Composite Time Series Research Articles

Aggregation bias in natural resource price composites: the forestry case

In this paper, we use cointegration tests to evaluate whether two types of aggregation bias are likely to be present in the composite price time series of forestry products. We find that the two types of bias are likely to be present, and furthermore, that forestry price series tend to be difference, rather than trend, stationary processes. These results raise doubts about the information content of composite forestry price time series, and suggest that inferences from such information about timber scarcity trends will likely be spurious. If the time series properties of forestry price series hold for other natural resources, then inferences about resource scarcity trends will also be dubious in these cases. This possibility suggests the need for further research to explore the time series properties of other natural resources.

Seasonal and interannual variability of size-fractionated phytoplankton biomass and community structure at station Kerfix, off the Kerguelen Islands, Antarctica

Time series of phytoplankton biomass and taxonomic composition have been obtained for the 3 years 1992,1993 and 1994 in the northern part of the Southern Ocean (station Kerfix, 50°40'S, 68°25'E). Autotrophic biomass was low throughout the year ( 20 mg m~2) was associated with increased water column stability. During summer blooms, the >10 um size fraction contributed 60% to total integrated biomass. Large autotrophic dinoflagellates, mainly Prorocentrum spp., were associated with the summer phyto- plankton maxima and accounted for >80% of the total autotroph carbon biomass. In November and December, the presence of the large heterotrophic dinoflagellates Protoperidinium spp. and Gyro- dinium spp. contributed a high proportion of total carbon biomass. During winter, the <10 um size fraction contributed 80% of total Chi a biomass with domination of the picoplankton size fraction. The natural assemblage included mainly naked flagellates such as species of the Prasinophyceae, Cryptophyceae and Prymnesiophyceae. During spring, picocyanobacteria occurred in sub-surface water with a maximum abundance in September of 106 cells I1.

The Role of High- and Low-Frequency Dynamics in Blocking Formation

Time evolutions of prominent blocking flow configurations over the North Pacific and Europe are compared based upon composites for the 30 strongest events observed during 27 recent winter seasons. Fluctuations associated with synoptic-scale migratory eddies have been filtered out before the compositing. A quasi-stationary wave train across the Atlantic is evident during the blocking amplification over Europe, while no counterpart is found to the west of the amplifying blocking over the North Pacific. Correlation between the tropopause-level potential vorticity (PV) and meridional wind velocity associated with the amplifying blocking is found to be negative over Europe in association with the anticyclonic evolution of the low-PV center, but it is almost zero over the North Pacific. Feedback from the synoptic-scale eddies, as evaluated in the form of 250-mb geopotential height tendency due to the eddy vorticity flux convergence, accounts for more than 75% of the observed amplification for the Pacific blocking and less than 45% for the European blocking. This difference is highlighted in two types of ‘‘contour advection with surgery’’ experiments. In one of them PV contours observed four days before the peak blocking time were advected by composite time series of the low-pass-filtered observational wind, and in the other experiment they were advected by the low-pass-filtered wind from which the transient eddy feedback evaluated as above had been removed at every time step. Hence, the latter data should be dominated by low-frequency dynamics. For the European blocking both experiments can reproduce the anticyclonic evolution of low-PV air within a blocking ridge as observed. For the Pacific blocking, in contrast, the observed intrusion of low-PV air into the higher latitudes cannot be reproduced without the transient feedback. Furthermore, in a barotropic model initialized with the composite 250-mb flow observed three days before the peak time, a simulated blocking development over the North Pacific is more sensitive to the insertion of the observed transient feedback than that over Europe. These results suggest that the incoming wave activity flux associated with a quasi-stationary Rossby wave train is of primary importance in the blocking formation over Europe, whereas the forcing by the synoptic-scale transients is indispensable to that over the North Pacific.

Intensive venous sampling of adrenocorticotropic hormone in rats with sham or paraventricular nucleus lesions.

