidays, or repeating promotions. A stochastic trend is often accompanied with the seasonal variations and can have a significant impact on various forecasting methods. In this paper, we will investigate and compare some forecasting methods for modeling time series with both trend and seasonal patterns. These methods are Winter's, Decomposition, Time Series Regression, ARIMA and Neural Networks models. In this empirical research, we study on the effectiveness of the forecasting performance, particularly to answer whether a complex method always give a better forecast than a simpler method. We use a real data, that is airline passenger data. The result shows that the more complex model does not always yield a better result than a simpler one. Additionally, we also find the possibility to do further research especially the use of hybrid model by combining some forecasting method to get better forecast, for example combination between decomposition (as data preprocessing and neural network model.

  16. Electricity consumption forecasting in Italy using linear regression models

    Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio [DIAM, Seconda Universita degli Studi di Napoli, Via Roma 29, 81031 Aversa (CE) (Italy)

    2009-09-15

    The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of {+-}1% for the best case and {+-}11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)

  17. Electricity consumption forecasting in Italy using linear regression models

    Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio

    2009-01-01

    The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of ±1% for the best case and ±11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)

  18. Evaluation of global climate models for Indian monsoon climatology

    Kodra, Evan; Ganguly, Auroop R; Ghosh, Subimal

    2012-01-01

    The viability of global climate models for forecasting the Indian monsoon is explored. Evaluation and intercomparison of model skills are employed to assess the reliability of individual models and to guide model selection strategies. Two dominant and unique patterns of Indian monsoon climatology are trends in maximum temperature and periodicity in total rainfall observed after 30 yr averaging over India. An examination of seven models and their ensembles reveals that no single model or model selection strategy outperforms the rest. The single-best model for the periodicity of Indian monsoon rainfall is the only model that captures a low-frequency natural climate oscillator thought to dictate the periodicity. The trend in maximum temperature, which most models are thought to handle relatively better, is best captured through a multimodel average compared to individual models. The results suggest a need to carefully evaluate individual models and model combinations, in addition to physical drivers where possible, for regional projections from global climate models. (letter)

  19. Forecasting daily political opinion polls using the fractionally cointegrated VAR model

    Nielsen, Morten Ørregaard; Shibaev, Sergei S.

    We examine forecasting performance of the recent fractionally cointegrated vector autoregressive (FCVAR) model. We use daily polling data of political support in the United Kingdom for 2010-2015 and compare with popular competing models at several forecast horizons. Our findings show that the four...... trend from the model follows the vote share of the UKIP very closely, and we thus interpret it as a measure of Euro-skepticism in public opinion rather than an indicator of the more traditional left-right political spectrum. In terms of prediction of vote shares in the election, forecasts generated...... variants of the FCVAR model considered are generally ranked as the top four models in terms of forecast accuracy, and the FCVAR model significantly outperforms both univariate fractional models and the standard cointegrated VAR (CVAR) model at all forecast horizons. The relative forecast improvement...

  20. Global nuclear material control model

    Dreicer, J.S.; Rutherford, D.A.

    1996-01-01

    The nuclear danger can be reduced by a system for global management, protection, control, and accounting as part of a disposition program for special nuclear materials. The development of an international fissile material management and control regime requires conceptual research supported by an analytical and modeling tool that treats the nuclear fuel cycle as a complete system. Such a tool must represent the fundamental data, information, and capabilities of the fuel cycle including an assessment of the global distribution of military and civilian fissile material inventories, a representation of the proliferation pertinent physical processes, and a framework supportive of national or international perspective. They have developed a prototype global nuclear material management and control systems analysis capability, the Global Nuclear Material Control (GNMC) model. The GNMC model establishes the framework for evaluating the global production, disposition, and safeguards and security requirements for fissile nuclear material

  1. Challenges in Modeling of the Global Atmosphere

    Janjic, Zavisa; Djurdjevic, Vladimir; Vasic, Ratko; Black, Tom

    2015-04-01

    ") with significant amplitudes can develop. Due to their large scales, that are comparable to the scales of the dominant Rossby waves, such fictitious solutions are hard to identify and remove. Another new challenge on the global scale is that the limit of validity of the hydrostatic approximation is rapidly being approached. Having in mind the sensitivity of extended deterministic forecasts to small disturbances, we may need global non-hydrostatic models sooner than we think. The unified Non-hydrostatic Multi-scale Model (NMMB) that is being developed at the National Centers for Environmental Prediction (NCEP) as a part of the new NOAA Environmental Modeling System (NEMS) will be discussed as an example. The non-hydrostatic dynamics were designed in such a way as to avoid over-specification. The global version is run on the latitude-longitude grid, and the polar filter selectively slows down the waves that would otherwise be unstable. The model formulation has been successfully tested on various scales. A global forecasting system based on the NMMB has been run in order to test and tune the model. The skill of the medium range forecasts produced by the NMMB is comparable to that of other major medium range models. The computational efficiency of the global NMMB on parallel computers is good.

  2. Uncertainty estimation and global forecasting with a chemistry-transport model - application to the numerical simulation of air quality; Estimation de l'incertitude et prevision d'ensemble avec un modele de chimie transport - Application a la simulation numerique de la qualite de l'air

    Mallet, V.

    2005-12-15

    The aim of this work is the evaluation of the quality of a chemistry-transport model, not by a classical comparison with observations, but by the estimation of its uncertainties due to the input data, to the model formulation and to the numerical approximations. The study of these 3 sources of uncertainty is carried out with Monte Carlo simulations, with multi-model simulations and with comparisons between numerical schemes, respectively. A high uncertainty is shown for ozone concentrations. To overcome the uncertainty-related limitations, a strategy consists in using the overall forecasting. By combining several models (up to 48) on the basis of past observations, forecasts can be significantly improved. This work has been also the occasion of developing an innovative modeling system, named Polyphemus. (J.S.)

