Search

The negative binomial (NB) model, traditionally used for safety performance function (SPF) development, suffers from a fixed over-dispersion parameter and is only valid for over-dispersed data (i.e., data exhibiting greater variance than the mean). A more flexible approach that handles over-dispersed data, under-dispersed data, and excess zero counts, in addition to exhibiting varying dispersion parameter as a function of site-specific characteristics, is the zero-inflated heterogeneous Conway–Maxwell–Poisson (ZI-HTCMP) model, which is an extension of Conway–Maxwell–Poisson (CMP)-based models. This study develops fatal + injury (FI) commercial motor vehicle (CMV) crash-specific SPFs along four roadway segment facilities in Kentucky, U.S., (urban multilane, rural multilane, urban two-lane, and rural two-lane segments). The traditional NB and newly introduced CMP-based models—ZI-HTCMP, zero-inflated Conway–Maxwell–Poisson (ZI-CMP), heterogeneous Conway–Maxwell–Poisson (HTCMP), and CMP—were compared using 14,967 CMV-related crashes on Kentucky’s road segments (between 2015 and 2019) and various roadway variables, for example, shoulder width, annual average daily traffic (AADT), and heavy vehicle percentage (HVP). From the developed SPFs, AADT and HVP >10% significantly increased FI CMV-related crashes on all four segment facilities. Various goodness-of-fit (GOF) statistics, including Akaike information criterion (AIC), mean absolute deviance (MAD), and mean square prediction error (MSPE), were used for model assessment and selection. For all four roadway facilities, CMP-based models showed better model fitting and prediction performance than the NB models. Furthermore, ZI-HTCMP was the best-fit model for urban multilane segments, which had high representation of zero-crash sites. CMP-family models could be used for effectively predicting FI CMV-related crashes (with excess zeros) on road segments.

At present, exploring the space of rheological parameters in models of glacial isostatic adjustment (GIA) and relative sea level (RSL) which incorporate laterally variable Earth structure is computationally expensive. A single simulation using the Seakon model (Latychev et al., 2005), using contemporary high-performance computing hardware, requires several wall-days & ≈ 1 core-year for one RSL simulation from late Marine Isotope Stage 3 to present day. However, it is well established that the impact from laterally variable mantle viscosity and lithospheric thickness on RSL and GIA is significant (Whitehouse, 2018). We present initial results from using the Tensorflow (Abadi et al.) framework to construct artificial neural networks that emulate the difference in the rate of change of relative sea level and relative radial displacement between model configurations using spherically symmetric (SS) and laterally variable (LV) Earth structures. Using this emulator we can accurately sample the parameter space (≈ 360 realisations of the background (SS) structure) for a given realization of lateral Earth structure (e.g. viscosity variations derived from shear-wave tomographic models) using ≈ 1/10th the amount of parameter vectors as a training set. Average misfits are O(0.1-1%) of the total RSL signal when using the emulator to adjust SS GIA model output to incorporate the impact from LV. We shall report on two case studies which allow us to examine the influence of lateral Earth structure on inferences of background (i.e. global-mean) viscosity. For these case studies, the emulator, in conjunction with a fast SS GIA/RSL model, is used to determine optimal Earth model parameters (elastic lithosphere thickness, upper and lower mantle viscosities) by calculating the model misfits across the parameter space. The first case study uses the regional RSL database of Vacchi et al. (2018) which spans the Canadian Arctic and East Coast with several hundred sea level index points and limiting points for the early to late Holocene. The second case study uses a global database of several thousand contemporary uplift rates derived from GPS data (Schumacher et al., 2018). For the first case study we find two main features from incorporating LV structures compared to the SS configuration: a decrease in the best scoring misfit and a shift of the misfit distribution in the parameter space to favour a reduced upper mantle viscosity and reduced sensitivity to the lower mantle viscosity.ReferencesAbadi, M., Agarwal, A., Barham, P., et al.: TensorFlow: Large-Scale Machine Learning on Heterogeneous Systems, https://www.tensorflow. org/.Latychev, K., Mitrovica, J. X., Tromp, J., et al.: Glacial isostatic adjustment on 3-D Earth models: a finite-volume formulation, GJI, 161, 421–444, https://doi.org/10.1111/j.1365-246x.2005.02536.x, 2005.Schumacher, M., King, M. A., Rougier, J., et al.: A new global GPS data set for testing and improving modelled GIA uplift rates, GJI, 214, 2164–2176, https://doi.org/10.1093/gji/ggy235, 2018.Vacchi, M., Engelhart, S. E., Nikitina, D., et al.: Postglacial relative sea-level histories along the eastern Canadian coastline, QSR, 201, 124–146, https://doi.org/10.1016/j.quascirev.2018.09.043, 2018.Whitehouse, P. L.: Glacial isostatic adjustment modelling: historical perspectives, recent advances, and future directions, Earth Surface Dynamics, 6, 401–429, https://doi.org/10.5194/esurf-6-401-2018, 2018.