Adrenocorticotropic hormone (ACTH) secretion from the anterior pituitary is predominantly regulated by corticotropin-releasing hormone (CRH) and arginine vasopressin (AVP) synthesized in neurons of the paraventricular nucleus (PVN) of the hypothalamus. Secretion of ACTH occurs in pulsatile bursts. To explore the relationship between hypothalamic control and the pulsatile pattern of ACTH secretion, we measured ACTH in 2 min blood samples over 4 h in rats with intact and lesioned PVN during hypovolemic-stress or control conditions and also measured median eminence (ME) levels of CRH, AVP, and oxytocin (OT). Mean plasma ACTH was highest in the sham lesioned-hypovolemic group, lowest in the sham lesioned-control group and intermediate in the two PVN-lesioned groups. CRH in the ME was negligible in the lesioned animals and correlated with OT and AVP. Pulsatile secretion was observed despite PVN ablation. Visual inspection of composite time series suggested different temporal patterns of ACTH secretion. Principal components analysis of the individual ACTH time series revealed three significant eigenvectors which correlated differentially with the three treatment groups. Neither lesioned group had the steep rise over 10 min seen in plasma ACTH in the non-lesioned groups. Delayed ACTH rise after 30-60 min occurred in all but the sham control group. Our data suggest that CRH is responsible for immediate secretion of ACTH in response to hypovolemic stress and that regulators from non-PVN sites may be responsible for more delayed secretion of ACTH in this setting. The persistence of ME AVP and OT levels in the face of > 90% reduction in ME CRH levels leaves open the question of a role for one or both of these peptides in the delayed ACTH response following stress onset and in the generation of pulsatile ACTH secretory bursts.

Diagnostic and prognostic modeling of the terrestrial biosphere with remotely sensed measurements. / Modélisation paramétrique et prédictive de la biosphère terrestre par des observations satellitaires

This paper presents a recapitulative of the modeling studies we have developed to estimate carbon fluxes of the terrestrial biosphere, with various integrations of satellite observations to drive, test, or improve models. The diagnostic model aimed at estimating Net Primary Productivity (NPP) benefits from remotely sensed vegetation index (NDVJ) to monitor the fraction of absorbed photosynthetically active radiation (f(PAR)) with high space and time sampling. Applied to a pluriannual period, this method showed its ability to witness the response of vegetation to major interannual climatic events such as El Nino. Satellite f(PAR) estimates were also used to assess the outputs of a NPP process model that predicts Leaf Area Index (LAI). More complex approaches, based on the assimilation of satellite measurements within process models, are being developed in order to adjust some key model parameters. The balance between heterotrophic respiration (R(h)) and NPP determines the carbon Net Ecosystem Productivity (NEP ), i.e. the net carbon budget of ecosystems, which is the main variable of interest for global carbon cycle study. We describe an approach that combines satellite estimates of NPP with atmospheric CO₂ concentration and isotopic composition time series to adjust simple R(h) models. The method allowed to derive zonal distribution of the Q₁₀ parameter, that presents similar trends with values found in the literature. Besides the obvious advantage of remote sensing for monitoring the seasonal evolution of vegetation, this result proves the ability of satellite data to diagnose a realistic zonal trend of seasonal and annual NPP.

INFLUENCE OF ENSO ON MAXIMUM, MINIMUM, AND MEAN TEMPERATURES IN THE SOUTHEAST UNITED STATES

The El Nino/Southern Oscillation (ENSO) phenomenon, in both its warm and cold states, has a pronounced influence on mean monthly temperature and precipitation in Southeast United States, particularly along the Gulf of Mexico coast. This paper examines the influence of ENSO warm and cold events on the average monthly maximum and minimum as well as mean temperatures at 88 stations across the Southeast during 1931–1994. Composite time series for the 24-month period from July prior to a warm- or cold-event year (year -1) to June following a warm- or cold-event year (year +1) are examined. In the months with the largest mean temperature departures, January and February of years +0 and +1, maximum and minimum temperature departures are of the same sign as the mean temperature departure. However, in much of the region south of Virginia, the maximum and minimum temperature departures are of opposite sign during the autumn of year +0 and spring of year +1. The role of cloud cover is examined in relation to the tem...