  3. Uncertainty estimation and global forecasting with a chemistry-transport model - application to the numerical simulation of air quality; Estimation de l'incertitude et prevision d'ensemble avec un modele de chimie transport - Application a la simulation numerique de la qualite de l'air

    Mallet, V

    2005-12-15

    The aim of this work is the evaluation of the quality of a chemistry-transport model, not by a classical comparison with observations, but by the estimation of its uncertainties due to the input data, to the model formulation and to the numerical approximations. The study of these 3 sources of uncertainty is carried out with Monte Carlo simulations, with multi-model simulations and with comparisons between numerical schemes, respectively. A high uncertainty is shown for ozone concentrations. To overcome the uncertainty-related limitations, a strategy consists in using the overall forecasting. By combining several models (up to 48) on the basis of past observations, forecasts can be significantly improved. This work has been also the occasion of developing an innovative modeling system, named Polyphemus. (J.S.)

  4. Comparison of Two Hybrid Models for Forecasting the Incidence of Hemorrhagic Fever with Renal Syndrome in Jiangsu Province, China.

    Wei Wu

    Full Text Available Cases of hemorrhagic fever with renal syndrome (HFRS are widely distributed in eastern Asia, especially in China, Russia, and Korea. It is proved to be a difficult task to eliminate HFRS completely because of the diverse animal reservoirs and effects of global warming. Reliable forecasting is useful for the prevention and control of HFRS.Two hybrid models, one composed of nonlinear autoregressive neural network (NARNN and autoregressive integrated moving average (ARIMA the other composed of generalized regression neural network (GRNN and ARIMA were constructed to predict the incidence of HFRS in the future one year. Performances of the two hybrid models were compared with ARIMA model.The ARIMA, ARIMA-NARNN ARIMA-GRNN model fitted and predicted the seasonal fluctuation well. Among the three models, the mean square error (MSE, mean absolute error (MAE and mean absolute percentage error (MAPE of ARIMA-NARNN hybrid model was the lowest both in modeling stage and forecasting stage. As for the ARIMA-GRNN hybrid model, the MSE, MAE and MAPE of modeling performance and the MSE and MAE of forecasting performance were less than the ARIMA model, but the MAPE of forecasting performance did not improve.Developing and applying the ARIMA-NARNN hybrid model is an effective method to make us better understand the epidemic characteristics of HFRS and could be helpful to the prevention and control of HFRS.

  5. Out-of-sample Forecasting Performance of Won/Dollar Exchange Rate Return Volatility Model

    Hojin Lee

    2009-06-01

    Full Text Available We compare the out-of-sample forecasting performance of volatility models using daily exchange rate for the KRW/USD during the period from 1992 to 2008. For various forecasting horizons, historical volatility models with a long memory tend to make more accurate forecasts. Especially, we carefully observe the difference between the EWMA and the GARCH(1,1 model. Our empirical finding that the GARCH model puts too much weight on recent observations relative to those in the past is consistent with prior evidence showing that asset market volatility has a long memory, such as Ding and Granger (1996. The forecasting model with the lowest MSFE and VaR forecast error among the models we consider is the EWMA model in which the forecast volatility for the coming period is a weighted average of recent squared return with exponentially declining weights. In terms of forecast accuracy, it clearly dominates the widely accepted GARCH and rolling window GARCH models. We also present a multiple comparison of the out-of-sample forecasting performance of volatility using the stationary bootstrap of Politis and Romano (1994. We find that the White's reality check for the GARCH(1,1 expanding window model and the FIGARCH(1,1 expanding window model clearly reject the null hypothesis and there exists a better model than the two benchmark models. On the other hand, when the EWMA model is the benchmark, the White's for all forecasting horizons are very high, which indicates the null hypothesis may not be rejected. The Hansen's report the same results. The GARCH(1,1 expanding window model and the FIGARCH(1,1 expanding window model are dominated by the best competing model in most of the forecasting horizons. In contrast, the RiskMetrics model seems to be the most preferred. We also consider combining the forecasts generated by averaging the six raw forecasts and a trimmed set of forecasts which calculate the mean of the four forecasts after disregarding the highest and

  6. Short-Term Wind Power Interval Forecasting Based on an EEMD-RT-RVM Model

    Haixiang Zang

    2016-01-01

    Full Text Available Accurate short-term wind power forecasting is important for improving the security and economic success of power grids. Existing wind power forecasting methods are mostly types of deterministic point forecasting. Deterministic point forecasting is vulnerable to forecasting errors and cannot effectively deal with the random nature of wind power. In order to solve the above problems, we propose a short-term wind power interval forecasting model based on ensemble empirical mode decomposition (EEMD, runs test (RT, and relevance vector machine (RVM. First, in order to reduce the complexity of data, the original wind power sequence is decomposed into a plurality of intrinsic mode function (IMF components and residual (RES component by using EEMD. Next, we use the RT method to reconstruct the components and obtain three new components characterized by the fine-to-coarse order. Finally, we obtain the overall forecasting results (with preestablished confidence levels by superimposing the forecasting results of each new component. Our results show that, compared with existing methods, our proposed short-term interval forecasting method has less forecasting errors, narrower interval widths, and larger interval coverage percentages. Ultimately, our forecasting model is more suitable for engineering applications and other forecasting methods for new energy.

  7. A note on the multi model super ensemble technique for reducing forecast errors

    Kantha, L.; Carniel, S.; Sclavo, M.

    2008-01-01

    The multi model super ensemble (S E) technique has been used with considerable success to improve meteorological forecasts and is now being applied to ocean models. Although the technique has been shown to produce deterministic forecasts that can be superior to the individual models in the ensemble or a simple multi model ensemble forecast, there is a clear need to understand its strengths and limitations. This paper is an attempt to do so in simple, easily understood contexts. The results demonstrate that the S E forecast is almost always better than the simple ensemble forecast, the degree of improvement depending on the properties of the models in the ensemble. However, the skill of the S E forecast with respect to the true forecast depends on a number of factors, principal among which is the skill of the models in the ensemble. As can be expected, if the ensemble consists of models with poor skill, the S E forecast will also be poor, although better than the ensemble forecast. On the other hand, the inclusion of even a single skillful model in the ensemble increases the forecast skill significantly.

  8. Synergizing two NWP models to improve hub-height wind speed forecasts

    Liu, H. [Ortech International, Mississauga, ON (Canada); Taylor, P. [York Univ., Toronto, ON (Canada)

    2010-07-01

    This PowerPoint presentation discussed some of the methods used to optimize hub-height wind speed forecasts. Statistical and physical forecast paradigms were considered. Forecast errors are often dictated by phase error, while refined NWP modelling is limited by data availability. A nested meso-scale NWP model was combined with a physical model to predict wind and power forecasts. Maps of data sources were included as well as equations used to derive predictions. Data from meteorological masts located near the Great Lakes were used to demonstrate the model. The results were compared with other modelling prediction methods. Forecasts obtained using the modelling approach can help operators in scheduling and trading procedures. Further research is being conducted to determine if the model can be used to improve ramp forecasts. tabs., figs.

