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Implicit Particle Filtering for Models with Partial Noise, and an ...

By: A. J. Chorin; M. Morzfeld

Description: Lawrence Berkeley National Laboratory, Berkeley, CA, USA. Implicit particle filtering is a sequential Monte Carlo method for data assimilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by minimizing, for each particle, a scalar function F of the state variables. Some previous implementations of the implicit filter rely on finding the Hessians of these funct...

Evensen, G.: Data assimilation, Springer, 2007.; Doucet, A., de Freitas, N., and Gordon, N.: Sequential {M}onte {C}arlo methods in practice, Springer, 2001.; Arulampalam, M. S., Maskell, S., Gordon, N., and Clapp, T.: A tutorial on particle filters for online nonlinear/non-{G}aussian {B}ayesian tracking, IEEE Trans. Signal Process., 50, 174–188, 2002.; Atkins, E., Morzfeld, M., and Chorin, A. J.: The implicit particle filter and its connection to variational data assimil...

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Extremum Statistics: a Framework for Data Analysis : Volume 9, Iss...

By: G. Rowlands; N. W. Watkins; S. C. Chapman

Description: Physics Department, University of Warwick, Coventry CV4 7AL, UK. Recent work has suggested that in highly correlated systems, such as sandpiles, turbulent fluids, ignited trees in forest fires and magnetization in a ferromagnet close to a critical point, the probability distribution of a global quantity (i.e. total energy dissipation, magnetization and so forth) that has been normalized to the first two moments follows a specific non-Gaus...

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An Extended Singular Spectrum Transformation (Sst) for the Investi...

By: N. Itoh; N. Marwan

Description: University of Potsdam Interdisciplinary Center for Dynamics of Complex Systems (DYCOS), Campus Golm, Building 14 Karl-Liebknecht-Str. 24, 14476, Potsdam, Germany. In this paper a change-point detection method is proposed by extending the singular spectrum transformation (SST) developed as one of the capabilities of singular spectrum analysis (SSA). The method uncovers change points related with trends and periodicities. The potential of the proposed meth...

Ashok, K., Guan, Z., and Yamagata, T.: Impact of the Indian Ocean Dipole on the relationship between the Indian Monsoon rainfall and ENSO, Geophys. Res. Lett, 26, 4499–4502, 2001.; Basseville, M. and Nikiforov, I.: Detection of abrupt changes, theory and application, Englewood Cliffs NJ, Prentice-Hall, 1993.; Behera, S. K., Luo, J. J., Masson, S., Delecluse, P., Gualdi, S., Navarra, A., and Yamagata, T.: Paramount impact of the Indian Ocean Dipole on the East African sho...

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Spatial Analysis of Oil Reservoirs Using Dfa of Geophysical Data :...

By: L. S. Lucena; M. V. M. Mata; R. A. Ribeiro; U. L. Fulco; G. Corso

Description: Centro Universitário- FACEX-UNIFACEX, Rua Orlando Silva, 2897, Capim Macio, CEP 59080 020, Natal, RN, Brazil. We employ Detrended Fluctuation Analysis (DFA) technique to investigate spatial properties of an oil reservoir. This reservoir is situated at Bacia de Namorados, RJ, Brazil. The data corresponds to well logs of the following geophysical quantities: sonic, gamma ray, density, porosity and electrical resistivity, measured in 56 wells. We test...

Andrade, R. F., Oliveira, O., Cardoso, A. L., Lucena, L. S., Leite, F. E. A., Porsani, M. J., and Maciel, R. C.: Exploring self-affine properties in seismograms, Comput. Geosci., 13, 155–163, 2009.; Asquith, G. and Krygowski, D.: Basic Well Log Analysis, American Association of Petroleum Geologists, Tulsa, Oklahoma, 2004.; Bunde, A. and Havlin, S.: Fractals and Disordered Systems, Springer, Berlin, New York, 1996.; Chun-Feng, L. I. and Liner, C.: Singularity exponent fro...

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On the Role of Electromagnetic Phenomena in Some Atmospheric Proce...