Variations of the total ozone trend over the northern hemisphere midlatitudes in winter‐spring seasons 1963–1964 through 1992–1993

Monthly means of total ozone for winter‐spring seasons (December through the next March) since 1963–1964 through 1992–1993 from a network of 19 Dobson stations are averaged to form a composite time series of the winter‐spring midlatitudinal total ozone. A multiple regression statistical model, comprising overall mean level, linear trend, quasi‐biennial, El Niño, solar (including both the 11‐year and its double length “geomagnetic” oscillations), and dynamics of the winter polar vortex terms, is applied to estimate interannual variations of total ozone over the northern hemisphere midlatitudes in winter‐spring seasons. The model used explains about 88% of total variance of the winter‐spring total ozone and gives the value of the anthropogenic trend in the northern hemisphere midlatitudinal total ozone of the order of −3.5%±0.4% per decade since winter‐spring of 1969–1970. The model's results support the hypothesis that the increase of the ozone loss during the 1980s and 1990s over the northern hemispheric midlatitudes may be partially caused by a superposition of “natural” long‐term oscillations in total ozone related to the climatic changes in the atmospheric dynamics. The initial evidences for a strong manifestation of the interannual changes of the polar vortex in the winter‐spring midlatitudinal total ozone data are found. The 22‐year oscillation in the total ozone data is disclosed; however, because of the limited length of the ozone data, one should be cautious to relate this fluctuation uniquely to the solar input.

Landfill Gas Migration—Field Investigations At Skellingsted Landfill, Denmark

The background for a landfill gas explosion accident which happened at Skellingsted Landfill in Denmark was investigated. To understand the behaviour of the lateral migrating landfill gas in the area where the accident occurred, an intensive investigation was carried out after the explosion accident measuring time-series of gas composition in 30 wells over a 35-day period. The changes in gas composition in selected wells following a decrease in barometric pressure were measured over a 33-h period. The maximal distance for measured methane concentrations above 5% (vol.) in the pore gas was 90 m. The investigations showed that changes in barometric pressure have a great impact on the pore gas composition. Indications of methane oxidation were observed down to 2 m below ground in distances of more than 60 m from the landfill.

Convective Wakes in the Equatorial Western Pacific during TOGA

Abstract The evolution of convective wakes was studied using composite time series calculated from data collected in the western Pacific warm pool during a pilot cruise and intensive observation period (IOP) of the Tropical Ocean Global Atmosphere (TOGA) Coupled Ocean-Atmosphere Response Experiment (COARE). Hourly averaged observations from 42 convective wakes were used to compute wake-relative composite time series of the bulk meteorological variables, as well as sensible and latent heat fluxes. These analyses show great similarities between the convective wake characteristics of the pilot cruise and the IOP, despite differences in season and location. This result, combined with a strong correlation between individual wakes and the composite time series, demonstrates the representativeness of the composites. TOGA convective wakes were found to cause a significant decrease in air temperature, a significant increase in wind speed, and thus significant increases in sensible and latent heat fluxes, which is ...

A three-year time series of elemental and biochemical composition of organic matter in subtidal sandy sediments of the Ligurian Sea (northwestern Mediterranean)

Variations in organic matter composition and microphytobenthic biomass were examined in the surface sandy sediments at a water depth of 10 m in the Gulf of Marconi (NW Mediterranean Sea) over a three year period. Seasonal changes in elemental (organic C and total N) and biochemical (lipids, proteins, carbohydrates) composition of sediment organic matter as well as Chla were assessed in order to provide information about the origin and fate of sedimentary organic matter, the contribution of microphytobenthic biomass, seasonal and interannual variations of food quantity and quality, and factors related to food availability. Data obtained in this three-year study revealed that organic matter determined with a muffle furnace is clearly an overestimate of the organic content of the sediment and is thus of little significance for benthic ecologists studying community dynamics in relation to food availability. Labile organic matter, utilized to estimate the food potentially available for benthic consumers, accounted for only a small percentage (on average less than 10%) of total organic C. The highest labile fraction was observed in spring, whereas minima were recorded in winter. Analysis of elemental and biochemical composition of organic matter showed an inverse relationship between amount of organic matter and its potential availability to consumers; small quantities of high-quality organic matter were replaced by large quantities of refractory material. The labile portion was mostly microphytobenthic (65% of the labile carbon). Protein: carbohydrate ratios were low and confirmed the role of proteins as a potentially limiting factor for consumers. Significant differences in nutritional quality of the sediment organic matter were observed from year to year, changes due to the increase in specific labile compound content.