  9. Evaluating winds and vertical wind shear from Weather Research and Forecasting model forecasts using seven planetary boundary layer schemes

    Draxl, Caroline; Hahmann, Andrea N.; Pena Diaz, Alfredo

    2014-01-01

    with different PBL parameterizations at one coastal site over western Denmark. The evaluation focuses on determining which PBL parameterization performs best for wind energy forecasting, and presenting a validation methodology that takes into account wind speed at different heights. Winds speeds at heights...... regarding wind energy at these levels partly depends on the formulation and implementation of planetary boundary layer (PBL) parameterizations in these models. This study evaluates wind speeds and vertical wind shears simulated by theWeather Research and Forecasting model using seven sets of simulations...

  10. Fuzzy logic-based analogue forecasting and hybrid modelling of horizontal visibility

    Tuba, Zoltán; Bottyán, Zsolt

    2018-04-01

    Forecasting visibility is one of the greatest challenges in aviation meteorology. At the same time, high accuracy visibility forecasts can significantly reduce or make avoidable weather-related risk in aviation as well. To improve forecasting visibility, this research links fuzzy logic-based analogue forecasting and post-processed numerical weather prediction model outputs in hybrid forecast. Performance of analogue forecasting model was improved by the application of Analytic Hierarchy Process. Then, linear combination of the mentioned outputs was applied to create ultra-short term hybrid visibility prediction which gradually shifts the focus from statistical to numerical products taking their advantages during the forecast period. It gives the opportunity to bring closer the numerical visibility forecast to the observations even it is wrong initially. Complete verification of categorical forecasts was carried out; results are available for persistence and terminal aerodrome forecasts (TAF) as well in order to compare. The average value of Heidke Skill Score (HSS) of examined airports of analogue and hybrid forecasts shows very similar results even at the end of forecast period where the rate of analogue prediction in the final hybrid output is 0.1-0.2 only. However, in case of poor visibility (1000-2500 m), hybrid (0.65) and analogue forecasts (0.64) have similar average of HSS in the first 6 h of forecast period, and have better performance than persistence (0.60) or TAF (0.56). Important achievement that hybrid model takes into consideration physics and dynamics of the atmosphere due to the increasing part of the numerical weather prediction. In spite of this, its performance is similar to the most effective visibility forecasting methods and does not follow the poor verification results of clearly numerical outputs.

  11. Pharmaceutical expenditure forecast model to support health policy decision making

    Rémuzat, Cécile; Urbinati, Duccio; Kornfeld, Åsa; Vataire, Anne-Lise; Cetinsoy, Laurent; Aballéa, Samuel; Mzoughi, Olfa; Toumi, Mondher

    2014-01-01

    Background and objective With constant incentives for healthcare payers to contain their pharmaceutical budgets, modelling policy decision impact became critical. The objective of this project was to test the impact of various policy decisions on pharmaceutical budget (developed for the European Commission for the project ‘European Union (EU) Pharmaceutical expenditure forecast’ – http://ec.europa.eu/health/healthcare/key_documents/index_en.htm). Methods A model was built to assess policy scenarios’ impact on the pharmaceutical budgets of seven member states of the EU, namely France, Germany, Greece, Hungary, Poland, Portugal, and the United Kingdom. The following scenarios were tested: expanding the UK policies to EU, changing time to market access, modifying generic price and penetration, shifting the distribution chain of biosimilars (retail/hospital). Results Applying the UK policy resulted in dramatic savings for Germany (10 times the base case forecast) and substantial additional savings for France and Portugal (2 and 4 times the base case forecast, respectively). Delaying time to market was found be to a very powerful tool to reduce pharmaceutical expenditure. Applying the EU transparency directive (6-month process for pricing and reimbursement) increased pharmaceutical expenditure for all countries (from 1.1 to 4 times the base case forecast), except in Germany (additional savings). Decreasing the price of generics and boosting the penetration rate, as well as shifting distribution of biosimilars through hospital chain were also key methods to reduce pharmaceutical expenditure. Change in the level of reimbursement rate to 100% in all countries led to an important increase in the pharmaceutical budget. Conclusions Forecasting pharmaceutical expenditure is a critical exercise to inform policy decision makers. The most important leverages identified by the model on pharmaceutical budget were driven by generic and biosimilar prices, penetration rate

  12. Wind and load forecast error model for multiple geographically distributed forecasts

    Makarov, Yuri V.; Reyes-Spindola, Jorge F.; Samaan, Nader; Diao, Ruisheng; Hafen, Ryan P. [Pacific Northwest National Laboratory, Richland, WA (United States)

    2010-07-01

    The impact of wind and load forecast errors on power grid operations is frequently evaluated by conducting multi-variant studies, where these errors are simulated repeatedly as random processes based on their known statistical characteristics. To simulate these errors correctly, we need to reflect their distributions (which do not necessarily follow a known distribution law), standard deviations. auto- and cross-correlations. For instance, load and wind forecast errors can be closely correlated in different zones of the system. This paper introduces a new methodology for generating multiple cross-correlated random processes to produce forecast error time-domain curves based on a transition probability matrix computed from an empirical error distribution function. The matrix will be used to generate new error time series with statistical features similar to observed errors. We present the derivation of the method and some experimental results obtained by generating new error forecasts together with their statistics. (orig.)

  13. Electricity generation modeling and photovoltaic forecasts in China

    Li, Shengnan

    With the economic development of China, the demand for electricity generation is rapidly increasing. To explain electricity generation, we use gross GDP, the ratio of urban population to rural population, the average per capita income of urban residents, the electricity price for industry in Beijing, and the policy shift that took place in China. Ordinary least squares (OLS) is used to develop a model for the 1979--2009 period. During the process of designing the model, econometric methods are used to test and develop the model. The final model is used to forecast total electricity generation and assess the possible role of photovoltaic generation. Due to the high demand for resources and serious environmental problems, China is pushing to develop the photovoltaic industry. The system price of PV is falling; therefore, photovoltaics may be competitive in the future.

