Pricing Weather Derivatives Index based on Temperature: The Case of Bahir Dar,Ethiopia     

Tesfahun BERHANE  Aemiro SHIBABAW  Gurju AWGICHEW 《资源与生态学报(英文版)》2019,10(4):415-423

In this paper we present a stochastic model for daily average temperature to calculate the temperature indices upon which temperature-based derivatives are written. We propose a seasonal mean and volatility model that describes the daily average temperature behavior using the mean-reverting Ornstein-Uhlenbeck process. We also use higher order continuous-time autoregressive process with lag 3 for modeling the time evolution of the temperatures after removing trend and seasonality. Our model is fitted to 11 years of data recorded, in the period 1 January 2005 to 31 December 2015, Bahir Dar, Ethiopia, obtained from Ethiopia National Meteorological Services Agency. The analytical approximation formulas are used to price heating degree days (HDD) and cooling degree days (CDD) futures. The suggested model is analytically tractable for derivation of explicit prices for CDD and HDD futures and option. The price of the CDD future is calculated, using analytical approximation formulas. Numerical examples are presented to indicate the accuracy of the method. The results show that our model performs better to predict CDD indices.  相似文献   

基于回归模型的热带气旋条件下的海表降温参数化方案设计     

韦骏  刘欣  蒋国庆 《海洋学报(英文版)》2018,37(1):1-10

Combining a linear regression and a temperature budget formula, a multivariate regression model is proposed to parameterize and estimate sea surface temperature(SST) cooling induced by tropical cyclones(TCs). Three major dynamic and thermodynamic processes governing the TC-induced SST cooling(SSTC), vertical mixing, upwelling and heat flux, are parameterized empirically using a combination of multiple atmospheric and oceanic variables:sea surface height(SSH), wind speed, wind curl, TC translation speed and surface net heat flux. The regression model fits reasonably well with 10-year statistical observations/reanalysis data obtained from 100 selected TCs in the northwestern Pacific during 2001–2010, with an averaged fitting error of 0.07 and a mean absolute error of 0.72°C between diagnostic and observed SST cooling. The results reveal that the vertical mixing is overall the pre dominant process producing ocean SST cooling, accounting for 55% of the total cooling. The upwelling accounts for 18% of the total cooling and its maximum occurs near the TC center, associated with TC-induced Ekman pumping. The surface heat flux accounts for 26% of the total cooling, and its contribution increases towards the tropics and the continental shelf. The ocean thermal structures, represented by the SSH in the regression model,plays an important role in modulating the SST cooling pattern. The concept of the regression model can be applicable in TC weather prediction models to improve SST parameterization schemes.  相似文献   

CO2浓度增加背景下季风区大气辐射加热响应的差异          下载免费PDF全文

Xia Qu  Gang Huang  Xiaocong Wang 《大气和海洋科学快报》2021,14(3):19-24

大气CO2浓度增加,大气辐射平衡调整,将影响到大气的辐射加热,对季风环流的产生影响.CMIP6结果显示,大气CO2浓度增加,可减弱季风区主雨季对流层高,低层的辐射加热,加强对流层中层的辐射加热.各季风区加热响应的峰值层次不同:亚洲季风区平均层次最高(500-775 hPa),北非,南美,澳洲季风区次之(550-600 hPa),北美(600hPa)和南非季风区(600-775 hPa)较低.各季风区水云的垂直分布及其长波辐射效应的变化是形成峰值层次差异的主因.  相似文献   

风积沙环境下高等级公路冻土块石路基降温性能分析     

韩风雷  张学富  喻文兵  韦良文  周杰 《冰川冻土》2018,40(3):528-538

青藏高原脆弱的生态系统以及人类工程活动,加剧了青藏工程走廊线性工程两侧沙漠化、荒漠化发展趋势,尤其冻土块石路基面临日益严重的风积沙灾害问题。以多年冻土区高等级公路块石路基为研究对象,采用数值模拟分析风积沙环境下封闭块石路基的降温性能和长期热稳定性。结果表明：风积沙堆积对封闭块石路基下部土层冻土温度的影响程度高于冻土上限,1.0 m湿沙工况降低冻土温度,0.2 m干沙则增大冻土温度。升温背景下,随年平均气温增加风沙堆积对路基冻土上限影响程度增强,干沙增大冻土融化深度,湿沙抬升冻土上限。随冻土含冰量减小,路基中心冻土上限对气候升温敏感性增加,风沙堆积影响减弱。气候升温和风沙堆积条件下,在年平均气温低于-5.5℃时,宽幅沥青路面封闭块石路基能够满足降温要求,使人为冻土上限保持在块石层内。研究成果可为风沙危害区多年冻土块石路基的病害治理和拟建青藏高速公路块石路基设计提供科学依据。  相似文献   