By: A. V. Belyan; S. N. Artekha

Description: Space Research Institute, Moscow, Russia. A crucial part of electromagnetic phenomena in many atmospheric processes is verified by systematized data. The multilayered charged system of clouds represents some dynamically equilibrium structure kept by the ionic and polarization forces. The estimates of acting forces are presented and the necessity of taking into account the plasma-like subsystems' effect on some atmospheric phenomena is demonstrated, incl...

Artekha, S. N., Golbraikh, E., and Erokhin, N. S.: On the role of electromagnetic interactions in dynamics of powerful atmospheric vortices, Probl. At. Sci. Tech., 4, 94–99, 2003.; Arteha, S. N. and Erokhin, N. S.: Electromagnetic forces and vortical processes in atmosphere, in: Proceedings of the International Conference MSS-04 Mode Conversion, Coherent Structures and Turbulence, Rohos Ltd., Moscow, 326–332, 2004.; Arteha, S. N. and Erokhin, N. S.: On the Coupling of La...

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Classification of Probability Densities on the Basis of Pearson’s ...

By: B. Lefebvre; V. Krasnoselskikh; V. Podladchikov; O. Podladchikova

Description: Max-Planck-Institut für Aeronomie, Max-Planck-Str. 2, D-37191 Katlenburg-Lindau, Germany. An important task for the problem of coronal heating is to produce reliable evaluation of the statistical properties of energy release and eruptive events such as micro-and nanoflares in the solar corona. Different types of distributions for the peak flux, peak count rate measurements, pixel intensities, total energy flux or emission measures increas...

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Post-processing Through Linear Regression : Volume 18, Issue 2 (07...

By: S. Vannitsem; B. Van Schaeybroeck

Description: Koninklijk Meteorologisch Instituut (KMI), Ringlaan 3, 1180 Brussels, Belgium. Various post-processing techniques are compared for both deterministic and ensemble forecasts, all based on linear regression between forecast data and observations. In order to evaluate the quality of the regression methods, three criteria are proposed, related to the effective correction of forecast error, the optimal variability of the corrected forecast and multicollineari...

Barker, F., Y.C. Soh and R.J. Evans, 1988: Properties of the geometric-mean functional relationship, Biometrics \bf 44, 279.; Björck, A.: Numerical methods for least-square problems, SIAM, Philadelphia, 408 pp., 1996.; Casella, G. and Berger, R. L.: Statistical Inference, Brooks Cole Publishing, 661 pp., 1989.; Crone L.J., L.M. McMillin, D.S. Crosby, 1996: Constrained regression in satellite meteorology. J. Appl. Meteorol., {\bf 35}: 2023-2035.; Draper, N. ...

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Soils' Seismic Property Research on the Basis of Investigation of ...

By: V. B. Zaalishvili

Description: Geophysical Institute VSC RAS, Vladikavkaz, Russia. The most important problem of seismic microzonation (SMZ) is to prove the assessment of soil conditions' influence on the response of buildings and constructions. On the modern stage, SMZ can not remain in linear positions, and empirical tools of SMZ take into account nonlinear soil properties. A number of instrumental techniques for nonlinear phenomenon investigation in soils are given in the paper. N...

Dzhindzholava, B. S.: Evaluation of the sensitivity of metrological parameters of measuring and computing systems in operation modes, in: Methods and Means of Metrological Assurance: Coll. Works NMI, Metsniereba, Tbilisi, 72–75, 1986.; Engelbrecht, Y. K. and Feldman, M. V.: Change in the spectral composition of the seismic pulses during propagation in a nonlinear medium, in: Problems of Nonlinear Seismology, Nauka, Moscow, 103–108, 1987.; Khalturin, V. I., Rautian, T. G....

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The Impact of Nonlinearity in Lagrangian Data Assimilation : Volum...