  14. A numerical storm surge forecast model with Kalman filter

    Yu Fujiang; Zhang Zhanhai; Lin Yihua

    2001-01-01

    Kalman filter data assimilation technique is incorporated into a standard two-dimensional linear storm surge model. Imperfect model equation and imperfect meteorological forcimg are accounted for by adding noise terms to the momentum equations. The deterministic model output is corrected by using the available tidal gauge station data. The stationary Kalman filter algorithm for the model domain is calculated by an iterative procedure using specified information on the inaccuracies in the momentum equations and specified error information for the observations. An application to a real storm surge that occurred in the summer of 1956 in the East China Sea is performed by means of this data assimilation technique. The result shows that Kalman filter is useful for storm surge forecast and hindcast.

  15. Forecasting the Reference Evapotranspiration Using Time Series Model

    H. Zare Abyaneh

    2016-10-01

    Full Text Available Introduction: Reference evapotranspiration is one of the most important factors in irrigation timing and field management. Moreover, reference evapotranspiration forecasting can play a vital role in future developments. Therefore in this study, the seasonal autoregressive integrated moving average (ARIMA model was used to forecast the reference evapotranspiration time series in the Esfahan, Semnan, Shiraz, Kerman, and Yazd synoptic stations. Materials and Methods: In the present study in all stations (characteristics of the synoptic stations are given in Table 1, the meteorological data, including mean, maximum and minimum air temperature, relative humidity, dry-and wet-bulb temperature, dew-point temperature, wind speed, precipitation, air vapor pressure and sunshine hours were collected from the Islamic Republic of Iran Meteorological Organization (IRIMO for the 41 years from 1965 to 2005. The FAO Penman-Monteith equation was used to calculate the monthly reference evapotranspiration in the five synoptic stations and the evapotranspiration time series were formed. The unit root test was used to identify whether the time series was stationary, then using the Box-Jenkins method, seasonal ARIMA models were applied to the sample data. Table 1. The geographical location and climate conditions of the synoptic stations Station\tGeographical location\tAltitude (m\tMean air temperature (°C\tMean precipitation (mm\tClimate, according to the De Martonne index classification Longitude (E\tLatitude (N Annual\tMin. and Max. Esfahan\t51° 40'\t32° 37'\t1550.4\t16.36\t9.4-23.3\t122\tArid Semnan\t53° 33'\t35° 35'\t1130.8\t18.0\t12.4-23.8\t140\tArid Shiraz\t52° 36'\t29° 32'\t1484\t18.0\t10.2-25.9\t324\tSemi-arid Kerman\t56° 58'\t30° 15'\t1753.8\t15.6\t6.7-24.6\t142\tArid Yazd\t54° 17'\t31° 54'\t1237.2\t19.2\t11.8-26.0\t61\tArid Results and Discussion: The monthly meteorological data were used as input for the Ref-ET software and monthly reference

  16. Long-range forecast of all India summer monsoon rainfall using adaptive neuro-fuzzy inference system: skill comparison with CFSv2 model simulation and real-time forecast for the year 2015

    Chaudhuri, S.; Das, D.; Goswami, S.; Das, S. K.

    2016-11-01

    All India summer monsoon rainfall (AISMR) characteristics play a vital role for the policy planning and national economy of the country. In view of the significant impact of monsoon system on regional as well as global climate systems, accurate prediction of summer monsoon rainfall has become a challenge. The objective of this study is to develop an adaptive neuro-fuzzy inference system (ANFIS) for long range forecast of AISMR. The NCEP/NCAR reanalysis data of temperature, zonal and meridional wind at different pressure levels have been taken to construct the input matrix of ANFIS. The membership of the input parameters for AISMR as high, medium or low is estimated with trapezoidal membership function. The fuzzified standardized input parameters and the de-fuzzified target output are trained with artificial neural network models. The forecast of AISMR with ANFIS is compared with non-hybrid multi-layer perceptron model (MLP), radial basis functions network (RBFN) and multiple linear regression (MLR) models. The forecast error analyses of the models reveal that ANFIS provides the best forecast of AISMR with minimum prediction error of 0.076, whereas the errors with MLP, RBFN and MLR models are 0.22, 0.18 and 0.73 respectively. During validation with observations, ANFIS shows its potency over the said comparative models. Performance of the ANFIS model is verified through different statistical skill scores, which also confirms the aptitude of ANFIS in forecasting AISMR. The forecast skill of ANFIS is also observed to be better than Climate Forecast System version 2. The real-time forecast with ANFIS shows possibility of deficit (65-75 cm) AISMR in the year 2015.

  17. Modeling Philippine Stock Exchange Composite Index Using Weighted Geometric Brownian Motion Forecasts

    Gayo Willy

    2016-01-01

    Full Text Available Philippine Stock Exchange Composite Index (PSEi is the main stock index of the Philippine Stock Exchange (PSE. PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks. It provides a single value by which the performance of the Philippine stock market is measured. Unfortunately, these weights, which may vary for every trading day, are not disclosed by the PSE. In this paper, we propose a model of forecasting the PSEi by estimating the weights based on historical data and forecasting each component stock using Monte Carlo simulation based on a Geometric Brownian Motion (GBM assumption. The model performance is evaluated and its forecast compared is with the results using a direct GBM forecast of PSEi over different forecast periods. Results showed that the forecasts using WGBM will yield smaller error compared to direct GBM forecast of PSEi.

  18. Statistical parameters as a means to a priori assess the accuracy of solar forecasting models

    Voyant, Cyril; Soubdhan, Ted; Lauret, Philippe; David, Mathieu; Muselli, Marc

    2015-01-01

    In this paper we propose to determinate and to test a set of 20 statistical parameters in order to estimate the short term predictability of the global horizontal irradiation time series and thereby to propose a new prospective tool indicating the expected error regardless the forecasting methods used. The mean absolute log return, which is a tool usually used in econometrics but never in global radiation prediction, proves to be a very good estimator. Some examples of the use of this tool are exposed, showing the interest of this statistical parameter in concrete cases of predictions or optimizations. This study gives a judgment for engineers and researchers on the installation or management of solar plants and could help in minimizing the energy crisis allowing to improve the renewable energy part of the energy mix. - Highlights: • Use of statistical parameter never used for the global radiation forecasting. • A priori index allowing to optimize easily and quickly a clear sky model. • New methodology allowing to quantify the prediction error regardless the predictor used. • The prediction error depends more on the location and the time series type than the machine Learning method used.