Freshwater, in the form of glacial runoff, is hypothesized to play a critical role in centennial to millennial scale climate variability, eg. the Younger Dryas and Dansgaard Oeschger events. Freshwater injection, or hosing, model experiments demonstrate that freshwater has the capability to generate abrupt climate transitions. However, in an attempt to mitigate the inability of most models to resolve the smaller-scale features relevant to freshwater transport (such as boundary currents and mesoscale eddies), these hosing experiments commonly apply the entirety of the freshwater directly to the regions of deepwater formation (DWF). Our results indicate that this can inflate the freshwater signal in those regions by as much as four times. We propose a novel method of freshwater injection for such low-resolution models that spatially distributes the freshwater in accord with the results of eddy-permitting modelling. Furthermore, this “freshwater fingerprint” method not only impacts the timing of simulated climate transitions but also can allow us to evaluate how much we are overestimating the effects of freshwater when injected directly into sites of DWF. The freshwater fingerprints we develop are based on a suite of freshwater injection experiments performed using an eddy permitting Younger Dryas configuration of the MITGCM. Freshwater injection locations include the Mackenzie River, Gulf of St. Lawrence, Gulf of Mexico and a location off the coast of Norway, with flux amounts bounded by glacial reconstructions. These simulations indicate that freshwater from the Mackenzie River and Fennoscandia have the largest impact on salinity in most of the conventional sites of DWF (GIN and Labrador Seas, and in these simulations, predominantly the northern North Atlantic due to extensive sea ice), while freshwater from the Gulf of St. Lawrence is effective at freshening only the northern North Atlantic. The Gulf of Mexico has little impact on any DWF region we consider, mostly because the lower but continual flux in our simulations does not allow freshwater to penetrate northward past the Gulf Stream. The dilution of the freshwater signal as it is transported from the site of injection to the DWF zones leads to a reduction in the effective freshwater forcing, making hosing directly over DWF zones even with realistic freshwater amounts unrealistic. Thus, we construct freshwater fingerprints from these simulations by extracting the freshwater anomaly spatial pattern averaged over the last 5 simulation years, vertically integrating the field and normalizing it.The freshwater fingerprint is then implemented in the COSMOS Earth Systems Model, which is run at resolutions typical for paleoclimate simulations (non-eddy permitting). Initial results show that freshwater from the Mackenzie River using our fingerprint method leads to a more gradual cooling than if the meltwater is released directly over the hosing region (50-70N). We conclude that hosing over DWF zones, even with realistic freshwater amounts, produces an unrealistically large climate response. Additional results for the remaining injection locations and with the fingerprint implemented in a simpler climate model will be presented.

The Pacific Coast of Central North America is a geodynamically complex region subject to various geophysical processes with different patterns of vertical land motion. It includes two distinct tectonic regimes: the Cascadia subduction zone and the strike-slip San Andreas fault system. The vertical land motion in this region reflects not only tectonic activity of these plate boundaries, but also isostatic signals associated with different loading effects such as the (de)glaciation of North American ice sheets and the more contemporary, anthropogenically-related groundwater extraction and mountain glacier mass loss. These processes occur over a broad range of timescales and are observed by a variety of measuring techniques.Here we combine geological measurements of relative sea level (RSL) change with contemporary observations of vertical land motion inferred from geodetic data to decipher and thus better understand the contribution from various individual processes. Our results suggest that contemporary vertical land motion is dominated by Cascadia interseismic deformation and the isostatic response to the retreat of the North American ice sheets but is also influenced by other contemporary processes. We present some model results that illustrate the contributions of the above-mentioned processes to RSL projections along this coastline.