ZHDN-SDR 150A型高频声波钻机设计          下载免费PDF全文

潘云雨  梅金星  徐静  高翔  潘俊 《探矿工程》2022,49(2):135-144

文章主要介绍了ZHDN-SDR 150A 型高频声波钻机设计及其验证测试,为该钻机应用于污染场地调查和治理提供理论依据和技术指导。论文阐述了钻机总体设计思路及主要性能参数指标,系统分析了高频声波动力头、钻机主体、配套钻具结构设计及其技术创新。该钻机在两种不同地层进行了验证测试,各项测试指标均达到设计要求。将验证测试结果与国内外同类钻机对比表明,ZHDN-SDR 150A型钻机主要性能参数与关键装置已处于国内先进和国外并跑水平。该型钻机在振动频率、地层适用性、钻具使用寿命等方面优势显著,但是存在过高温度运行条件下钻进效率降低、智能自动化水平不足的问题,需进一步研发耐高温强硬度新材料和改进远程无线操控系统。  相似文献   

Latitudinal and Scan-dependent Biases of Microwave Humidity Sounder Measurements and Their Dependences on Cloud Ice Water Path     

Anqi CAI  Xiaolei ZOU 《大气科学进展》2019,36(5):557-569

The relationship between differences in microwave humidity sounder(MHS)–channel biases which represent measured brightness temperatures and model-simulated brightness temperatures, and cloud ice water path(IWP) as well as the influence of the cloud liquid water path(LWP) on the relationship is examined. Seven years(2011–17) of NOAA-18 MHS-derived measured brightness temperatures and IWP/LWP data generated by the NOAA Comprehensive Large Array-data Stewardship System Microwave Surface and Precipitation Products System are used. The Community Radiative Transfer Model, version2.2.4, is used to simulate model-simulated brightness temperatures using European Center for Medium-Range Weather Forecasts reanalysis data as background fields. Scan-angle deviations of the MHS window channel biases range from-1.7 K to1.0 K. The relationships between channels 2, 4, and 5 biases and scan angle are symmetrical about the nadir. The latitudedependent deviations of MHS window channel biases are positive and range from 0–7 K. For MHS non-window channels,the latitudinal deviations between measured brightness temperatures and model-simulated brightness temperatures are larger when the detection height is higher. No systematic warm or cold deviations are found in the global spatial distribution of difference between measured brightness temperatures and model-simulated brightness temperatures over oceans after removing scan-angle and latitudinal deviations. The corrected biases of five different MHS channels decrease differently with respect to the increase in IWP. This decrease is stronger when LWP values are higher.  相似文献   

利用FY-2F快速扫描资料分析对流初生阶段的云顶物理量特征   总被引：2，自引：0，他引：2       下载免费PDF全文

周鑫  周顺武  覃丹宇  孙阳 《气象》2019,45(2):216-227

基于FY-2F静止气象卫星提供的2015年5—9月的高分辨率数据,通过温度阈值法识别出深、浅对流后,分析和比较了深、浅对流在对流初生(convective initiation,CI)至发展阶段中云顶高度、云顶快速降温率(cloud top cooling rate,CTC)以及多通道差值等云顶物理量特征的变化异同。结果表明:深、浅对流在CI阶段的云顶物理量特征具有相似变化特征,即云顶高度均在短时间内快速上升,CTC值均先减小后增大;深、浅对流差异表现为深(浅)对流云顶上升高度能(不能)超越水汽层高度;深对流CTC最低值较浅对流CTC最低值更低。基于CI阶段深、浅对流的CTC最低值的差异,通过个例验证,表明利用深、浅对流CTC最低值的差异,可以在识别出CI的基础,判断出CI是否发展成为深对流,从而能提前做出预警。  相似文献   