  19. Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region

    Khan, Muhammad Yousaf; Mittnik, Stefan

    2018-01-01

    In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.

  20. Impact of chemical lateral boundary conditions in a regional air quality forecast model on surface ozone predictions during stratospheric intrusions

    Pendlebury, Diane; Gravel, Sylvie; Moran, Michael D.; Lupu, Alexandru

    2018-02-01

    A regional air quality forecast model, GEM-MACH, is used to examine the conditions under which a limited-area air quality model can accurately forecast near-surface ozone concentrations during stratospheric intrusions. Periods in 2010 and 2014 with known stratospheric intrusions over North America were modelled using four different ozone lateral boundary conditions obtained from a seasonal climatology, a dynamically-interpolated monthly climatology, global air quality forecasts, and global air quality reanalyses. It is shown that the mean bias and correlation in surface ozone over the course of a season can be improved by using time-varying ozone lateral boundary conditions, particularly through the correct assignment of stratospheric vs. tropospheric ozone along the western lateral boundary (for North America). Part of the improvement in surface ozone forecasts results from improvements in the characterization of near-surface ozone along the lateral boundaries that then directly impact surface locations near the boundaries. However, there is an additional benefit from the correct characterization of the location of the tropopause along the western lateral boundary such that the model can correctly simulate stratospheric intrusions and their associated exchange of ozone from stratosphere to troposphere. Over a three-month period in spring 2010, the mean bias was seen to improve by as much as 5 ppbv and the correlation by 0.1 depending on location, and on the form of the chemical lateral boundary condition.

  1. Empirical forecast of the quiet time Ionosphere over Europe: a comparative model investigation

    Badeke, R.; Borries, C.; Hoque, M. M.; Minkwitz, D.

    2016-12-01

    The purpose of this work is to find the best empirical model for a reliable 24 hour forecast of the ionospheric Total Electron Content (TEC) over Europe under geomagnetically quiet conditions. It will be used as an improved reference for the description of storm-induced perturbations in the ionosphere. The observational TEC-data were obtained from the International GNSS Service (IGS). Four different forecast model approaches were validated with observational IGS TEC-data: a 27 day median model (27d), a Fourier Analysis (FA) approach, the Neustrelitz TEC global model (NTCM-GL) and NeQuick 2. Two years were investigated depending on the solar activity: 2015 (high activity) and 2008 (low avtivity) The time periods of magnetic storms, which were identified with the Dst index, were excluded from the validation. For both years the two models 27d and FA show better results than NTCM-GL and NeQuick 2. For example for the year 2015 and 15° E / 50° N the difference between the IGS data and the predicted 27d model shows a mean value of 0.413 TEC units (TECU), a standard deviation of 3.307 TECU and a correlation coefficient of 0.921, while NTCM-GL and NeQuick 2 have mean differences of around 2-3 TECU, standard deviations of 4.5-5 TECU and correlation coefficients below 0.85. Since 27d and FA predictions strongly depend on observational data, the results confirm that data driven forecasts perform better than the climatological models NTCM-GL and NeQuick 2. However, the benefits of NTCM-GL and NeQuick 2 are actually the lower data dependency, i.e. they do not lack on precision when observational IGS TEC data are unavailable. Hence a combination of the different models is recommended reacting accordingly to the different data availabilities.

  2. Application of SARIMA model to forecasting monthly flows in Waterval River, South Africa

    Tadesse Kassahun Birhanu

    2017-12-01

    Full Text Available Knowledge of future river flow information is fundamental for development and management of a river system. In this study, Waterval River flow was forecasted by SARIMA model using GRETL statistical software. Mean monthly flows from 1960 to 2016 were used for modelling and forecasting. Different unit root and Mann–Kendall trend analysis proved the stationarity of the observed flow time series. Based on seasonally differenced correlogram characteristics, different SARIMA models were evaluated; their parameters were optimized, and diagnostic check up of forecasts was made using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AI and Hannan–Quinn (HQ criteria, SARIMA (3, 0, 2 x (3, 1, 312 model was selected for Waterval River flow forecasting. Comparison of forecast performance of SARIMA models with that of computational intelligent forecasting techniques was recommended for future study.

  3. A high resolution WRF model for wind energy forecasting

    Vincent, Claire Louise; Liu, Yubao

    2010-05-01

    The increasing penetration of wind energy into national electricity markets has increased the demand for accurate surface layer wind forecasts. There has recently been a focus on forecasting the wind at wind farm sites using both statistical models and numerical weather prediction (NWP) models. Recent advances in computing capacity and non-hydrostatic NWP models means that it is possible to nest mesoscale models down to Large Eddy Simulation (LES) scales over the spatial area of a typical wind farm. For example, the WRF model (Skamarock 2008) has been run at a resolution of 123 m over a wind farm site in complex terrain in Colorado (Liu et al. 2009). Although these modelling attempts indicate a great hope for applying such models for detailed wind forecasts over wind farms, one of the obvious challenges of running the model at this resolution is that while some boundary layer structures are expected to be modelled explicitly, boundary layer eddies into the inertial sub-range can only be partly captured. Therefore, the amount and nature of sub-grid-scale mixing that is required is uncertain. Analysis of Liu et al. (2009) modelling results in comparison to wind farm observations indicates that unrealistic wind speed fluctuations with a period of around 1 hour occasionally occurred during the two day modelling period. The problem was addressed by re-running the same modelling system with a) a modified diffusion constant and b) two-way nesting between the high resolution model and its parent domain. The model, which was run with horizontal grid spacing of 370 m, had dimensions of 505 grid points in the east-west direction and 490 points in the north-south direction. It received boundary conditions from a mesoscale model of resolution 1111 m. Both models had 37 levels in the vertical. The mesoscale model was run with a non-local-mixing planetary boundary layer scheme, while the 370 m model was run with no planetary boundary layer scheme. It was found that increasing the

  4. Daily air quality index forecasting with hybrid models: A case in China

    Zhu, Suling; Lian, Xiuyuan; Liu, Haixia; Hu, Jianming; Wang, Yuanyuan; Che, Jinxing