By: A. Apte; C. K. R. T. Jones

Description: TIFR Centre for Applicable Mathematics, P. O. Bag 6503, Chikkabommasandra, Bangalore 560064, India. The focus of this paper is on how two main manifestations of nonlinearity in low-dimensional systems – shear around a center fixed point (nonlinear center) and the differential divergence of trajectories passing by a saddle (nonlinear saddle) – strongly affect data assimilation. The impact is felt through their leading to non-Gaussian distribution functi...

Anderson, J. L.: An Ensemble Adjustment Kalman Filter for Data Assimilation, Mon. Weather Rev., 129, 2884, 2001.; Apte, A., Hairer, M., Stuart, A., and Voss, J.: Sampling the posterior: an approach to non-Gaussian data assimilation, Physica D, 230, 50–64, 2007.; Apte, A., Jones, C., Stuart, A., and Voss, J.: Data assimilation: Mathematical and statistical perspectives, Int. J. Numer. Meth. Fluids, 56, 1033–1046, 2008{a}.; Apte, A., Jones, C., and Stuart, A. M.: A B}ayesi...

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Quasi-biennial Oscillations Extracted from the Monthly Nao Index a...

By: M. Paluš; D. Novotná

Description: Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod vodárenskou věží 2, 182 07 Prague 8, Czech Republic. Using the extension of Monte Carlo Singular System Analysis (MC SSA), based on evaluating and testing the regularity of the dynamics of the SSA modes against the colored noise null hypothesis, we demonstrate detection of oscillatory modes with period of about 27 months in records of monthly average near-surface air temperatu...

Allefeld, C. and Kurths, J.: Testing for phase synchronization, Int J Bif Chaos, 14(2), 406–416, 2004.; Allen, M. R. and Smith, L. A.: Investigating the origins and significance of low-frequency modes of climate variability, Geophys. Res. Lett. 21, 883–886, 1994.; Allen, M. R. and Smith, L. A.: Monte Carlo SSA: Detecting irregular oscillations in the presence of colored noise, J. Climate, 9(12), 3373–3404, 1996.; Bochní\vcek, J. and Hejda, P.: The winter NAO pattern chan...

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Lagrangian Drifter Paths and Length Scales in the Tropical Pacific...

By: Z. Fang; T. Nakanishi; T. Kawano; Y. Kashino; S. Nakamoto; K. Muneyama

Description: Japan Marine Science and Technology Center, 2-15, Natsushima-cho, Yokosuka, 237, Japan. This paper presents an analysis of WOCE/TOGA surface drifter paths and its interpretation in conjunction with the west Pacific warm pool water motion. Our interest here lies in the existence of scale invariance in the observed data sets. The analysis proceeds by detecting scale invariance in the drifter paths data, and interpreting the invariance in terms of the stati...

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Fractal Dimension Analysis of the Magnetic Time Series Associated ...

By: G. Galvez-coyt; G. Cifuentes-nava; E. L. Flores-marquez

Description: Instituto de Geofísica, Universidad Nacional Autónoma de México, Circuito Institutos S/N, Ciudad Universitaria, Coyoacán, 04510 D.F., México. Fractal analysis of the total magnetic field (TMF) time series from 1997 to 2003 at Popocatépetl Volcano is performed and compared with the TMF-series of the Teoloyucan Magnetic Observatory, 100 km away. Using Higuchi's fractal dimension method (D). The D changes over time for both series were compute...

Cifuentes-Nava, G.: Monitoreo geomagnético del volcán Popocatepetl, unpublished M Sc. Thesis, UNAM, 80 pp., 2009.; Davis, P. M., Pierce, D. R., McPhernon, R. L., and Dzurisin, D.: A volcanomagnetic observation on Mount St. Helens, Washington, Geophys. Res. Lett., 11, 233–236, 1984.; De Santis, A., Tozzi, R., and Gaya-Pique, L. R.: Information content and K-entropy of the present geomagnetic field, Earth Planet. Sci. Lett., 218, 269–275, 2004.; Dzurisin, D., Denlinger, R....

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A Two-fluid Model Describing the Finite-collisionality, Stationary...