Landfill gas migration—Field investigations at Skellingsted landfill, Denmark

The background for a landfill gas explosion accident which happened at Skellingsted Landfill in Denmark was investigated. To understand the behaviour of the lateral migrating landfill gas in the area where the accident occurred, an intensive investigation was carried out after the explosion accident measuring time-series of gas composition in 30 wells over a 35-day period. The changes in gas composition in selected wells following a decrease in barometric pressure were measured over a 33h period. The maximal distance for measured methane concentrations above 5% (vol.) in the pore gas was 90 m. The investigations showed that changes in barometric pressure have a great impact on the pore gas composition. Indications of methane oxidation were observed down to 2 m below ground in distances of more than 60 m from the landfill.

Changes in ozone trends over the northern hemisphere middle latitudes during the period 1970–1990

Composite time series combining the results of total ozone measurements taken at Dobson stations located within the latitude band 30°N–60°N, in Europe, and North America, have been examined in order to detect any trends. Various regression trend models were used to identify any trend variations over the regions during the period 1970–1990. The results of fitting the models to the data imply that the model which assumes a linear trend provides precise information about the long-term ozone trends (trends during the period 1970–1990). The study identifies short-term summer trends in the 1980s that are evidently more strongly negative than trends that occur in the 1970s (the differences are statistically significant at the 2σ level). The year-round loss (in all analyzed regions) and the winter loss in total ozone (the belt 30°N–60°N) N. America, during the 1980s are about 2–3 times higher than the losses during the 1970s (the differences are statistically significant at the 1σ level).

Biogenic sulfur aerosol in the Arctic troposphere: 1. Contributions to total sulfate

Long‐term observations from 1980 to 1990 of aerosol methanesulfonate (MSA), sulfate, sodium, and other related chemical species as well as a shorter time series of aerosol sulfur isotope composition (δ34S) at Alert, Northwest Territories, Canada, were used in two separate methods to determine the contributions of sea salt, biogenic sources, and pollution to aerosol SO4=. The first method, based on sulfur isotope composition, assumed a three‐source model of anthropogenic, biogenic, and sea‐salt sources for aerosol SO4=. Applying a Monte Carlo uncertainty propagation technique to the three‐source model, the MSA/biogenic SO4= mass ratio was estimated to be between 0.2 and 0.6 in summer and much lower in October to March (&lt;0.08). The second method, based on a multivariate statistical analysis technique, apportioned aerosol SO4= into three major components attributable to the same three sources and yielded an estimate of MSA/biogenic SO4= of 0.2 to 0.9 for the summer months, in agreement with the isotopic estimate. Based on the isotopic composition, aerosol SO4= in summer is 25 to 30% biogenic, 1 to 8% sea‐salt, and the rest (62 to 74%) anthropogenic in origin. At other times of year it is &lt;14% biogenic, 1 to 8% sea salt, and the rest anthropogenic in origin.

Scaling regimes of composite rainfall time series

Scaling regimes of composite rainfall time series

Scaling regimes of composite rainfall time series

The scaling behaviour of rainfall is analysed both for a range of scales in time and for a given scale in intensity using the statistics of the Fourier transform and the cumulative probability distribution. The analyses are applied to sets of long time series of daily rainfall (26 (8) files of 45 (90) years at 13 European stations) and sets of 5-min totals (13 single station summer seasons) thus covering a wide scaling range. The results of both analyses are interpreted in terms of their asymptotically hyperbolic (i.e. power law) behaviour: The ensemble averaged power spectra exhibit distinct scaling regimes with their associated power law behaviour, P ( f ) ∼ f –b : a regime of climatic variability (> 3 years: b ∼ 0.7), a spectral plateau (3 years to 1 month: b – 0) of general circulation fluctuations, a transition regime (1 month to 3 days: a dropping power spectrum without scaling), and a range governed by frontal systems (< 3 days: b ∼ 0.5). The transition region is interpreted as being generated by both of its neighbouring regimes whose scaling can therefore be expanded into the transition regime. Finally an apparent break in scaling (at 2.4 h) can possibly be attributed to the instruments inability to measure frequent weak signals. The tail-end of the hyperbolic distribution (characterizing the intermittency regime) is not approached smoothly but shows a break from the rest of the distribution. Finally, an outlook to multifractal scaling is given. DOI: 10.1034/j.1600-0870.1993.t01-3-00004.x