    2017-01-01

    Air quality is closely related to quality of life. Air pollution forecasting plays a vital role in air pollution warnings and controlling. However, it is difficult to attain accurate forecasts for air pollution indexes because the original data are non-stationary and chaotic. The existing forecasting methods, such as multiple linear models, autoregressive integrated moving average (ARIMA) and support vector regression (SVR), cannot fully capture the information from series of pollution indexes. Therefore, new effective techniques need to be proposed to forecast air pollution indexes. The main purpose of this research is to develop effective forecasting models for regional air quality indexes (AQI) to address the problems above and enhance forecasting accuracy. Therefore, two hybrid models (EMD-SVR-Hybrid and EMD-IMFs-Hybrid) are proposed to forecast AQI data. The main steps of the EMD-SVR-Hybrid model are as follows: the data preprocessing technique EMD (empirical mode decomposition) is utilized to sift the original AQI data to obtain one group of smoother IMFs (intrinsic mode functions) and a noise series, where the IMFs contain the important information (level, fluctuations and others) from the original AQI series. LS-SVR is applied to forecast the sum of the IMFs, and then, S-ARIMA (seasonal ARIMA) is employed to forecast the residual sequence of LS-SVR. In addition, EMD-IMFs-Hybrid first separately forecasts the IMFs via statistical models and sums the forecasting results of the IMFs as EMD-IMFs. Then, S-ARIMA is employed to forecast the residuals of EMD-IMFs. To certify the proposed hybrid model, AQI data from June 2014 to August 2015 collected from Xingtai in China are utilized as a test case to investigate the empirical research. In terms of some of the forecasting assessment measures, the AQI forecasting results of Xingtai show that the two proposed hybrid models are superior to ARIMA, SVR, GRNN, EMD-GRNN, Wavelet-GRNN and Wavelet-SVR. Therefore, the

  5. Initialization and Predictability of a Coupled ENSO Forecast Model

    Chen, Dake; Zebiak, Stephen E.; Cane, Mark A.; Busalacchi, Antonio J.

    1997-01-01

    The skill of a coupled ocean-atmosphere model in predicting ENSO has recently been improved using a new initialization procedure in which initial conditions are obtained from the coupled model, nudged toward observations of wind stress. The previous procedure involved direct insertion of wind stress observations, ignoring model feedback from ocean to atmosphere. The success of the new scheme is attributed to its explicit consideration of ocean-atmosphere coupling and the associated reduction of "initialization shock" and random noise. The so-called spring predictability barrier is eliminated, suggesting that such a barrier is not intrinsic to the real climate system. Initial attempts to generalize the nudging procedure to include SST were not successful; possible explanations are offered. In all experiments forecast skill is found to be much higher for the 1980s than for the 1970s and 1990s, suggesting decadal variations in predictability.

  6. Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models

    Elkantassi, Soumaya

    2017-04-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  7. Artificial Neural Network versus Linear Models Forecasting Doha Stock Market

    Yousif, Adil; Elfaki, Faiz

    2017-12-01

    The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.

  8. An application of seasonal ARIMA models on group commodities to forecast Philippine merchandise exports performance

    Natividad, Gina May R.; Cawiding, Olive R.; Addawe, Rizavel C.

    2017-11-01

    The increase in the merchandise exports of the country offers information about the Philippines' trading role within the global economy. Merchandise exports statistics are used to monitor the country's overall production that is consumed overseas. This paper investigates the comparison between two models obtained by a) clustering the commodity groups into two based on its proportional contribution to the total exports, and b) treating only the total exports. Different seasonal autoregressive integrated moving average (SARIMA) models were then developed for the clustered commodities and for the total exports based on the monthly merchandise exports of the Philippines from 2011 to 2016. The data set used in this study was retrieved from the Philippine Statistics Authority (PSA) which is the central statistical authority in the country responsible for primary data collection. A test for significance of the difference between means at 0.05 level of significance was then performed on the forecasts produced. The result indicates that there is a significant difference between the mean of the forecasts of the two models. Moreover, upon a comparison of the root mean square error (RMSE) and mean absolute error (MAE) of the models, it was found that the models used for the clustered groups outperform the model for the total exports.

  9. Forecasting high-priority infectious disease surveillance regions: a socioeconomic model.

    Chan, Emily H; Scales, David A; Brewer, Timothy F; Madoff, Lawrence C; Pollack, Marjorie P; Hoen, Anne G; Choden, Tenzin; Brownstein, John S

    2013-02-01

    Few researchers have assessed the relationships between socioeconomic inequality and infectious disease outbreaks at the population level globally. We use a socioeconomic model to forecast national annual rates of infectious disease outbreaks. We constructed a multivariate mixed-effects Poisson model of the number of times a given country was the origin of an outbreak in a given year. The dataset included 389 outbreaks of international concern reported in the World Health Organization's Disease Outbreak News from 1996 to 2008. The initial full model included 9 socioeconomic variables related to education, poverty, population health, urbanization, health infrastructure, gender equality, communication, transportation, and democracy, and 1 composite index. Population, latitude, and elevation were included as potential confounders. The initial model was pared down to a final model by a backwards elimination procedure. The dependent and independent variables were lagged by 2 years to allow for forecasting future rates. Among the socioeconomic variables tested, the final model included child measles immunization rate and telephone line density. The Democratic Republic of Congo, China, and Brazil were predicted to be at the highest risk for outbreaks in 2010, and Colombia and Indonesia were predicted to have the highest percentage of increase in their risk compared to their average over 1996-2008. Understanding socioeconomic factors could help improve the understanding of outbreak risk. The inclusion of the measles immunization variable suggests that there is a fundamental basis in ensuring adequate public health capacity. Increased vigilance and expanding public health capacity should be prioritized in the projected high-risk regions.