Freshwater, in the form of glacial runoff, is hypothesized to play a critical role in centennial to millennial scale climate variability such as the Younger Dryas and Dansgaard-Oeschger Events. Indeed, freshwater injection/hosing experiments with climate models have long shown that freshwater has the capability of generating such abrupt climate transitions. However, the relationship between freshwater and abrupt climate transitions is not straightforward. Large-scale glacial runoff events, such as Meltwater Pulse 1A, are not always temporally proximal to subsequent large-scale cooling. As well, the typical design of hosing experiments tends to artificially amplify the climate response. This study explores the impact that limitations in the representation of runoff in conventional hosing simulations has on our understanding of this relationship and addresses the more fundamental question of where coastally released freshwater is transported when it reaches the ocean. We focus particularly on the prior use of excessive freshwater volumes (often by a factor of 5) and present-day (rather than paleo) ocean gateways, as well as the injection of freshwater directly over sites of deep-water formation (DWF) rather than at runoff locations. We track the routing of glaciologically-constrained freshwater volumes from four different plausible injection locations in a suite of eddy-permitting glacial ocean simulations using MITGCM under both open and closed Bering Strait conditions. Restricting freshwater forcing values to realistic ranges results in less spreading of freshwater across the North Atlantic and indicates that the response of DWF depends strongly on the geographical location of meltwater input. In particular, freshwater released into the Gulf of Mexico has little impact on DWF regions as a result of turbulent mixing by the Gulf Stream. In contrast, freshwater released from the Eurasian Ice sheet or initially into the Arctic is found to have the largest impact on DWF in the North Atlantic and GIN seas. Additional experiments show that when the Bering Strait is open, much like present-day, the Mackenzie River source exhibits twice as much freshening of the Labrador sea as a closed Bering Strait. Finally, our results illustrate that applying a freshwater hosing directly into the North Atlantic with even realistic freshwater amounts still over-estimates the effect of terrestrial runoff on ocean circulation.

We infer the GIA signal and its uncertainty along the central Pacific coast of North America using 680 sea-level index points and over 20,000 model runs sampling >700 (1-D) Earth viscosity models and 29 ice sheet reconstructions. Due to the large spatial extent and different tectonic settings of the study area, we divided it into three sub-regions (northern, central and southern) for which model parameters were inferred separately. Also, given that this region is tectonically active, the influence of this process (as well as sediment isostatic adjustment) was accounted for where possible by removing it from the data using published estimates. Our results indicate that it is not possible to produce an acceptable to for all of the RSL data with a single set of model parameters, suggesting significant lateral variability in viscous structure. Specifically, low viscosities (1019–1020 Pas) are inferred in the upper mantle within the northern region (southwestern British Columbia and northwest Washington) compared to those inferred (2–5 × 1020 Pas) for the central and southern regions (extending from southern Washington to southern California). High quality model fits were obtained for all data except those from the northern region where no single parameter set was able to capture both the rapid and large RSL fall during the late glacial and the monotonic rise during the mid-to-late Holocene at all localities. This suggests the need for an Earth model that incorporates departures from a linear Maxwell rheology (as applied here) and/or lateral variations in viscosity structure. Using our optimal model parameter sets, we show that GIA is a significant contributor to both contemporary vertical land motion and relative sea level change in our study region and so should be considered when interpreting observations of these signals and for making future relative sea level projections. Model output of present-day vertical land motion at 483 GPS stations and sea-level change at 56 tide gauge stations is provided (with estimated uncertainty) so that these data can be used to study non-GIA processes more accurately.

Sea level rise presents a hazard for coastal populations, and the Mississippi Delta (MD) is a region particularly at risk due to the high rates of land subsidence. We apply a gravitationally self-consistent model of glacial and sediment isostatic adjustment (SIA) along with a realistic sediment load reconstruction in this region for the first time to determine isostatic contributions to relative sea level (RSL) and land motion. We determine optimal model parameters (Earth rheology and ice history) using a new high-quality compaction-free sea level indicator database. Using the optimal model parameters, we show that SIA can lower predicted RSL in the MD area by several meters over the Holocene and so should be taken into account when modeling these data. We compare modeled contemporary rates of vertical land motion with those inferred using GPS. This comparison indicates that isostatic processes can explain the majority of the observed vertical land motion north of latitude 30.7°N, where subsidence rates average about 1 mm/yr; however, subsidence south of this latitude shows large data-model discrepancies of greater than 3 mm/yr, indicating the importance of nonisostatic processes. This discrepancy extends to contemporary RSL change, where we find that the SIA contribution in the Delta is on the order of 10−1 mm/yr. We provide estimates of the isostatic contributions to 20th and 21st century sea level rates at Gulf Coast Permanent Service for Mean Sea Level tide gauge locations as well as vertical and horizontal land motion at GPS station locations near the MD.

We determine the contribution of glacial isostatic adjustment (GIA) to future relative sea-level change for the North American coastline between Newfoundland and Texas. We infer GIA model parameters using recently compiled and quality-assessed databases of past sea-level changes, including new databases for the United States Gulf Coast and Atlantic Canada. At 13 cities along this coastline, we estimate the GIA contribution to range from a few centimeters (e.g., 3 [−1 to 9] cm Miami) to a few decimeters (e.g., 18 [12–22] cm, Halifax) for the period 2085–2100 relative to 2006–2015 (1−σ ranges given). We provide estimates of uncertainty in the GIA component using two different methods; the more conservative approach produces total ranges (1−σ confidence) that vary from 3 to 16 cm for the cities considered. Contributions from ocean steric and dynamic changes as well as those from changes in land ice are also estimated to provide context for the GIA projections. When summing the contributions from all three processes at the 13 cities considered along this coastline, using median or best-estimate values, the GIA signal comprises 5–38% of the total depending on the adopted climate forcing and location. The contributions from ocean dynamic/steric changes and ice mass loss are similar in amplitude but with spatial variation that approximately cancels, resulting in GIA dominating the net spatial variability north of 35°N.