By: S. M. Finnegan; M. E. Koepke; D. J. Knudsen

Description: Department of Physics, West Virginia University, Morgantown, WV 26506-6315, USA. The stationary inertial Alfvén (StIA) wave (Knudsen, 1996) was predicted for cold, collisionless plasma. The model was generalized (Finnegan et al., 2008) to include nonzero values of electron and ion collisional resistivity and thermal pressure. Here, the two-fluid model is further generalized to include anisotropic thermal pressure. A bounded range of values of parallel el...

Alfvén, H.: Existence of electromagnetic-hydrodynamic waves, Nature, 150, 405, 1942.; Allen, T K., Baker, W R., Pyle, R V., and Wilcox, J M.: Experimental generation of plasma Alfvén waves, Phys. Rev. Lett., 2, 383, 1959.; Chaston, C C., Bonnell, J W., Carlson, C W., McFadden, J P., Ergun, R E., Strangeway, R J., and Lund, E J.: Auroral ion acceleration in dispersive Alfvén waves, J. Geophys. Res., 109, A04205, doi:10.1029/2003JA010053, 2004.; Chust, T., Roux, A., Kurth,...

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An Improved Arima Model for Hydrological Simulations : Volume 1, I...

By: J. Kang; X. Lin; C. Wang; H. R. Wang

Description: College of Water Sciences Key Laboratory for Water and Sediment Sciences Ministry of Education, Beijing Normal University, 19 Xinjiekouwai Street, Beijing, 100875, China. Auto Regressive Integrated Moving Average (ARIMA) model is often used to calculate time series data formed by inter-annual variations of monthly data. However, the influence brought about by inter-monthly variations within each year is ignored. Based on the monthly data classified by ...

Ahmad, S., Khan, I. H., and Parida, B. P.: Performance of stochastic approaches for forecasting river water quality, Water Res., 35, 4261–4266, 2001.; Box, G. E. P.: Models for forecasting seasonal and nonseasonal time series, in: Spectral Analysis of Time Series, edited by: Harris, B., Wiley, New York, 271–311, 1967.; Box, G. E. P.: Time Series Analysis Forecasting and Control, China Statistics Press, Beijing, China, 1997.; Chen, Y. H. and Li, C. L.: Parameter estimatio...

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Spatial Structures and Directionalities in Monsoonal Precipitation...

By: N. Malik; J. Kurths; N. Marwan

Description: Potsdam Institute for Climate Impact Research, P.O. Box 601203, 14412, Potsdam, Germany. Precipitation during the monsoon season over the Indian subcontinent occurs in form of enormously complex spatiotemporal patterns due to the underlying dynamics of atmospheric circulation and varying topography. Employing methods from nonlinear time series analysis, we study spatial structures of the rainfall field during the summer monsoon and identify principle reg...

Bookhagen, B. and Burbank, D. W.: Topography, relief, and TRMM-derived rainfall variations along the Himalaya, Geophys. Res. Lett., 33, L08405, doi:10.1029/2006GL026037, 2006.; Ding, Y. and Sikka, D. R.: Synoptic Systems and Weather, in: The Asian Monsoon, edited by: Wang, B., Springer, 2006.; Gadgil, S.: The Indian Monsoon and its variability, Annu. Rev. Earth Pl. Sc., 31, 429–67, 2003.; Gadgil, S., Yadumani, and Joshi, N.: Coherent rainfall zones of the Indian region, ...

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Particle Trajectories Beneath Wave-current Interaction in a Two-di...

By: H.-h. Hwung; Y.-y. Chen; H.-c. Hsu

Description: Dept. of Marine Environment and Eng., National Sun Yat-Sen Univ., Kaohsiung 804, Taiwan. Within the Lagrangian reference framework we present a third-order trajectory solution for water particles in a two-dimensional wave-current interaction flow. The explicit parametric solution highlights the trajectory of a water particle and the wave kinematics above the mean water level and within a vertical water column, which were calculated previously by an appro...