  10. The long-run forecasting of energy prices using the model of shifting trend

    Radchenko, Stanislav

    2005-01-01

    Developing models for accurate long-term energy price forecasting is an important problem because these forecasts should be useful in determining both supply and demand of energy. On the supply side, long-term forecasts determine investment decisions of energy-related companies. On the demand side, investments in physical capital and durable goods depend on price forecasts of a particular energy type. Forecasting long-run rend movements in energy prices is very important on the macroeconomic level for several developing countries because energy prices have large impacts on their real output, the balance of payments, fiscal policy, etc. Pindyck (1999) argues that the dynamics of real energy prices is mean-reverting to trend lines with slopes and levels that are shifting unpredictably over time. The hypothesis of shifting long-term trend lines was statistically tested by Benard et al. (2004). The authors find statistically significant instabilities for coal and natural gas prices. I continue the research of energy prices in the framework of continuously shifting levels and slopes of trend lines started by Pindyck (1999). The examined model offers both parsimonious approach and perspective on the developments in energy markets. Using the model of depletable resource production, Pindyck (1999) argued that the forecast of energy prices in the model is based on the long-run total marginal cost. Because the model of a shifting trend is based on the competitive behavior, one may examine deviations of oil producers from the competitive behavior by studying the difference between actual prices and long-term forecasts. To construct the long-run forecasts (10-year-ahead and 15-year-ahead) of energy prices, I modify the univariate shifting trends model of Pindyck (1999). I relax some assumptions on model parameters, the assumption of white noise error term, and propose a new Bayesian approach utilizing a Gibbs sampling algorithm to estimate the model with autocorrelation. To

  11. WRF-Fire: coupled weather-wildland fire modeling with the weather research and forecasting model

    Janice L. Coen; Marques Cameron; John Michalakes; Edward G. Patton; Philip J. Riggan; Kara M. Yedinak

    2012-01-01

    A wildland fire behavior module (WRF-Fire) was integrated into the Weather Research and Forecasting (WRF) public domain numerical weather prediction model. The fire module is a surface fire behavior model that is two-way coupled with the atmospheric model. Near-surface winds from the atmospheric model are interpolated to a finer fire grid and used, with fuel properties...

  12. An analysis of seasonal predictability in coupled model forecasts

    Peng, P.; Wang, W. [NOAA, Climate Prediction Center, Washington, DC (United States); Kumar, A. [NOAA, Climate Prediction Center, Washington, DC (United States); NCEP/NWS/NOAA, Climate Prediction Center, Camp Springs, MD (United States)

    2011-02-15

    In the recent decade, operational seasonal prediction systems based on initialized coupled models have been developed. An analysis of how the predictability of seasonal means in the initialized coupled predictions evolves with lead-time is presented. Because of the short lead-time, such an analysis for the temporal behavior of seasonal predictability involves a mix of both the predictability of the first and the second kind. The analysis focuses on the lead-time dependence of ensemble mean variance, and the forecast spread. Further, the analysis is for a fixed target season of December-January-February, and is for sea surface temperature, rainfall, and 200-mb height. The analysis is based on a large set of hindcasts from an initialized coupled seasonal prediction system. Various aspects of predictability of the first and the second kind are highlighted for variables with long (for example, SST), and fast (for example, atmospheric) adjustment time scale. An additional focus of the analysis is how the predictability in the initialized coupled seasonal predictions compares with estimates based on the AMIP simulations. The results indicate that differences in the set up of AMIP simulations and coupled predictions, for example, representation of air-sea interactions, and evolution of forecast spread from initial conditions do not change fundamental conclusion about the seasonal predictability. A discussion of the analysis presented herein, and its implications for the use of AMIP simulations for climate attribution, and for time-slice experiments to provide regional information, is also included. (orig.)

  13. An artificial neural network model for rainfall forecasting in Bangkok, Thailand

    N. Q. Hung

    2009-08-01

    Full Text Available This paper presents a new approach using an Artificial Neural Network technique to improve rainfall forecast performance. A real world case study was set up in Bangkok; 4 years of hourly data from 75 rain gauge stations in the area were used to develop the ANN model. The developed ANN model is being applied for real time rainfall forecasting and flood management in Bangkok, Thailand. Aimed at providing forecasts in a near real time schedule, different network types were tested with different kinds of input information. Preliminary tests showed that a generalized feedforward ANN model using hyperbolic tangent transfer function achieved the best generalization of rainfall. Especially, the use of a combination of meteorological parameters (relative humidity, air pressure, wet bulb temperature and cloudiness, the rainfall at the point of forecasting and rainfall at the surrounding stations, as an input data, advanced ANN model to apply with continuous data containing rainy and non-rainy period, allowed model to issue forecast at any moment. Additionally, forecasts by ANN model were compared to the convenient approach namely simple persistent method. Results show that ANN forecasts have superiority over the ones obtained by the persistent model. Rainfall forecasts for Bangkok from 1 to 3 h ahead were highly satisfactory. Sensitivity analysis indicated that the most important input parameter besides rainfall itself is the wet bulb temperature in forecasting rainfall.

  14. Accelerating the Global Nested Air Quality Prediction Modeling System (GNAQPMS) model on Intel Xeon Phi processors

    Wang, Hui; Chen, Huansheng; Wu, Qizhong; Lin, Junming; Chen, Xueshun; Xie, Xinwei; Wang, Rongrong; Tang, Xiao; Wang, Zifa

    2017-01-01

    The GNAQPMS model is the global version of the Nested Air Quality Prediction Modelling System (NAQPMS), which is a multi-scale chemical transport model used for air quality forecast and atmospheric environmental research. In this study, we present our work of porting and optimizing the GNAQPMS model on the second generation Intel Xeon Phi processor codename “Knights Landing” (KNL). Compared with the first generation Xeon Phi coprocessor, KNL introduced many new hardware features such as a boo...

  15. Multi-model forecast skill for mid-summer rainfall over southern Africa

    Landman, WA

    2012-02-01

    Full Text Available -model forecasts outperform the single 17 model forecasts, that the two multi-model schemes produce about equally skilful 18 forecasts, and that the forecasts perform better during El Ni?o and La Ni?a 19 seasons than during neutral years. 20 21 22 3 1... to be 19 anomalously dry during El Ni?o years and anomalously wet during La Ni?a years, 20 although wet El Ni?o seasons and dry La Ni?a seasons are not uncommon. 21 Indian and Atlantic Ocean SST also have a statistically detectable influence on 22 South...

  16. The Global Tsunami Model (GTM)

    Lorito, S.; Basili, R.; Harbitz, C. B.; Løvholt, F.; Polet, J.; Thio, H. K.