Order flow has been found to carry information to the market. When assessing how informative order flow is, the VAR methodology is typically employed, using impulse response functions. However, in such analyses, the direction of causality runs explicitly from order flow to asset return. If data are sampled at anything other than at the highest frequencies then any feedback trading may well appear contemporaneous; trading in period t depends on the asset return in that interval. The implications of contemporaneous feedback trading are examined in the spot USD/EUR currency market and we find that when data are sampled at the one and five minute frequency, such trading strategies cause the price impact of order flow to be significantly larger than when feedback trading is ruled out.

Forex markets and the euro Dollar spreads: mark versus euro We compute bid-ask spreads for the dollar/euro exchange rate market and find them to be substantially larger than their deutschemark counterparts before introduction of the euro. We show that larger percentage spreads are not explained by volatility, trade intensity, and other standard explanatory variables in our data sets. But we also show that spreads have not increased in terms of the unit (‘pip’) used in exchange rate quotations to the fourth decimal point. Since the euro is worth about two marks, and was initially worth more than a dollar, this finding suggests that larger percentage spreads reflect the more pronounced ‘granularity’ of quoting conventions in euro-dollar rather than dollar-mark trading. We discuss whether mandating quotations to the fifth decimal point might be advisable, and conclude that such a policy might, but need not, increase the foreign exchange market's liquidity. – Charles Goodhart, Ryan Love, Richard Payne and Dagfinn Rime

Projections of sea level rise for the east coast of North America at 2100CE were generated considering contributions from: ocean warming, land ice melting and isostatic land motion. The primary contribution of this study is the development of an improved Glacial Isostatic Adjustment (GIA) model that includes an assessment of model uncertainty using 36 ice loading histories, 363 Earth models and a new sea level proxy database comprising over 500 sea level index points. We find that, while there are differences between our projections and the Global Mean Sea Level (GMSL) projections from the recent International Panel on Climate Change (IPCC) Assessment Report, the two sets of results agree to within uncertainty largely because some of the regional processes cancel. Our results indicate that the isostatic signal is large, contributing up to 1/4 of sea level change at 2100CE, and so must be included to generate accurate projections for this region.

Escherichia coli O157:H7 can cause life-threatening gastrointestinal diseases and has been a severe public health problem worldwide in recent years. A novel biosensor for the detection of E. coli O157:H7 is described here using a film composed of ferrocene-peptide conjugates, in which the antimicrobial peptide magainin I has been incorporated as the biorecognition element. Electrochemical impedance spectroscopy was employed to investigate the surface characteristics of the newly developed biosensor and to monitor the interactions between the peptide film and the pathogenic bacteria. X-ray photoelectron spectroscopy and time-of-flight secondary ion mass spectrometry (ToF-SIMS) were employed to confirm the immobilization of ferrocene-conjugate onto the gold surface. Non-pathogenic E. coli K12, Staphylococcus epidermidis and Bacillus subtilis were used in this study to evaluate the selectivity of the proposed biosensor. The results have shown the order of the preferential selectivity of the method is E. coli O157:H7>non-pathogenic E. coli>gram positive species. The detection of E. coli O157:H7 with a sensitivity of 10(3)cfu/mL is enabled by the biosensor. The experimental conditions have been optimized and the plot of changes of charge transfer resistance (ΔRCT) and the logarithm of the cell concentration of E. coli O157:H7 shows a linear correlation in the range of 10(3)-10(7)cfu/mL with a correlation coefficient of 0.983.

In textbook models of exchange rate determination, the news contained in public information announcements is directly impounded into prices with there being no role for trading in this process of information assimilation. This paper directly tests this theoretical result using transaction level exchange rate return and trading data and a sample of scheduled macroeconomic announcements. The main result of the paper is that even information that is publicly and simultaneously released to all market participants is partially impounded into prices via the key micro level price determinant—order flow. We quantify the role that order flow plays and find that approximately one third of price-relevant information is incorporated via the trading process.

This paper tries to provide a simple explanation for the empirical finding, documented here and also by Hau, Killeen and Moore (2002), that spreads in the spot USD/EUR market are substantially higher than those in the preceding DEM/USD foreign exchange market. The paper argues that it is primarily the re-factoring of the exchange rate, 1.75 DEM per USD compared to 1 USD per EUR together with the fact that dealers are faced with a minimum tick size, that has caused spreads to increase (as a percentage of mid-quote).