Biesel, F.: Study of wave propagation in water of gradually varying depth, Gravity Waves, US National Bureau of Standards, Circular 521, 243–253, 1952.; Brevik, I.: Flume experiment on waves and current II, Smooth bed, Coast. Eng., 4, 149–177, 1980.; Buldakov, E. V., Taylor, P. H., and Eatock Taylor, R.: New asymptotic description of nonlinear water waves in Lagrangian coordinates, J. Fluid Mech., 562, 431–444, 2006.; Chen, Y. Y., Hsu, H. C., Chen, G. Y., and Hwung, H. H...

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A Semi-phenomenological Approach to Explain the Event-size Distrib...

By: R. Krenn; S. Hergarten

Description: Institut für Erdwissenschaften, Karl-Franzens-Universität Graz, Heinrichstraße 26, 8010 Graz, Austria. We present a novel approach to explain the complex scaling behavior of the Drossel-Schwabl forest-fire model in two dimensions. Clusters of trees are characterized by their size and perimeter only, whereas spatial correlations are neglected. Coalescence of clusters is restricted to clusters of similar sizes. Our approach derives the value of the scaling...

Bak, P.: How Nature Works – the Science of Self-Organized Criticality, Copernicus, Springer, Berlin, Heidelberg, New York, 1996.; Bak, P., Tang, C., and Wiesenfeld, K.: Self-organized criticality. An explanation of 1/f noise, Phys. Rev. Lett., 59, 381–384, 1987.; Christensen, K., Flyvbjerg, H., and Olami, Z.: Self-organized critical forest-fire model: mean-field theory and simulation results in 1 to 6 dimensions, Phys. Rev. Lett., 71, 2737–2740,

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Dynamics of the Burning Model : Volume 12, Issue 5 (19/07/2005)

By: D. Coca; R. A. Treumann; M. Balikhin; M. Bregman; M. Gedalin; G. Consolini

Description: Ben-Gurion University, Beer-Sheva, Israel. We propose a new avalanching model which is characterized by a) a local threshold in the transition from passive to active states, b) finite life time of active sites, and c) is dissipative. This model seems to be more appropriate for the description of a continuous system where localized reconnection plays a crucial role. The model allows for an analytical treatment. We establish the shape of the distribution ...

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Reply to T. Schneider's Comment on Spatio-temporal Filling of Miss...

By: M. Ghil; D. Kondrashov

Description: University of California, Los Angeles, CA, USA. No abstract available.

Beckers, J. and Rixen, M.: EOF calculations and data filling from incomplete oceanographic data sets, J. Atmos. Ocean. Technol., 20, 1839–1856, 2003.; Everson, R. M. and Sirovich, L.: The Karhuren-Loève transform for incomplete data, J. Opt. Soc. Am., 12, 1657–1664, 1995.; Ghil, M., Allen, R. M., Dettinger, M. D., Ide, K., Kondrashov, D., et al.: : Advanced spectral methods for climatic time series, Rev. Geophys., 40(1), 3.1–3.41, doi:10.1029/2000RG000092, 2002.; Golub, ...

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Large- and Small-scale Turbulent Spectra in Mhd and Atmospheric Fl...

By: A. Eidelman; E. Golbraikh; O. G. Chkhetiani

Description: Space Research Institute, Russian Academy of Sciences, Profsoyuznaya str., 84/32 Moscow 117810, Russia. In the present review we discuss certain studies of large- and small-scale turbulent spectra in MHD and atmospheric flows performed by S. S. Moiseev and his co-authors during the last years of his life and continued by his co-authors after he passed away. It is shown that many ideas developed in these works have not lost their novelty and urgency until...

Alemany, A., Moreau, R., Sulem, P. L., and Frisch, U.: Influence of an external magnetic field on homogeneous MHD turbulence, J. de Mecanique, 18, 277–313, 1979.; Batchelor, G. K.: Computation of the energy spectrum in homogeneous two-dimensional turbulence, Phys. Fluids, 12, 233–239, 1969.; Belyan, A. V., Moiseev, S. S., and Chkhetiani, O. G.: On eddy viscosity in helical turbulence, Physics – Doklady, 39, 13–15, 1994.; Belyan, A. V., Golbraikh, E. I., Moiseev, S. S., a...

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