Forecasting the spot price of gold:combined forecast approaches versus a composite forecast approach

The fluctuation of the gold price has significant impact on the economic and social aspects of a society. In the literature, most authors have employed fundamental analysis approach in forecast model building. The basic principle underlying this approach is that it is the supply and the demand which simultaneously determines the gold price. However, due to the lack of data of quantity supplied and quantity demanded, simultaneous econometric approach seems unsuccessful. In this paper, combined and composite time series forecasting techniques are proposed. The effects of various economic factors towards spot price of gold are also examined. Among the combined forecasting models, it seems that the odds-matrix method of assigning weights provides the most accurate forecasts of spot price of gold. For the economic factors considered, the futures price of gold and and the exchange rate seem to be most informative in forecasting the spot price of gold.

Interannual coherence between North Atlantic atmospheric surface pressure and composite southern U.S.A. sea level

Annual mean sea levels along the southern United States have been examined for interannual variability. Fifteen sea level stations from Cape Hatteras to the Rio Grande that best covered the three lunar nodal cycles from 1931–1987 were selected for analysis. Linear trends, ranging from +0.2 cm/yr to +1.4 cm/yr were subtracted from their respective series, leaving remarkably similar residuals. The composite time series of the 15 residuals was compared with time series of surface air pressure over the North Atlantic Ocean during the period 1947–1987. The best correlation is a negative relationship between composite sea level and wintertime air pressure north of 45°N, and a positive relationship from 20°–45°N. The most significant correlations (−0.73 and +0.51) were found for 60°N, 20°W and for 30°N, 25°W respectively. Wintertime meridional air pressure gradient between these two latitudes represents about 50% of the variance in composite annual mean sea level. Both the sea level and air pressure time series had significant spectral peaks at 13.3 and 4.4 years, with about 52% of the covariance coming from these two periods.

Strong Current Events Related to a Subtropical Front in the Northeast Atlantic

Long-term temperature and current-meter records from moorings in the northern Canary Basin display strong current events with time scales between one and three months and large vertical scales of several thousand meters. The data are compared to hydrographic surveys in the area that show a meandering subtropical front. The strong current events are found to be related to the passage of the front through the mooring positions. An analysis of composite time series, for selected depths, indicates cases of westward and of eastward propagation of frontal meanders. The frontal pattern is also found in geopotential anomalies inferred from historical XBT data sets, suggesting that the front is a persistent feature of the density field. In two cases strong current events appear to be related to a Mediterranean Water lens.

Statistical and spectral properties of some paleomagnetic/paleoclimatic time series

Power spectra were computed for the six paleomagnetic records in Wollin et al. (1977) and for composite time series formed by adding the six records sequentially. Use of the composite series reduces the noise associated with local magnetic and climatic variability. The statistical properties of the composite were found to be insensitive to the ordering of the individual records. Maximum likelihood estimates for the theoretical autocorrelation function of the composite data spaced at intervals of 10,000 years show that the data are described by a second order autoregressive process with first and second order coefficients 0.7 and −0.2. The theoretical power spectrum for these coefficients is monotonically increasing with period becoming nearly flat at periods longer than 100,000 years. Spectra with lag windows of 25 and 50 do not have peaks exceeding the 95% confidence limits. A 100 lag window spectrum has peaks exceeding the confidence limits at 105, 7.4×104 and 2.16×104 yr; however, since it is quite common for artificial paleomagnetic time series generated from the above second order autoregressive process to have significant peaks near one or more of the Earth's three orbital frequencies when using a 100 lag window, one must conclude that there is little if any reliable evidence for orbital forcing in the data studied.