基于ERA5的快速辐射传输模式与FY-4A成像仪观测结果的偏差分析   总被引：1，自引：0，他引：1       下载免费PDF全文

瞿建华  张烺  陆其峰  张迺强  王丁 《气象学报》2019,77(5):911-922

2016年12月发射升空的FY-4A是中国第二代静止轨道气象卫星,该星上搭载了可提供东半球近实时高分辨率卫星观测数据的扫描辐射成像仪——AGRI（Advanced Geostationary Radiation Imager）。在其观测数据应用于大气参数反演或同化前,数据偏差的定量化分析是一个必要环节。采用快速辐射传输模式RTTOV（Radiative Transfer for the TIROS Operational Vertical Sounder）,基于欧洲中期天气预报中心（ECMWF）第5个全球再分析数据产品（ERA5）对AGRI的7个红外通道（通道08—14）进行了模拟,并利用MODIS云检测产品对模拟结果进行了晴空筛选,以期得到一些对AGRI的定量应用有价值的偏差分析结果。观测-模拟（O-B）的偏差分析结果显示:海洋和陆地上,通道10（7.1 μm）存在明显大于其他红外通道的系统性偏差,这很可能来源于ERA5在对流层中层对水汽的高估。通道08为近红外短波通道,地表反射作用影响强烈,陆地上存在较大的平均偏差,而海洋上平均偏差小于0.4 K。通道14在ERA5近地层气温偏高及定标偏差的影响下,海洋存在接近1 K的平均偏差;陆地上存在2 K左右的平均偏差。其余各红外通道在海洋和陆地上的平均偏差分别在0.6和1.3 K以下。偏差影响因子分析结果显示:地表海拔高度、观测天顶角对偏差也存在一定程度的影响;海洋上偏差分布存在季节变化可能来源于再分析资料中海表温度估算的季节性误差。   相似文献   

Urban stormwater thermal gene expression models for protection of sensitive receiving streams          下载免费PDF全文

A.M.A. Sattar  B. Gharabaghi  F. Sabouri  A.M. Thompson 《水文研究》2017,31(13):2330-2348

Thermal impact of typical high‐density residential, industrial, and commercial land uses is a major concern for the health of aquatic life in urban watersheds, especially in smaller, cold, and cool‐water streams. This is the first study of its kind that provides simple easy‐to‐use equations, developed using gene expression programming (GEP) that can guide the assessment and the design of urban stormwater management systems to protect thermally sensitive receiving streams. We developed 3 GEP models using data collected during 3 years (2009–2011) from 4 urban catchments; the first GEP model predicts event mean temperature at the inlet of the pond; the second model predicts the stormwater temperature at the outlet of the pond; and the third model predicts the temperature of the stormwater after flowing through a cooling trench and before discharging to the receiving stream. The new models have high correlation coefficients of 0.90–0.94 and low prediction uncertainty of less than 4% of the median value of the predicted runoff temperatures. Sensitivity analysis shows that climatic factors have the highest influence on the thermal enrichment followed by the catchment characteristics and the key design variables of the stormwater pond and the cooling trench. The general method presented here is easily transferable to other regions of the world (but not necessarily the exact equations developed here); also through sensitivity and parametric analysis, we gained insight on the key factors and their relative importance in modelling thermal enrichment of urban stromwater runoff.  相似文献   

Estimation of Seasonal Sun-Induced Fluorescence Dynamics of Indian Tropical Deciduous Forests using SCOPE and Sentinel-2 MSI     

《International Journal of Applied Earth Observation and Geoinformation》2020

This paper presents a new approach to estimate spatial Sun-Induced Fluorescence (SIF) using the empirical relationship between simulated Canopy Chlorophyll Concentration (CCC) and simulated SIF. PROSAIL model [PROpriétésSPECTrales (PROSPECT) and Scattering by Arbitrarily Inclined Leaves (SAIL) models] was used to simulate CCC. CCC maps were generated through an Automated Radiative Transfer Model Operator (ARTMO) using the PROSAIL model and Sentinel-2 Multi-Spectral Imager (MSI) imagery. The Soil Canopy Observation, Photochemistry, and Energy fluxes (SCOPE) model was used to simulate SIF emitted at 740 nm (SIF₇₄₀), at 760 nm (SIF₇₆₀), and top of canopy (SIF_TOC) (640-850 nm). The SCOPE model, configured with the specification of the Sentinel-2 sensor, simulates SIF within the spectrum range of 640-850 nm. A non-linear logarithmic relationship (R²>0.9, p < 0.05) was observed between simulated SIF and simulated CCC. Simulated CCC was linearly related to observed CCC with R² 0.88, 0.92 and 0.89 and RMSE = 0.04, 0.17 and 0.09 gm/m² at p < 0.05 for summer, post-monsoon and early winter respectively. Whereas, the simulated CCC did not capture the full range of CCC variability for the post-monsoon season. Simulated SIF (SIF₇₆₀) was well correlated with SIF from Orbiting Carbon Observatory-2 (OCO-2) satellite with R² 0.68, 0.73 and 0.73 (RMSE = <1 W/m²/sr/μm, p < 0.05) for the month of summer (April), pre-monsoon (May) and early winter season (November) respectively. Temporal SIF_TOC effectively captured the seasonal variability associated with the phenology of deciduous tree species. Among various Sentinel-2 MSI derived VIs, Red Edge NDVI (RENDVI) exhibited maximum sensitivity with SIF (highest monthly average R²> 0.6, p < 0.05). The spatial SIF would serve as an useful link between airborne /satellite derived SIF and in-situ fluorescence measurements to understand multiscale SIF variability of terrestrial vegetation.  相似文献