    2017-12-01

    The tsunamis occurred worldwide in the last two decades have highlighted the need for a thorough understanding of the risk posed by relatively infrequent but often disastrous tsunamis and the importance of a comprehensive and consistent methodology for quantifying the hazard. In the last few years, several methods for probabilistic tsunami hazard analysis have been developed and applied to different parts of the world. In an effort to coordinate and streamline these activities and make progress towards implementing the Sendai Framework of Disaster Risk Reduction (SFDRR) we have initiated a Global Tsunami Model (GTM) working group with the aim of i) enhancing our understanding of tsunami hazard and risk on a global scale and developing standards and guidelines for it, ii) providing a portfolio of validated tools for probabilistic tsunami hazard and risk assessment at a range of scales, and iii) developing a global tsunami hazard reference model. This GTM initiative has grown out of the tsunami component of the Global Assessment of Risk (GAR15), which has resulted in an initial global model of probabilistic tsunami hazard and risk. Started as an informal gathering of scientists interested in advancing tsunami hazard analysis, the GTM is currently in the process of being formalized through letters of interest from participating institutions. The initiative has now been endorsed by the United Nations International Strategy for Disaster Reduction (UNISDR) and the World Bank's Global Facility for Disaster Reduction and Recovery (GFDRR). We will provide an update on the state of the project and the overall technical framework, and discuss the technical issues that are currently being addressed, including earthquake source recurrence models, the use of aleatory variability and epistemic uncertainty, and preliminary results for a probabilistic global hazard assessment, which is an update of the model included in UNISDR GAR15.

  17. Modeling and forecasting of electrical power demands for capacity planning

    Al-Shobaki, Salman; Mohsen, Mousa

    2008-01-01

    This paper describes the development of forecasting models to predict future generation and electrical power consumption in Jordan. This is critical to production cost since power is generated by burning expensive imported oil. Currently, the National Electric Power Company (NEPCO) is using regression models that only accounts for trend dynamics in their planning of loads and demand levels. The models are simplistic and are based on generated energy historical levels. They produce results on yearly bases and do not account for monthly variability in demand levels. The paper presents two models, one based on the generated energy data and the other is based on the consumed energy data. The models account for trend, monthly seasonality, and cycle dynamics. Both models are compared to NEPCO's model and indicate that NEPCO is producing energy at levels higher than needed (5.25%) thus increasing the loss in generated energy. The developed models also show a 13% difference between the generated energy and the consumed energy that is lost due to transmission line and in-house consumption

  18. Modeling and forecasting of electrical power demands for capacity planning

    Al-Shobaki, Salman [Department of Industrial Engineering, Hashemite University, Zarka 13115 (Jordan); Mohsen, Mousa [Department of Mechanical Engineering, Hashemite University, Zarka 13115 (Jordan)

    2008-11-15

    This paper describes the development of forecasting models to predict future generation and electrical power consumption in Jordan. This is critical to production cost since power is generated by burning expensive imported oil. Currently, the National Electric Power Company (NEPCO) is using regression models that only accounts for trend dynamics in their planning of loads and demand levels. The models are simplistic and are based on generated energy historical levels. They produce results on yearly bases and do not account for monthly variability in demand levels. The paper presents two models, one based on the generated energy data and the other is based on the consumed energy data. The models account for trend, monthly seasonality, and cycle dynamics. Both models are compared to NEPCO's model and indicate that NEPCO is producing energy at levels higher than needed (5.25%) thus increasing the loss in generated energy. The developed models also show a 13% difference between the generated energy and the consumed energy that is lost due to transmission line and in-house consumption. (author)

  19. Ensemble empirical model decomposition and neuro-fuzzy conjunction model for middle and long-term runoff forecast

    Tan, Q.

    2017-12-01

    Forecasting the runoff over longer periods, such as months and years, is one of the important tasks for hydrologists and water resource managers to maximize the potential of the limited water. However, due to the nonlinear and nonstationary characteristic of the natural runoff, it is hard to forecast the middle and long-term runoff with a satisfactory accuracy. It has been proven that the forecast performance can be improved by using signal decomposition techniques to product more cleaner signals as model inputs. In this study, a new conjunction model (EEMD-neuro-fuzzy) with adaptive ability is proposed. The ensemble empirical model decomposition (EEMD) is used to decompose the runoff time series into several components, which are with different frequencies and more cleaner than the original time series. Then the neuro-fuzzy model is developed for each component. The final forecast results can be obtained by summing the outputs of all neuro-fuzzy models. Unlike the conventional forecast model, the decomposition and forecast models in this study are adjusted adaptively as long as new runoff information is added. The proposed models are applied to forecast the monthly runoff of Yichang station, located in Yangtze River of China. The results show that the performance of adaptive forecast model we proposed outperforms than the conventional forecast model, the Nash-Sutcliffe efficiency coefficient can reach to 0.9392. Due to its ability to process the nonstationary data, the forecast accuracy, especially in flood season, is improved significantly.

  20. Deep Learning Based Solar Flare Forecasting Model. I. Results for Line-of-sight Magnetograms

    Huang, Xin; Wang, Huaning; Xu, Long; Liu, Jinfu; Li, Rong; Dai, Xinghua

    2018-03-01

    Solar flares originate from the release of the energy stored in the magnetic field of solar active regions, the triggering mechanism for these flares, however, remains unknown. For this reason, the conventional solar flare forecast is essentially based on the statistic relationship between solar flares and measures extracted from observational data. In the current work, the deep learning method is applied to set up the solar flare forecasting model, in which forecasting patterns can be learned from line-of-sight magnetograms of solar active regions. In order to obtain a large amount of observational data to train the forecasting model and test its performance, a data set is created from line-of-sight magnetogarms of active regions observed by SOHO/MDI and SDO/HMI from 1996 April to 2015 October and corresponding soft X-ray solar flares observed by GOES. The testing results of the forecasting model indicate that (1) the forecasting patterns can be automatically reached with the MDI data and they can also be applied to the HMI data; furthermore, these forecasting patterns are robust to the noise in the observational data; (2) the performance of the deep learning forecasting model is not sensitive to the given forecasting periods (6, 12, 24, or 48 hr); (3) the performance of the proposed forecasting model is comparable to that of the state-of-the-art flare forecasting models, even if the duration of the total magnetograms continuously spans 19.5 years. Case analyses demonstrate that the deep learning based solar flare forecasting model pays attention to areas with the magnetic polarity-inversion line or the strong magnetic field in magnetograms of active regions.